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Australian Electricity Market Wrap

Mon 3 May 2021 - Fri 7 May 2021

Calendar Year Price as at Fri 7 May 2021

NSW VIC QLD SA
2022 52.70 40.59 44.05 40.28
2023 54.75 39.53 42.90 36.50
2024 56.98 39.32 43.00 38.98

Base Quarters

Contract Week Close Net Change Traded Volume Open Interest
NSW Base Q2 2021 $56.00 $1.88 63 2354
VIC Base Q2 2021 $48.00 $2.80 48 1531
QLD Base Q2 2021 $50.50 $1.00 34 2329
SA Base Q2 2021 $47.00 - - 211
NSW Base Q3 2021 $50.60 $0.10 185 1857
VIC Base Q3 2021 $43.25 $1.00 364 1388
QLD Base Q3 2021 $43.00 $0.65 94 2509
SA Base Q3 2021 $39.30 $1.30 - 163

Cap Quarters

Contract Week Close Net Change Traded Volume Open Interest
NSW Caps Q2 2021 $3.25 - 8 606
VIC Caps Q2 2021 $0.90 -$0.15 3 447
QLD Caps Q2 2021 $5.00 - 1 750
SA Caps Q2 2021 $2.25 -$1.25 - 91
NSW Caps Q3 2021 $3.90 $0.05 - 547
VIC Caps Q3 2021 $3.00 - 124 616
QLD Caps Q3 2021 $3.61 $0.11 21 425
SA Caps Q3 2021 $3.60 - 3 99

Options Volatility

Contract Call Put
Volatility Open Interest ATM($) Volatility Open Interest
NSW Q2 2021 30.00% 0 $56.00 30.00% 0
VIC Q2 2021 33.94% 50 $48.00 30.00% 0
QLD Q2 2021 30.00% 0 $51.00 30.00% 0
SA Q2 2021 30.00% 0 $47.00 30.00% 0
NSW FY 2022 19.26% 10 $53.00 19.08% 25
VIC FY 2022 21.41% 125 $43.00 16.56% 75
QLD FY 2022 19.82% 110 $46.00 30.00% 0
SA FY 2022 30.00% 0 $41.00 30.00% 0
NSW CY 2022 18.65% 6 $53.00 30.00% 0
VIC CY 2022 30.00% 0 $41.00 30.00% 0
QLD CY 2022 17.50% 175 $44.00 23.50% 75
SA CY 2022 30.00% 0 $40.00 30.00% 0

Futures and Caps Open Interest as at COB Fri 7 May 2021

  NSW VIC QLD SA
  Peak Base Caps Peak Base Caps Peak Base Caps Peak Base Caps
May 2021 - 0 - - 4 - - 20 - - 1 -
Jun 2021 - 0 - - 0 - - 30 - - 1 -
Jul 2021 - 0 - - 0 - - 0 - - 0 -
Aug 2021 - 0 - - 0 - - 0 - - 0 -
Sep 2021 - 0 - - 0 - - 0 - - 0 -
Q22021 27 2,354 606 78 1,531 447 35 2,329 750 0 211 91
Q32021 4 1,857 547 31 1,388 616 25 2,509 425 0 163 99
Q42021 42 1,746 177 40 1,545 327 50 2,400 97 0 189 1
Q12022 60 1,306 202 85 1,630 246 25 2,065 192 0 99 5
Q22022 15 1,233 167 85 1,655 160 0 1,773 116 0 62 86
Q32022 0 598 25 95 1,249 125 0 1,269 97 0 54 85
Q42022 0 627 28 95 1,165 121 0 1,492 95 0 32 0
Q12023 0 440 30 25 615 5 0 1,361 0 0 32 1
Q22023 0 409 11 25 579 0 0 1,290 10 0 0 0
Q32023 0 400 0 0 462 0 0 1,127 1 0 0 0
Q42023 0 355 0 0 463 0 0 1,119 2 0 0 0
Q12024 0 191 27 0 285 0 0 708 0 0 18 2
Q22024 0 155 20 0 282 0 0 719 0 0 0 0
Q32024 0 64 20 0 71 0 0 353 0 0 0 0
Q42024 0 64 20 0 68 0 0 352 0 0 0 0
Q12025 0 0 0 0 0 0 0 5 0 0 0 0
Q22025 0 0 0 0 0 0 0 5 0 0 0 0
Total 148 11,799 1,880 559 12,992 2,047 135 20,926 1,785 0 862 370

Options Open Interest As at COB Fri 7 May 2021

  NSW VIC QLD SA
Jun 2021 895 1,072 365 0
Sep 2021 760 1,613 300 60
Dec 2021 366 1,303 450 60
Mar 2022 425 1,125 375 85
Jun 2022 0 0 0 60
Sep 2022 0 0 0 0
Fin 2022 1,575 3,398 2,167 0
Cal 2022 856 2,625 3,152 0
Fin 2023 930 1,775 2,460 0
Cal 2023 1,226 1,836 3,390 0
Fin 2024 875 1,920 1,475 0
Cal 2024 400 730 1,425 0
Total 8,308 17,397 15,559 265

Historical Trade Volumes

YearTotal VolumeAverage Daily Volume
FY 2020-2021392,5091,808.80
FY 2019-2020336,7831,320.72
FY 2018-2019219,792872.19
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
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

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