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Australian Electricity Market Wrap

Mon 29 Jun 2020 - Fri 3 Jul 2020

Calendar Year Price as at Fri 3 Jul 2020

NSW VIC QLD SA
2021 56.24 57.64 40.95 57.89
2022 53.52 48.08 40.50 48.53
2023 55.80 48.15 41.52 49.79

Base Quarters

Contract Week Close Net Change Traded Volume Open Interest
NSW Base Q3 2020 $47.55 $0.20 34 2345
VIC Base Q3 2020 $48.50 $2.00 52 1717
QLD Base Q3 2020 $33.65 $1.67 64 2078
SA Base Q3 2020 $47.93 $1.85 16 197
NSW Base Q4 2020 $47.65 -$0.05 33 2431
VIC Base Q4 2020 $48.08 $1.33 15 1673
QLD Base Q4 2020 $37.00 $0.50 52 2102
SA Base Q4 2020 $47.50 $0.92 1 221

Cap Quarters

Contract Week Close Net Change Traded Volume Open Interest
NSW Caps Q3 2020 $2.26 -$0.24 7 500
VIC Caps Q3 2020 $1.50 - - 463
QLD Caps Q3 2020 $1.65 $0.45 51 564
SA Caps Q3 2020 $2.60 - 5 140
NSW Caps Q4 2020 $6.50 $0.60 10 621
VIC Caps Q4 2020 $5.95 $0.95 17 584
QLD Caps Q4 2020 $2.75 $0.65 20 488
SA Caps Q4 2020 $6.75 - 3 240

Options Volatility

Contract Call Put
Volatility Open Interest ATM($) Volatility Open Interest
NSW Q3 2020 30.00% 0 $48.00 48.52% 25
VIC Q3 2020 30.00% 0 $49.00 30.00% 0
QLD Q3 2020 30.00% 0 $34.00 42.78% 25
SA Q3 2020 30.00% 0 $48.00 30.00% 0
NSW FY 2022 30.00% 0 $55.00 20.78% 25
VIC FY 2022 18.71% 50 $50.00 14.46% 25
QLD FY 2022 30.00% 0 $41.00 17.32% 20
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 3 Jul 2020

  NSW VIC QLD SA
  Peak Base Caps Peak Base Caps Peak Base Caps Peak Base Caps
Jul 2020 - 5 - - 0 - - 0 - - 0 -
Aug 2020 - 5 - - 0 - - 0 - - 0 -
Sep 2020 - 0 - - 0 - - 5 - - 0 -
Oct 2020 - 0 - - 0 - - 0 - - 0 -
Nov 2020 - 0 - - 0 - - 0 - - 0 -
Dec 2020 - 0 - - 0 - - 0 - - 0 -
Q32020 110 2,345 500 168 1,717 463 152 2,078 564 0 197 140
Q42020 113 2,431 621 126 1,673 584 152 2,102 488 0 221 240
Q12021 47 2,394 976 89 1,520 539 55 1,758 534 0 198 271
Q22021 22 2,035 411 70 1,389 145 35 1,642 223 0 207 27
Q32021 4 1,227 0 30 1,254 0 35 1,328 0 0 152 0
Q42021 42 1,184 0 30 1,214 0 60 1,361 0 0 147 0
Q12022 0 794 0 70 909 0 25 1,077 0 0 42 0
Q22022 15 740 0 70 885 0 0 963 0 0 24 0
Q32022 0 242 0 80 516 0 0 522 0 0 13 0
Q42022 0 246 0 80 531 0 0 483 0 0 2 0
Q12023 0 112 0 25 180 0 0 268 0 0 12 0
Q22023 0 86 0 25 138 0 0 245 0 0 0 0
Q32023 0 49 0 0 35 0 0 90 0 0 0 0
Q42023 0 49 0 0 35 0 0 90 0 0 0 0
Q12024 0 0 0 0 5 0 0 0 0 0 0 0
Q22024 0 0 0 0 5 0 0 0 0 0 0 0
Total 353 13,944 2,508 863 12,006 1,731 514 14,012 1,809 0 1,215 678

Options Open Interest As at COB Fri 3 Jul 2020

  NSW VIC QLD SA
Sep 2020 1,427 1,147 915 25
Dec 2020 1,015 1,490 700 25
Mar 2021 300 430 230 30
Jun 2021 200 150 200 0
Sep 2021 0 0 0 0
Dec 2021 0 0 0 0
Cal 2021 2,417 3,052 2,775 0
Fin 2022 950 1,567 1,145 0
Cal 2022 365 1,535 1,277 0
Fin 2023 75 165 575 0
Cal 2023 100 105 260 0
Fin 2024 0 0 0 0
Total 6,849 9,641 8,077 80

Historical Trade Volumes

YearTotal VolumeAverage Daily Volume
FY 2019-2020336,7831,320.72
FY 2018-2019219,792872.19
FY 2017-2018154,394612.67
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
Nov 201828,3761,289.82
Oct 201821,811948.30
Sep 201811,561578.05
Aug 201819,368842.09

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