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Australian Electricity Market Wrap

Mon 10 Jan 2022 - Fri 14 Jan 2022

Calendar Year Price as at Fri 14 Jan 2022

NSW VIC QLD SA
2023 84.14 48.96 74.85 64.46
2024 79.24 48.25 61.79 59.00
2025 73.75 46.63 56.81 50.50

Base Quarters

Contract Week Close Net Change Traded Volume Open Interest
NSW Base Q1 2022 $91.42 -$2.58 42 1964
VIC Base Q1 2022 $50.50 -$7.50 51 1884
QLD Base Q1 2022 $142.00 -$4.50 90 3746
SA Base Q1 2022 $76.00 $2.25 - 144
NSW Base Q2 2022 $90.30 -$3.70 69 1696
VIC Base Q2 2022 $63.35 -$6.15 177 1919
QLD Base Q2 2022 $92.00 -$7.00 142 3157
SA Base Q2 2022 $81.00 $1.00 7 107

Cap Quarters

Contract Week Close Net Change Traded Volume Open Interest
NSW Caps Q1 2022 $14.75 -$1.75 58 1325
VIC Caps Q1 2022 $8.50 -$3.50 10 657
QLD Caps Q1 2022 $35.25 -$2.88 55 901
SA Caps Q1 2022 $27.50 -$0.50 - 80
NSW Caps Q2 2022 $11.50 -$0.50 1 1083
VIC Caps Q2 2022 $4.00 -$0.50 13 532
QLD Caps Q2 2022 $13.25 $1.25 2 544
SA Caps Q2 2022 $8.50 - - 211

Options Volatility

Contract Call Put
Volatility Open Interest ATM($) Volatility Open Interest
NSW Q1 2022 30.00% 0 $91.00 30.00% 0
VIC Q1 2022 63.64% 25 $51.00 71.56% 25
QLD Q1 2022 92.99% 0 $142.00 30.00% 0
SA Q1 2022 30.00% 0 $76.00 30.00% 0
NSW FY 2023 25.25% 35 $85.00 30.00% 0
VIC FY 2023 24.04% 25 $52.00 30.00% 25
QLD FY 2023 18.76% 25 $82.00 30.00% 0
SA FY 2023 30.00% 0 $69.00 30.00% 0
NSW CY 2023 30.00% 0 $84.00 30.00% 0
VIC CY 2023 16.61% 100 $49.00 23.66% 50
QLD CY 2023 24.38% 128 $75.00 30.00% 0
SA CY 2023 30.00% 0 $64.00 30.00% 0

Futures and Caps Open Interest as at COB Fri 14 Jan 2022

  NSW VIC QLD SA
  Peak Base Caps Peak Base Caps Peak Base Caps Peak Base Caps
Jan 2022 - 0 - - 0 - - 0 - - 0 -
Feb 2022 - 0 - - 0 - - 0 - - 0 -
Mar 2022 - 0 - - 0 - - 0 - - 0 -
Apr 2022 - 0 - - 0 - - 0 - - 0 -
May 2022 - 0 - - 0 - - 0 - - 0 -
Jun 2022 - 0 - - 0 - - 0 - - 0 -
Q12022 60 1,964 1,325 90 1,884 657 29 3,746 901 0 144 80
Q22022 29 1,696 1,083 90 1,919 532 5 3,157 544 0 107 211
Q32022 5 1,008 970 98 1,746 541 4 3,162 601 0 93 193
Q42022 16 1,078 850 98 1,693 365 4 3,337 607 0 83 98
Q12023 3 957 553 90 1,449 218 0 2,948 549 0 91 123
Q22023 13 794 503 90 1,465 170 0 2,769 305 0 60 147
Q32023 3 981 375 65 1,040 95 0 2,306 276 0 40 92
Q42023 27 819 306 65 947 65 0 2,260 284 0 38 94
Q12024 0 550 264 0 552 48 0 1,691 70 0 52 28
Q22024 0 490 242 0 619 50 0 1,664 70 0 15 25
Q32024 1 145 191 0 196 25 0 930 10 0 15 25
Q42024 0 160 191 0 190 25 0 923 10 0 15 25
Q12025 0 2 0 0 17 0 0 204 0 0 0 0
Q22025 0 2 0 0 19 0 0 183 0 0 0 0
Q32025 0 0 0 0 0 0 0 41 0 0 0 0
Q42025 0 0 0 0 0 0 0 41 0 0 0 0
Total 157 10,646 6,853 686 13,736 2,791 42 29,362 4,227 0 753 1,141

Options Open Interest As at COB Fri 14 Jan 2022

  NSW VIC QLD SA
Mar 2022 1,059 1,580 2,165 147
Jun 2022 1,250 770 773 60
Sep 2022 375 405 25 0
Dec 2022 0 0 0 0
Mar 2023 0 0 0 0
Jun 2023 0 0 0 0
Fin 2023 2,521 2,560 5,056 0
Cal 2023 2,051 2,235 6,620 0
Fin 2024 2,360 2,720 4,154 0
Cal 2024 1,552 1,755 3,258 0
Fin 2025 0 250 300 0
Cal 2025 0 0 0 0
Total 11,168 12,275 22,351 207

Historical Trade Volumes

YearTotal VolumeAverage Daily Volume
FY 2021-2022263,2891,880.64
FY 2020-2021490,0671,929.40
FY 2019-2020336,7831,320.72
Dec 202136,1101,719.52
Nov 202164,0052,909.32
Oct 202136,3311,730.05
Sep 202122,3081,014.00
Aug 202129,8661,357.55
Jul 202157,6892,622.23
Jun 202146,8622,231.52
May 202160,6442,887.81
Apr 202132,8921,644.60
Mar 202137,5091,630.83
Feb 202153,6662,683.30
Jan 202143,7742,303.89
Dec 202031,3831,494.43
Nov 202042,9772,046.52
Oct 202037,2731,694.23
Sep 202040,0231,819.23
Aug 202029,0341,382.57
Jul 202034,0301,479.57
Jun 202031,3311,491.95
May 202033,9041,614.48
Apr 202025,8841,294.20
Mar 202027,5691,253.14
Feb 202034,1421,707.10

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