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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
Historical Trade Volumes
Year | Total Volume | Average Daily Volume |
FY 2020-2021 | 312,160 | 1,847.10 |
FY 2019-2020 | 336,783 | 1,320.72 |
FY 2018-2019 | 219,792 | 872.19 |
Jan 2021 | 43,774 | 2,303.89 |
Dec 2020 | 31,383 | 1,494.43 |
Nov 2020 | 42,977 | 2,046.52 |
Oct 2020 | 37,273 | 1,694.23 |
Sep 2020 | 40,023 | 1,819.23 |
Aug 2020 | 29,034 | 1,382.57 |
Jul 2020 | 34,030 | 1,479.57 |
Jun 2020 | 31,331 | 1,491.95 |
May 2020 | 33,904 | 1,614.48 |
Apr 2020 | 25,884 | 1,294.20 |
Mar 2020 | 27,569 | 1,253.14 |
Feb 2020 | 34,142 | 1,707.10 |
Jan 2020 | 28,814 | 1,372.10 |
Dec 2019 | 23,380 | 1,169.00 |
Nov 2019 | 30,915 | 1,472.14 |
Oct 2019 | 23,384 | 1,016.70 |
Sep 2019 | 24,529 | 1,168.05 |
Aug 2019 | 28,542 | 1,297.36 |
Jul 2019 | 24,389 | 1,060.39 |
Jun 2019 | 20,563 | 1,082.26 |
May 2019 | 24,896 | 1,082.43 |
Apr 2019 | 12,260 | 645.26 |
Mar 2019 | 20,022 | 953.43 |