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Australian Electricity Market Wrap

Mon 14 Sep 2020 - Fri 18 Sep 2020

Calendar Year Price as at Fri 18 Sep 2020

NSW VIC QLD SA
2021 55.34 56.78 42.15 54.53
2022 53.76 46.49 41.96 49.45
2023 57.25 46.68 42.86 50.07

Base Quarters

Contract Week Close Net Change Traded Volume Open Interest
NSW Base Q3 2020 $46.20 -$0.30 1 2463
VIC Base Q3 2020 $51.75 -$0.30 27 1757
QLD Base Q3 2020 $32.65 -$0.10 5 2241
SA Base Q3 2020 $44.16 -$1.09 26 200
NSW Base Q4 2020 $48.90 $0.40 58 2531
VIC Base Q4 2020 $47.75 -$0.15 96 1769
QLD Base Q4 2020 $36.25 $0.45 110 2213
SA Base Q4 2020 $44.00 -$1.69 3 239

Cap Quarters

Contract Week Close Net Change Traded Volume Open Interest
NSW Caps Q3 2020 $0.50 -$0.25 73 573
VIC Caps Q3 2020 $0.50 -$0.25 12 449
QLD Caps Q3 2020 $0.20 -$0.10 37 633
SA Caps Q3 2020 $0.50 -$0.35 10 140
NSW Caps Q4 2020 $5.25 -$0.25 5 729
VIC Caps Q4 2020 $4.50 - 22 649
QLD Caps Q4 2020 $2.34 - 10 514
SA Caps Q4 2020 $6.15 $0.30 35 257

Options Volatility

Contract Call Put
Volatility Open Interest ATM($) Volatility Open Interest
NSW Q3 2020 30.00% 0 $46.00 33.38% 185
VIC Q3 2020 43.50% 60 $52.00 30.00% 0
QLD Q3 2020 30.00% 0 $33.00 32.44% 77
SA Q3 2020 30.00% 0 $44.00 30.00% 0
NSW FY 2022 30.00% 0 $54.00 30.00% 0
VIC FY 2022 18.71% 50 $50.00 14.46% 25
QLD FY 2022 18.93% 50 $42.00 14.41% 25
SA FY 2022 30.00% 0 $51.00 30.00% 0
NSW CY 2022 0.00% $0.00 0.00%
VIC CY 2022 0.00% $0.00 0.00%
QLD CY 2022 0.00% $0.00 0.00%
SA CY 2022 0.00% $0.00 0.00%

Futures and Caps Open Interest as at COB Fri 18 Sep 2020

  NSW VIC QLD SA
  Peak Base Caps Peak Base Caps Peak Base Caps Peak Base Caps
Sep 2020 - 0 - - 1 - - 35 - - 0 -
Oct 2020 - 0 - - 0 - - 4 - - 0 -
Nov 2020 - 0 - - 0 - - 0 - - 0 -
Dec 2020 - 0 - - 0 - - 0 - - 0 -
Q32020 110 2,463 573 173 1,757 449 157 2,241 633 0 200 140
Q42020 145 2,531 729 126 1,769 649 151 2,213 514 0 239 257
Q12021 49 2,547 1,171 110 1,704 651 97 1,916 627 0 221 286
Q22021 27 2,193 432 87 1,506 165 35 1,678 250 0 227 35
Q32021 4 1,389 65 44 1,481 70 35 1,504 0 0 177 0
Q42021 42 1,339 0 40 1,375 0 60 1,520 0 0 178 0
Q12022 0 917 0 70 1,007 0 25 1,209 0 0 68 0
Q22022 15 896 0 70 1,186 0 0 1,001 0 0 45 0
Q32022 0 320 0 80 640 0 0 603 0 0 25 0
Q42022 0 335 0 80 651 0 0 648 0 0 3 0
Q12023 0 205 0 25 314 0 0 439 0 0 14 0
Q22023 0 161 0 25 276 0 0 427 0 0 0 0
Q32023 0 88 0 0 92 0 0 184 0 0 0 0
Q42023 0 90 0 0 92 0 0 184 0 0 0 0
Q12024 0 19 0 0 15 0 0 0 0 0 0 0
Q22024 0 9 0 0 15 0 0 0 0 0 0 0
Total 392 15,502 2,970 930 13,881 1,984 560 15,806 2,024 0 1,397 718

Options Open Interest As at COB Fri 18 Sep 2020

  NSW VIC QLD SA
Sep 2020 1,762 1,279 1,144 25
Dec 2020 1,780 1,650 1,065 25
Mar 2021 775 1,166 615 40
Jun 2021 350 350 200 0
Sep 2021 0 0 0 0
Dec 2021 0 0 0 0
Cal 2021 2,720 3,538 3,276 10
Fin 2022 1,165 2,027 1,960 0
Cal 2022 641 1,696 1,817 0
Fin 2023 375 965 1,575 0
Cal 2023 601 981 1,010 0
Fin 2024 0 75 0 0
Total 10,169 13,727 12,662 100

Historical Trade Volumes

YearTotal VolumeAverage Daily Volume
FY 2019-2020336,7831,320.72
FY 2018-2019219,792872.19
FY 2017-2018154,394612.67
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
Jan 202028,8141,372.10
Dec 201923,3801,169.00
Nov 201930,9151,472.14
Oct 201923,3841,016.70
Sep 201924,5291,168.05
Aug 201928,5421,297.36
Jul 201924,3891,060.39
Jun 201920,5631,082.26
May 201924,8961,082.43
Apr 201912,260645.26
Mar 201920,022953.43
Feb 201916,582829.10
Jan 201914,670698.57
Dec 201813,493710.16
Nov 201828,3761,289.82
Oct 201821,811948.30

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