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Australian Electricity Market Wrap

Mon 26 Jul 2021 - Fri 30 Jul 2021

Calendar Year Price as at Fri 30 Jul 2021

NSW VIC QLD SA
2022 65.00 52.90 57.25 56.09
2023 63.65 48.54 50.20 52.57
2024 62.50 47.02 48.98 51.30

Base Quarters

Contract Week Close Net Change Traded Volume Open Interest
NSW Base Q3 2021 $86.90 -$2.60 55 1830
VIC Base Q3 2021 $68.75 -$3.25 69 1410
QLD Base Q3 2021 $91.50 -$1.50 44 2922
SA Base Q3 2021 $66.94 -$4.63 1 184
NSW Base Q4 2021 $66.50 -$1.00 58 1855
VIC Base Q4 2021 $47.75 $0.75 67 1604
QLD Base Q4 2021 $65.81 -$0.44 35 2896
SA Base Q4 2021 $49.75 $0.15 1 213

Cap Quarters

Contract Week Close Net Change Traded Volume Open Interest
NSW Caps Q3 2021 $8.75 -$2.00 47 1074
VIC Caps Q3 2021 $2.75 -$0.05 16 743
QLD Caps Q3 2021 $16.75 -$1.76 24 557
SA Caps Q3 2021 $5.75 - 1 113
NSW Caps Q4 2021 $8.60 -$0.70 26 668
VIC Caps Q4 2021 $5.50 -$0.50 46 394
QLD Caps Q4 2021 $13.75 $0.30 58 410
SA Caps Q4 2021 $9.25 - - 63

Options Volatility

Contract Call Put
Volatility Open Interest ATM($) Volatility Open Interest
NSW Q3 2021 2.00% 0 $87.00 2.00% 0
VIC Q3 2021 63.41% 0 $69.00 30.00% 0
QLD Q3 2021 2.00% 0 $92.00 2.00% 0
SA Q3 2021 30.00% 0 $67.00 30.00% 0
NSW FY 2023 21.04% 80 $64.00 30.00% 0
VIC FY 2023 30.00% 0 $49.00 30.00% 0
QLD FY 2023 19.94% 50 $53.00 30.00% 0
SA FY 2023 30.00% 0 $54.00 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 30 Jul 2021

  NSW VIC QLD SA
  Peak Base Caps Peak Base Caps Peak Base Caps Peak Base Caps
Aug 2021 - 0 - - 0 - - 0 - - 0 -
Sep 2021 - 20 - - 0 - - 0 - - 0 -
Oct 2021 - 0 - - 0 - - 0 - - 0 -
Nov 2021 - 0 - - 0 - - 0 - - 0 -
Dec 2021 - 0 - - 0 - - 0 - - 0 -
Q32021 8 1,830 1,074 31 1,410 743 25 2,922 557 0 184 113
Q42021 42 1,855 668 40 1,604 394 50 2,896 410 0 213 63
Q12022 60 1,463 466 90 1,844 496 25 2,761 577 0 117 49
Q22022 21 1,563 400 85 1,743 359 1 2,416 429 0 84 174
Q32022 0 845 185 95 1,624 318 0 1,987 356 0 75 192
Q42022 0 873 172 95 1,681 292 0 2,104 348 0 68 97
Q12023 0 672 205 25 1,090 89 0 1,793 130 0 65 62
Q22023 0 618 148 25 1,087 55 0 1,726 140 0 29 87
Q32023 0 606 40 0 777 20 0 1,490 131 0 12 32
Q42023 0 568 40 0 753 20 0 1,488 132 0 10 34
Q12024 0 334 77 0 394 0 0 1,023 45 0 29 2
Q22024 0 287 60 0 430 0 0 1,015 45 0 5 0
Q32024 0 59 20 0 112 0 0 432 10 0 5 0
Q42024 0 63 20 0 115 0 0 435 10 0 5 0
Q12025 0 0 0 0 0 0 0 22 0 0 0 0
Q22025 0 0 0 0 0 0 0 22 0 0 0 0
Total 131 11,656 3,575 486 14,664 2,786 101 24,532 3,320 0 901 905

Options Open Interest As at COB Fri 30 Jul 2021

  NSW VIC QLD SA
Sep 2021 1,555 2,708 720 70
Dec 2021 911 2,400 915 60
Mar 2022 727 1,150 900 85
Jun 2022 0 50 0 60
Sep 2022 0 0 0 0
Dec 2022 0 0 0 0
Cal 2022 1,607 2,643 3,737 0
Fin 2023 1,560 2,285 3,410 0
Cal 2023 1,451 2,051 3,817 0
Fin 2024 1,840 2,520 2,590 0
Cal 2024 700 1,405 1,900 0
Fin 2025 0 0 0 0
Total 10,351 17,212 17,989 275

Historical Trade Volumes

YearTotal VolumeAverage Daily Volume
FY 2020-2021490,0671,929.40
FY 2019-2020336,7831,320.72
FY 2018-2019219,792872.19
Jul 202146,8622,231.52
May 202160,6442,887.81
May 202132,8921,644.60
Mar 202137,5091,630.83
Mar 202153,6662,683.30
Jan 202143,7742,303.89
Dec 202031,3831,494.43
Dec 202042,9772,046.52
Oct 202037,2731,694.23
Oct 202040,0231,819.23
Aug 202029,0341,382.57
Jul 202034,0301,479.57
Jul 202031,3311,491.95
May 202033,9041,614.48
May 202025,8841,294.20
Mar 202027,5691,253.14
Mar 202034,1421,707.10
Jan 202028,8141,372.10
Dec 201923,3801,169.00
Dec 201930,9151,472.14
Oct 201923,3841,016.70
Oct 201924,5291,168.05
Aug 201928,5421,297.36

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