Sign up for weekly Market Wrap emails

Australian Electricity Market Wrap

Mon 7 Oct 2024 - Fri 11 Oct 2024

Calendar Year Price as at Fri 11 Oct 2024

NSW VIC QLD SA
2025 113.32 70.00 101.03 103.50
2026 116.46 68.90 98.64 103.00
2027 117.50 66.23 92.80 101.04
2028 119.34 74.46 92.01 96.83

Base Quarters

Contract Week Close Net Change Traded Volume Open Interest
NSW Base Q4 2024 $96.00 -$1.25 79 1692
VIC Base Q4 2024 $33.25 -$4.25 68 1657
QLD Base Q4 2024 $94.50 $0.50 116 4363
SA Base Q4 2024 $61.50 -$5.75 6 136
NSW Base Q1 2025 $111.50 -$2.27 62 1509
VIC Base Q1 2025 $64.00 -$5.00 79 1543
QLD Base Q1 2025 $126.44 -$4.56 72 2306
SA Base Q1 2025 $111.99 -$0.01 - 98

Cap Quarters

Contract Week Close Net Change Traded Volume Open Interest
NSW Caps Q4 2024 $28.25 $0.50 28 853
VIC Caps Q4 2024 $6.25 - 87 750
QLD Caps Q4 2024 $18.50 -$3.50 155 771
SA Caps Q4 2024 $22.00 -$1.00 6 210
NSW Caps Q1 2025 $38.75 -$1.25 10 743
VIC Caps Q1 2025 $27.50 -$1.50 50 763
QLD Caps Q1 2025 $44.50 -$0.75 8 734
SA Caps Q1 2025 $53.50 $0.50 4 174

Options Volatility

Contract Call Put
Volatility Open Interest ATM($) Volatility Open Interest
NSW Q4 2024 47.70% 0 $96.00 30.00% 0
VIC Q4 2024 27.74% 0 $33.00 30.00% 0
QLD Q4 2024 59.67% 100 $95.00 59.23% 75
SA Q4 2024 30.00% 0 $62.00 30.00% 0
NSW FY 2026 29.97% 25 $115.00 30.34% 100
VIC FY 2026 32.99% 0 $69.00 15.02% 0
QLD FY 2026 13.52% 0 $99.00 13.59% 0
SA FY 2026 30.00% 0 $103.00 30.00% 0
NSW CY 2026 0.00% $0.00 0.00%
VIC CY 2026 0.00% $0.00 0.00%
QLD CY 2026 0.00% $0.00 0.00%
SA CY 2026 0.00% $0.00 0.00%

Futures and Caps Open Interest as at COB Fri 11 Oct 2024

  NSW VIC QLD SA
  Peak Base Caps Peak Base Caps Peak Base Caps Peak Base Caps
Oct 2024 - 0 - - 0 - - 0 - - 0 -
Nov 2024 - 0 - - 0 - - 0 - - 0 -
Dec 2024 - 0 - - 0 - - 0 - - 0 -
Jan 2025 - 0 - - 0 - - 0 - - 0 -
Feb 2025 - 0 - - 0 - - 0 - - 0 -
Mar 2025 - 0 - - 0 - - 0 - - 0 -
Q42024 6 1,692 853 1 1,657 750 0 4,363 771 0 136 210
Q12025 6 1,509 743 0 1,543 763 0 2,306 734 0 98 174
Q22025 6 1,440 503 2 1,509 586 0 1,980 536 0 57 90
Q32025 6 1,089 345 1 1,147 496 0 1,744 456 0 32 76
Q42025 6 1,028 366 0 1,130 462 0 1,592 441 0 26 72
Q12026 2 996 400 0 897 315 0 1,035 392 0 17 75
Q22026 2 965 377 0 879 333 0 1,035 363 0 13 67
Q32026 2 653 325 0 493 280 0 687 219 0 10 55
Q42026 2 652 296 0 511 260 0 709 216 0 19 55
Q12027 0 229 29 0 363 9 0 519 108 0 15 30
Q22027 0 200 29 0 323 3 0 468 101 0 5 20
Q32027 0 67 10 0 185 8 0 217 101 0 0 10
Q42027 0 54 10 0 186 0 0 219 101 0 0 10
Q12028 0 2 0 0 2 0 0 33 24 0 0 0
Q22028 0 2 0 0 2 0 0 33 24 0 0 0
Q32028 0 0 0 0 0 0 0 0 0 0 0 0
Q42028 0 0 0 0 0 0 0 0 0 0 0 0
Total 38 10,578 4,286 4 10,827 4,265 0 16,940 4,587 0 428 944

Options Open Interest As at COB Fri 11 Oct 2024

  NSW VIC QLD SA
Dec 2024 1,981 1,464 1,588 4
Mar 2025 2,042 1,490 1,521 0
Jun 2025 900 1,175 175 0
Sep 2025 50 730 0 0
Dec 2025 0 100 0 0
Mar 2026 0 0 0 0
Cal 2025 2,469 2,080 4,240 0
Fin 2026 2,008 2,818 2,892 0
Cal 2026 2,001 2,190 2,924 0
Fin 2027 175 610 1,284 0
Cal 2027 135 590 782 0
Fin 2028 0 0 225 0
Total 11,761 13,247 15,631 4

Historical Trade Volumes

YearTotal VolumeAverage Daily Volume
FY 2023-2024519,9172,063.16
FY 2022-2023483,9611,912.89
FY 2021-2022559,8702,204.21
Sep 202422,6701,079.52
Aug 202430,1801,371.82
Jul 202431,9441,388.87
Jun 202428,0931,478.58
May 202480,7083,509.04
Apr 202431,0351,551.75
Mar 202429,7181,485.90
Feb 202448,0122,286.29
Jan 202442,1462,006.95
Dec 202332,5491,713.11
Nov 202382,9883,772.18
Oct 202345,2112,055.05
Sep 202322,8371,087.48
Aug 202338,0681,655.13
Jul 202338,5521,835.81
Jun 202332,9451,568.81
May 202378,5383,414.70
Apr 202327,1151,595.00
Mar 202337,1031,613.17
Feb 202334,6721,733.60
Jan 202342,2692,113.45
Dec 202230,3061,515.30
Nov 202272,7983,309.00

Disclaimer - Terms of Use - Privacy Statement