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Australian Electricity Market Wrap

Mon 22 Feb 2021 - Fri 26 Feb 2021

Calendar Year Price as at Fri 26 Feb 2021

NSW VIC QLD SA
2022 47.26 35.58 38.26 34.19
2023 48.51 35.50 37.41 35.25
2024 52.19 34.35 36.52 39.74

Base Quarters

Contract Week Close Net Change Traded Volume Open Interest
NSW Base Q1 2021 $38.65 -$0.35 58 3147
VIC Base Q1 2021 $25.28 -$0.22 5 1851
QLD Base Q1 2021 $42.50 $1.75 17 2853
SA Base Q1 2021 $30.25 -$0.75 - 234
NSW Base Q2 2021 $42.50 $1.00 48 2546
VIC Base Q2 2021 $31.98 $0.98 22 1650
QLD Base Q2 2021 $33.25 - 11 2289
SA Base Q2 2021 $30.50 - - 222

Cap Quarters

Contract Week Close Net Change Traded Volume Open Interest
NSW Caps Q1 2021 $2.00 -$0.65 59 1596
VIC Caps Q1 2021 $1.25 -$0.75 10 1001
QLD Caps Q1 2021 $4.00 $0.10 4 1200
SA Caps Q1 2021 $5.00 -$1.00 - 324
NSW Caps Q2 2021 $2.85 - - 515
VIC Caps Q2 2021 $1.50 - 5 363
QLD Caps Q2 2021 $1.55 $0.05 13 485
SA Caps Q2 2021 $2.00 - - 40

Options Volatility

Contract Call Put
Volatility Open Interest ATM($) Volatility Open Interest
NSW Q1 2021 30.00% 0 $39.00 30.00% 0
VIC Q1 2021 27.74% 0 $25.00 74.20% 0
QLD Q1 2021 30.00% 0 $43.00 30.00% 0
SA Q1 2021 30.00% 0 $30.00 30.00% 0
NSW FY 2022 30.00% 0 $48.00 30.00% 0
VIC FY 2022 17.78% 125 $36.00 30.00% 0
QLD FY 2022 17.70% 135 $40.00 17.60% 195
SA FY 2022 30.00% 0 $35.00 30.00% 0
NSW CY 2022 30.00% 0 $47.00 30.00% 0
VIC CY 2022 14.68% 245 $36.00 13.49% 25
QLD CY 2022 30.00% 0 $38.00 14.96% 150
SA CY 2022 30.00% 0 $34.00 30.00% 0

Futures and Caps Open Interest as at COB Fri 26 Feb 2021

  NSW VIC QLD SA
  Peak Base Caps Peak Base Caps Peak Base Caps Peak Base Caps
Mar 2021 - 0 - - 0 - - 15 - - 0 -
Apr 2021 - 0 - - 0 - - 15 - - 0 -
May 2021 - 0 - - 0 - - 20 - - 0 -
Jun 2021 - 0 - - 0 - - 0 - - 0 -
Q12021 69 3,147 1,596 103 1,851 1,001 93 2,853 1,200 0 234 324
Q22021 27 2,546 515 77 1,650 363 35 2,289 485 0 222 40
Q32021 4 1,892 253 30 1,349 358 25 2,377 212 0 174 18
Q42021 42 1,753 0 40 1,662 0 50 2,205 0 0 199 0
Q12022 25 1,196 0 85 1,291 0 25 1,894 0 0 90 0
Q22022 15 1,081 0 85 1,272 0 0 1,541 0 0 56 0
Q32022 0 526 0 95 1,026 0 0 1,209 0 0 45 0
Q42022 0 565 0 95 1,044 0 0 1,340 0 0 24 0
Q12023 0 370 0 25 654 0 0 1,227 0 0 20 0
Q22023 0 362 0 25 616 0 0 1,089 0 0 0 0
Q32023 0 304 0 0 294 0 0 945 0 0 0 0
Q42023 0 271 0 0 306 0 0 939 0 0 0 0
Q12024 0 103 0 0 122 0 0 648 0 0 0 0
Q22024 0 83 0 0 123 0 0 659 0 0 0 0
Q32024 0 10 0 0 0 0 0 323 0 0 0 0
Q42024 0 10 0 0 0 0 0 323 0 0 0 0
Total 182 14,219 2,364 660 13,260 1,722 228 21,911 1,897 0 1,064 382

Options Open Interest As at COB Fri 26 Feb 2021

  NSW VIC QLD SA
Mar 2021 1,227 2,608 1,450 90
Jun 2021 845 1,015 350 0
Sep 2021 210 945 0 0
Dec 2021 150 925 175 0
Mar 2022 25 275 0 25
Jun 2022 0 0 0 0
Fin 2022 1,400 3,178 2,425 0
Cal 2022 851 2,647 3,167 0
Fin 2023 930 1,855 2,460 0
Cal 2023 1,176 1,711 2,960 0
Fin 2024 875 225 1,375 0
Cal 2024 125 0 1,225 0
Total 7,814 15,384 15,587 115

Historical Trade Volumes

YearTotal VolumeAverage Daily Volume
FY 2020-2021312,1601,847.10
FY 2019-2020336,7831,320.72
FY 2018-2019219,792872.19
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
May 201924,8961,082.43
Apr 201912,260645.26
Mar 201920,022953.43

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