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Australian Electricity Market Wrap

Tue 11 Jun 2024 - Fri 14 Jun 2024

Calendar Year Price as at Fri 14 Jun 2024

NSW VIC QLD SA
2025 136.88 85.91 113.00 114.65
2026 137.19 79.25 105.75 95.89
2027 135.92 75.27 103.95 88.47

Base Quarters

Contract Week Close Net Change Traded Volume Open Interest
NSW Base Q2 2024 $176.05 $3.05 19 2541
VIC Base Q2 2024 $125.25 $3.25 31 2305
QLD Base Q2 2024 $98.00 $1.00 6 5389
SA Base Q2 2024 $140.00 - - 73
NSW Base Q3 2024 $142.75 $0.50 146 2561
VIC Base Q3 2024 $111.95 $1.70 126 1882
QLD Base Q3 2024 $108.90 -$1.10 55 4352
SA Base Q3 2024 $125.50 $1.46 - 61

Cap Quarters

Contract Week Close Net Change Traded Volume Open Interest
NSW Caps Q2 2024 $60.00 $1.00 2 897
VIC Caps Q2 2024 $7.50 $1.00 13 764
QLD Caps Q2 2024 $6.50 - - 683
SA Caps Q2 2024 $20.00 - - 124
NSW Caps Q3 2024 $31.00 $0.25 91 733
VIC Caps Q3 2024 $10.00 $1.60 22 547
QLD Caps Q3 2024 $18.75 $0.50 33 628
SA Caps Q3 2024 $26.00 - - 174

Options Volatility

Contract Call Put
Volatility Open Interest ATM($) Volatility Open Interest
NSW Q2 2024 76.11% 25 $176.00 30.00% 0
VIC Q2 2024 27.74% 0 $125.00 30.00% 0
QLD Q2 2024 30.00% 0 $98.00 30.00% 0
SA Q2 2024 30.00% 0 $140.00 30.00% 0
NSW FY 2025 0.00% $0.00 0.00%
VIC FY 2025 0.00% $0.00 0.00%
QLD FY 2025 0.00% $0.00 0.00%
SA FY 2025 0.00% $0.00 0.00%
NSW CY 2025 13.00% 0 $137.00 13.00% 0
VIC CY 2025 30.00% 0 $86.00 15.02% 0
QLD CY 2025 13.52% 0 $113.00 13.59% 0
SA CY 2025 30.00% 0 $115.00 30.00% 0

Futures and Caps Open Interest as at COB Fri 14 Jun 2024

  NSW VIC QLD SA
  Peak Base Caps Peak Base Caps Peak Base Caps Peak Base Caps
Jun 2024 - 20 - - 0 - - 0 - - 0 -
Jul 2024 - 0 - - 0 - - 0 - - 0 -
Aug 2024 - 0 - - 0 - - 0 - - 0 -
Sep 2024 - 0 - - 0 - - 0 - - 0 -
Q22024 6 2,541 897 0 2,305 764 0 5,389 683 0 73 124
Q32024 9 2,561 733 1 1,882 547 0 4,352 628 0 61 174
Q42024 6 1,893 665 1 1,759 490 0 4,366 616 0 69 156
Q12025 6 1,639 720 0 1,631 863 0 2,568 728 0 56 146
Q22025 6 1,668 486 1 1,470 592 0 2,307 504 0 38 67
Q32025 6 1,032 265 1 1,124 443 0 1,893 351 0 26 34
Q42025 6 998 252 0 1,079 397 0 1,687 309 0 22 34
Q12026 2 777 323 0 792 239 0 1,067 213 0 17 22
Q22026 2 736 303 0 795 234 0 1,069 221 0 13 16
Q32026 2 507 245 0 390 217 0 658 148 0 8 16
Q42026 2 510 226 0 430 219 0 648 144 0 16 19
Q12027 0 166 15 0 259 3 0 343 9 0 12 10
Q22027 0 123 15 0 234 3 0 328 15 0 4 0
Q32027 0 35 0 0 187 3 0 149 7 0 0 0
Q42027 0 28 0 0 190 0 0 171 7 0 0 0
Q12028 0 0 0 0 0 0 0 15 0 0 0 0
Q22028 0 0 0 0 0 0 0 15 0 0 0 0
Total 53 15,234 5,145 4 14,527 5,014 0 27,025 4,583 0 415 818

Options Open Interest As at COB Fri 14 Jun 2024

  NSW VIC QLD SA
Jun 2024 3,910 2,224 1,113 52
Sep 2024 2,609 1,470 952 2
Dec 2024 381 329 643 1
Mar 2025 594 415 614 0
Jun 2025 300 225 0 0
Sep 2025 0 0 0 0
Cal 2025 3,028 2,387 4,805 0
Fin 2026 1,641 3,007 2,949 0
Cal 2026 1,369 2,094 2,525 0
Fin 2027 0 360 1,074 0
Cal 2027 0 530 402 0
Fin 2028 0 0 0 0
Total 13,832 13,041 15,077 55

Historical Trade Volumes

YearTotal VolumeAverage Daily Volume
FY 2023-2024510,9542,068.64
FY 2022-2023483,9611,912.89
FY 2021-2022559,8702,204.21
May 202480,7083,509.04
Apr 202431,0351,551.75
Mar 202429,7181,485.90
Feb 202448,0122,286.29
Jan 202442,1462,006.95
Dec 202332,5491,713.11
Nov 202382,9883,772.18
Oct 202345,2112,055.05
Sep 202322,8371,087.48
Aug 202338,0681,655.13
Jul 202338,5521,835.81
Jun 202332,9451,568.81
May 202378,5383,414.70
Apr 202327,1151,595.00
Mar 202337,1031,613.17
Feb 202334,6721,733.60
Jan 202342,2692,113.45
Dec 202230,3061,515.30
Nov 202272,7983,309.00
Oct 202235,2961,680.76
Sep 202236,6161,664.36
Aug 202235,3771,538.13
Jul 202220,926996.48

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