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Australian Electricity Market Wrap
Mon 7 Jun 2021 - Fri 11 Jun 2021
Calendar Year Price as at Fri 11 Jun 2021
| NSW | VIC | QLD | SA | |
| 2022 | 57.36 | 42.64 | 51.56 | 45.50 |
| 2023 | 56.16 | 39.86 | 45.41 | 43.00 |
| 2024 | 57.97 | 39.40 | 44.21 | 42.90 |
Base Quarters
| Contract | Week Close | Net Change | Traded Volume | Open Interest |
| NSW Base Q2 2021 | $108.33 | -$0.27 | 212 | 2338 |
| VIC Base Q2 2021 | $64.50 | $1.75 | 85 | 1383 |
| QLD Base Q2 2021 | $132.00 | -$5.00 | 89 | 2469 |
| SA Base Q2 2021 | $63.50 | -$2.25 | 6 | 204 |
| NSW Base Q3 2021 | $58.25 | -$4.25 | 104 | 1824 |
| VIC Base Q3 2021 | $45.50 | -$1.25 | 111 | 1317 |
| QLD Base Q3 2021 | $58.00 | -$7.00 | 124 | 2743 |
| SA Base Q3 2021 | $47.75 | -$0.74 | 13 | 183 |
Cap Quarters
| Contract | Week Close | Net Change | Traded Volume | Open Interest |
| NSW Caps Q2 2021 | $40.50 | $3.00 | 260 | 723 |
| VIC Caps Q2 2021 | $11.00 | $2.33 | 139 | 579 |
| QLD Caps Q2 2021 | $58.00 | -$5.00 | 114 | 659 |
| SA Caps Q2 2021 | $9.00 | -$2.25 | - | 90 |
| NSW Caps Q3 2021 | $7.75 | -$0.50 | 81 | 812 |
| VIC Caps Q3 2021 | $3.63 | -$0.37 | 23 | 633 |
| QLD Caps Q3 2021 | $9.00 | -$2.75 | 92 | 603 |
| SA Caps Q3 2021 | $5.00 | - | 30 | 111 |
Options Volatility
| Contract | Call | Put | |||
| Volatility | Open Interest | ATM($) | Volatility | Open Interest | |
| NSW Q2 2021 | 59.41% | 50 | $108.00 | 2.00% | 0 |
| VIC Q2 2021 | 55.70% | 25 | $65.00 | 30.00% | 0 |
| QLD Q2 2021 | 2.00% | 0 | $132.00 | 2.00% | 0 |
| SA Q2 2021 | 30.00% | 0 | $64.00 | 30.00% | 0 |
| NSW FY 2022 | 0.00% | $0.00 | 0.00% | ||
| VIC FY 2022 | 0.00% | $0.00 | 0.00% | ||
| QLD FY 2022 | 0.00% | $0.00 | 0.00% | ||
| SA FY 2022 | 0.00% | $0.00 | 0.00% | ||
| NSW CY 2022 | 15.32% | 55 | $57.00 | 30.00% | 0 |
| VIC CY 2022 | 17.02% | 75 | $43.00 | 18.93% | 75 |
| QLD CY 2022 | 16.49% | 25 | $52.00 | 19.66% | 75 |
| SA CY 2022 | 30.00% | 0 | $46.00 | 30.00% | 0 |
Futures and Caps Open Interest as at COB Fri 11 Jun 2021
| NSW | VIC | QLD | SA | |||||||||
| Peak | Base | Caps | Peak | Base | Caps | Peak | Base | Caps | Peak | Base | Caps | |
| Q22024 | 0 | 237 | 20 | 0 | 334 | 0 | 0 | 747 | 0 | 0 | 5 | 0 |
| Q32024 | 0 | 54 | 20 | 0 | 86 | 0 | 0 | 362 | 0 | 0 | 5 | 0 |
| Q42024 | 0 | 58 | 20 | 0 | 83 | 0 | 0 | 361 | 0 | 0 | 5 | 0 |
| Q12025 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 6 | 0 | 0 | 0 | 0 |
| Q22025 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 6 | 0 | 0 | 0 | 0 |
| Total | 0 | 349 | 60 | 0 | 503 | 0 | 0 | 1,482 | 0 | 0 | 15 | 0 |
Options Open Interest As at COB Fri 11 Jun 2021
Historical Trade Volumes
| Year | Total Volume | Average Daily Volume |
| FY 2020-2021 | 490,067 | 1,929.40 |
| FY 2019-2020 | 336,783 | 1,320.72 |
| FY 2018-2019 | 219,792 | 872.19 |
| May 2021 | 60,644 | 2,887.81 |
| Apr 2021 | 32,892 | 1,644.60 |
| Mar 2021 | 37,509 | 1,630.83 |
| Feb 2021 | 53,666 | 2,683.30 |
| 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 |