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Australian Electricity Market Wrap

Mon 2 Dec 2019 - Mon 2 Dec 2019

Calendar Year Price as at Mon 2 Dec 2019

NSW VIC QLD SA
2020 80.03 94.00 67.80 85.25
2021 71.41 77.48 59.31 72.88
2022 70.50 66.21 59.39 67.18
2023 72.16 69.76 62.22 83.04

Base Quarters

Contract Week Close Net Change Traded Volume Open Interest
NSW Base Q4 2019 $78.00 - 4 1342
VIC Base Q4 2019 $77.00 - 1 1454
QLD Base Q4 2019 $67.00 - 19 1467
SA Base Q4 2019 $61.00 - - 230
NSW Base Q1 2020 $93.30 - 7 1418
VIC Base Q1 2020 $137.74 - 34 1530
QLD Base Q1 2020 $84.00 - 7 2112
SA Base Q1 2020 $127.60 - - 257

Cap Quarters

Contract Week Close Net Change Traded Volume Open Interest
NSW Caps Q4 2019 $0.80 - 4 1172
VIC Caps Q4 2019 $1.00 - 3 641
QLD Caps Q4 2019 $1.75 - 26 756
SA Caps Q4 2019 $2.50 - - 132
NSW Caps Q1 2020 $14.00 - - 1129
VIC Caps Q1 2020 $47.25 - - 691
QLD Caps Q1 2020 $10.00 - - 1027
SA Caps Q1 2020 $45.00 - - 320

Options Volatility

Contract Call Put
Volatility Open Interest ATM($) Volatility Open Interest
NSW Q4 2019 30.00% 0 $78.00 30.00% 0
VIC Q4 2019 30.00% 0 $77.00 30.00% 0
QLD Q4 2019 30.00% 0 $67.00 28.28% 25
SA Q4 2019 30.00% 0 $61.00 30.00% 0
NSW FY 2021 18.02% 35 $77.00 17.59% 50
VIC FY 2021 17.09% 50 $85.00 30.00% 0
QLD FY 2021 16.52% 50 $64.00 15.31% 50
SA FY 2021 30.00% 0 $79.00 30.00% 0
NSW CY 2021 0.00% $0.00 0.00%
VIC CY 2021 0.00% $0.00 0.00%
QLD CY 2021 0.00% $0.00 0.00%
SA CY 2021 0.00% $0.00 0.00%

Futures and Caps Open Interest as at COB Mon 2 Dec 2019

Historical Trade Volumes

  NSW VIC QLD SA
  Peak Base Caps Peak Base Caps Peak Base Caps Peak Base Caps
YearTotal VolumeAverage Daily Volume
FY 2018-2019219,792872.19
FY 2017-2018154,394612.67
FY 2016-2017181,638717.94
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
Jul 201816,190735.91
Jun 201821,9061,095.30
May 201816,292708.35
Apr 201811,632612.21
Mar 201813,112624.38
Feb 201811,181559.05
Jan 201812,593599.67

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