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Australian Electricity Market Wrap

Mon 23 Nov 2020 - Fri 27 Nov 2020

Calendar Year Price as at Fri 27 Nov 2020

NSW VIC QLD SA
2021 58.23 53.16 42.98 52.00
2022 56.92 45.88 42.80 47.00
2023 58.51 44.59 42.61 48.25
2024 57.36 45.12 42.38 61.24

Base Quarters

Contract Week Close Net Change Traded Volume Open Interest
NSW Base Q4 2020 $62.90 -$0.10 56 2828
VIC Base Q4 2020 $46.25 $0.25 55 1840
QLD Base Q4 2020 $43.90 $3.70 91 2410
SA Base Q4 2020 $40.00 $3.00 2 243
NSW Base Q1 2021 $75.76 -$1.89 94 2825
VIC Base Q1 2021 $81.30 -$3.20 111 1970
QLD Base Q1 2021 $58.50 $0.49 210 2568
SA Base Q1 2021 $75.25 - 2 225

Cap Quarters

Contract Week Close Net Change Traded Volume Open Interest
NSW Caps Q4 2020 $11.75 $0.31 29 879
VIC Caps Q4 2020 $2.50 -$0.11 40 585
QLD Caps Q4 2020 $4.25 $1.65 85 713
SA Caps Q4 2020 $5.00 -$0.25 20 278
NSW Caps Q1 2021 $21.00 -$0.50 79 1321
VIC Caps Q1 2021 $32.80 -$0.95 54 806
QLD Caps Q1 2021 $9.10 $0.40 214 985
SA Caps Q1 2021 $31.50 -$1.00 6 333

Options Volatility

Contract Call Put
Volatility Open Interest ATM($) Volatility Open Interest
NSW Q4 2020 47.24% 25 $63.00 30.00% 0
VIC Q4 2020 30.00% 0 $46.00 28.80% 0
QLD Q4 2020 30.00% 0 $44.00 30.00% 0
SA Q4 2020 30.00% 0 $40.00 30.00% 0
NSW FY 2022 23.50% 25 $57.00 30.00% 0
VIC FY 2022 14.74% 126 $48.00 17.44% 85
QLD FY 2022 19.14% 50 $43.00 30.00% 0
SA FY 2022 30.00% 0 $49.00 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 27 Nov 2020

  NSW VIC QLD SA
  Peak Base Caps Peak Base Caps Peak Base Caps Peak Base Caps
Dec 2020 - 6 - - 0 - - 0 - - 0 -
Jan 2021 - 0 - - 0 - - 0 - - 0 -
Feb 2021 - 0 - - 0 - - 0 - - 0 -
Mar 2021 - 0 - - 0 - - 0 - - 0 -
Q42020 145 2,828 879 126 1,840 585 151 2,410 713 0 243 278
Q12021 64 2,825 1,321 104 1,970 806 92 2,568 985 0 225 333
Q22021 27 2,413 463 79 1,741 237 35 2,166 357 0 232 35
Q32021 4 1,691 102 44 1,342 150 35 2,021 13 0 180 0
Q42021 42 1,661 0 40 1,531 0 60 2,092 0 0 189 0
Q12022 0 1,082 0 70 1,230 0 25 1,478 0 0 76 0
Q22022 15 1,012 0 70 1,257 0 0 1,205 0 0 51 0
Q32022 0 450 0 80 991 0 0 1,008 0 0 37 0
Q42022 0 454 0 80 1,008 0 0 1,011 0 0 9 0
Q12023 0 266 0 25 581 0 0 851 0 0 20 0
Q22023 0 245 0 25 541 0 0 836 0 0 0 0
Q32023 0 163 0 0 214 0 0 439 0 0 0 0
Q42023 0 156 0 0 214 0 0 439 0 0 0 0
Q12024 0 18 0 0 120 0 0 25 0 0 0 0
Q22024 0 12 0 0 120 0 0 20 0 0 0 0
Q32024 0 0 0 0 0 0 0 0 0 0 0 0
Q42024 0 0 0 0 0 0 0 0 0 0 0 0
Total 297 15,282 2,765 743 14,700 1,778 398 18,569 2,068 0 1,262 646

Options Open Interest As at COB Fri 27 Nov 2020

  NSW VIC QLD SA
Dec 2020 2,627 1,779 1,425 25
Mar 2021 1,080 1,566 955 90
Jun 2021 525 770 200 0
Sep 2021 100 200 0 0
Dec 2021 0 50 0 0
Mar 2022 25 25 0 25
Fin 2022 1,330 2,443 2,295 0
Cal 2022 751 1,871 2,622 0
Fin 2023 705 1,565 2,360 0
Cal 2023 851 1,006 1,910 0
Fin 2024 0 225 0 0
Cal 2024 0 0 0 0
Total 7,994 11,500 11,767 140

Historical Trade Volumes

YearTotal VolumeAverage Daily Volume
FY 2019-2020336,7831,320.72
FY 2018-2019219,792872.19
FY 2017-2018154,394612.67
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
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

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