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Australian Electricity Market Wrap

Mon 11 Oct 2021 - Fri 15 Oct 2021

Calendar Year Price as at Fri 15 Oct 2021

NSW VIC QLD SA
2022 64.16 46.49 60.98 53.09
2023 64.98 44.77 53.83 51.00
2024 63.86 45.20 50.75 53.80
2025 64.63 45.79 48.37 50.00

Base Quarters

Contract Week Close Net Change Traded Volume Open Interest
NSW Base Q4 2021 $57.61 -$0.39 116 2152
VIC Base Q4 2021 $34.15 -$0.36 38 1816
QLD Base Q4 2021 $71.50 -$1.00 59 3141
SA Base Q4 2021 $35.00 - 1 248
NSW Base Q1 2022 $70.49 -$1.26 49 1674
VIC Base Q1 2022 $54.25 -$0.99 47 2014
QLD Base Q1 2022 $76.40 -$3.55 215 2839
SA Base Q1 2022 $65.50 $1.27 2 133

Cap Quarters

Contract Week Close Net Change Traded Volume Open Interest
NSW Caps Q4 2021 $7.35 -$1.40 43 805
VIC Caps Q4 2021 $4.80 -$0.20 60 476
QLD Caps Q4 2021 $21.75 -$3.00 55 634
SA Caps Q4 2021 $11.50 $1.25 18 109
NSW Caps Q1 2022 $19.87 $0.87 83 708
VIC Caps Q1 2022 $18.75 -$0.75 69 468
QLD Caps Q1 2022 $24.50 -$1.63 77 781
SA Caps Q1 2022 $27.92 -$1.47 2 70

Options Volatility

Contract Call Put
Volatility Open Interest ATM($) Volatility Open Interest
NSW Q4 2021 30.00% 0 $58.00 30.00% 0
VIC Q4 2021 27.74% 0 $34.00 30.00% 0
QLD Q4 2021 67.18% 50 $72.00 30.00% 0
SA Q4 2021 30.00% 0 $35.00 30.00% 0
NSW FY 2023 19.07% 90 $65.00 30.00% 0
VIC FY 2023 22.44% 105 $45.00 16.70% 100
QLD FY 2023 17.89% 50 $57.00 30.00% 0
SA FY 2023 30.00% 0 $52.00 30.00% 0
NSW CY 2023 0.00% $0.00 0.00%
VIC CY 2023 0.00% $0.00 0.00%
QLD CY 2023 0.00% $0.00 0.00%
SA CY 2023 0.00% $0.00 0.00%

Futures and Caps Open Interest as at COB Fri 15 Oct 2021

  NSW VIC QLD SA
  Peak Base Caps Peak Base Caps Peak Base Caps Peak Base Caps
Q22024 0 313 72 0 518 25 0 1,102 70 0 10 5
Q32024 0 90 21 0 124 0 0 505 10 0 10 5
Q42024 0 97 21 0 127 0 0 507 10 0 10 5
Q12025 0 0 0 0 0 0 0 35 0 0 0 0
Q22025 0 0 0 0 0 0 0 34 0 0 0 0
Q32025 0 0 0 0 0 0 0 0 0 0 0 0
Q42025 0 0 0 0 0 0 0 0 0 0 0 0
Total 0 500 114 0 769 25 0 2,183 90 0 30 15

Options Open Interest As at COB Fri 15 Oct 2021

  NSW VIC QLD SA
Fin 2025 0 0 0 0
Total 0 0 0 0

Historical Trade Volumes

YearTotal VolumeAverage Daily Volume
FY 2020-2021490,0671,929.40
FY 2019-2020336,7831,320.72
FY 2018-2019219,792872.19
Sep 202122,3081,014.00
Aug 202129,8661,357.55
Jul 202157,6892,622.23
Jun 202146,8622,231.52
May 202160,6442,887.81
Apr 202132,8921,644.60
Mar 202137,5091,630.83
Feb 202153,6662,683.30
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

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