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Australian Electricity Market Wrap

Mon 18 Oct 2021 - Fri 22 Oct 2021

Calendar Year Price as at Fri 22 Oct 2021

NSW VIC QLD SA
2022 68.56 50.01 70.25 54.28
2023 67.07 46.71 57.75 51.00
2024 65.32 46.91 52.54 53.80
2025 64.63 46.37 48.37 50.00

Base Quarters

Contract Week Close Net Change Traded Volume Open Interest
NSW Base Q4 2021 $66.63 $5.63 78 2125
VIC Base Q4 2021 $34.75 $0.60 8 1817
QLD Base Q4 2021 $89.95 $17.20 123 3112
SA Base Q4 2021 $35.00 - - 248
NSW Base Q1 2022 $75.25 $3.40 272 1588
VIC Base Q1 2022 $59.50 $5.00 42 2003
QLD Base Q1 2022 $96.73 $18.73 257 2864
SA Base Q1 2022 $68.00 $2.50 3 133

Cap Quarters

Contract Week Close Net Change Traded Volume Open Interest
NSW Caps Q4 2021 $8.35 $0.60 11 810
VIC Caps Q4 2021 $4.50 - 14 477
QLD Caps Q4 2021 $34.20 $10.70 54 605
SA Caps Q4 2021 $11.50 - - 109
NSW Caps Q1 2022 $21.50 $1.50 50 716
VIC Caps Q1 2022 $21.00 $2.25 6 470
QLD Caps Q1 2022 $36.75 $11.25 79 785
SA Caps Q1 2022 $28.63 $0.71 10 62

Options Volatility

Contract Call Put
Volatility Open Interest ATM($) Volatility Open Interest
NSW Q4 2021 66.91% 75 $67.00 30.00% 0
VIC Q4 2021 69.59% 202 $35.00 78.00% 110
QLD Q4 2021 30.00% 0 $90.00 30.00% 0
SA Q4 2021 30.00% 0 $35.00 30.00% 0
NSW FY 2023 23.24% 50 $68.00 30.00% 0
VIC FY 2023 19.68% 125 $48.00 30.00% 0
QLD FY 2023 21.21% 50 $62.00 30.00% 0
SA FY 2023 30.00% 0 $52.00 30.00% 0
NSW CY 2023 0.00% $0.00 0.00%
VIC CY 2023 0.00% $0.00 0.00%
QLD CY 2023 0.00% $0.00 0.00%
SA CY 2023 0.00% $0.00 0.00%

Futures and Caps Open Interest as at COB Fri 22 Oct 2021

  NSW VIC QLD SA
  Peak Base Caps Peak Base Caps Peak Base Caps Peak Base Caps
Oct 2021 - 0 - - 0 - - 0 - - 0 -
Nov 2021 - 0 - - 0 - - 0 - - 0 -
Dec 2021 - 0 - - 0 - - 5 - - 0 -
Jan 2022 - 0 - - 0 - - 0 - - 0 -
Feb 2022 - 0 - - 0 - - 0 - - 0 -
Mar 2022 - 0 - - 0 - - 0 - - 0 -
Q42021 67 2,125 810 42 1,817 477 50 3,112 605 0 248 109
Q12022 60 1,588 716 90 2,003 470 29 2,864 785 0 133 62
Q22022 29 1,539 580 90 1,950 479 5 2,471 569 0 90 204
Q32022 5 989 465 98 1,858 510 4 2,278 541 0 80 192
Q42022 16 1,042 403 98 1,834 319 4 2,341 513 0 74 97
Q12023 0 746 271 90 1,322 203 0 2,246 258 0 87 97
Q22023 0 665 223 90 1,344 140 0 2,136 179 0 56 122
Q32023 0 707 91 65 950 75 0 1,773 162 0 37 67
Q42023 25 598 91 65 901 50 0 1,747 163 0 38 69
Q12024 0 375 89 0 522 25 0 1,074 70 0 35 13
Q22024 0 303 72 0 549 25 0 1,085 70 0 15 10
Q32024 0 90 21 0 153 0 0 523 10 0 15 10
Q42024 0 97 21 0 162 0 0 520 10 0 15 10
Q12025 0 0 0 0 15 0 0 35 0 0 0 0
Q22025 0 0 0 0 15 0 0 34 0 0 0 0
Q32025 0 0 0 0 0 0 0 0 0 0 0 0
Q42025 0 0 0 0 0 0 0 0 0 0 0 0
Total 202 10,864 3,853 728 15,395 2,773 92 24,244 3,935 0 923 1,062

Options Open Interest As at COB Fri 22 Oct 2021

  NSW VIC QLD SA
Dec 2021 1,629 2,786 1,905 60
Mar 2022 802 1,430 875 85
Jun 2022 825 600 100 60
Sep 2022 300 230 0 0
Dec 2022 0 0 0 0
Mar 2023 0 0 0 0
Cal 2022 1,632 2,777 4,030 0
Fin 2023 1,692 2,310 3,815 0
Cal 2023 1,471 2,136 4,715 0
Fin 2024 1,930 2,620 2,965 0
Cal 2024 1,055 1,620 2,525 0
Fin 2025 0 0 0 0
Total 11,336 16,509 20,930 205

Historical Trade Volumes

YearTotal VolumeAverage Daily Volume
FY 2020-2021490,0671,929.40
FY 2019-2020336,7831,320.72
FY 2018-2019219,792872.19
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
Jan 202028,8141,372.10
Dec 201923,3801,169.00
Nov 201930,9151,472.14

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