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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
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 |
Sep 2021 | 22,308 | 1,014.00 |
Aug 2021 | 29,866 | 1,357.55 |
Jul 2021 | 57,689 | 2,622.23 |
Jun 2021 | 46,862 | 2,231.52 |
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 |