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Australian Electricity Market Wrap

Mon 25 Apr 2022 - Fri 29 Apr 2022

Calendar Year Price as at Fri 29 Apr 2022

NSW VIC QLD SA
2023 128.96 76.59 121.00 85.00
2024 102.71 60.92 85.23 76.75
2025 104.03 60.50 74.75 59.92

Base Quarters

Contract Week Close Net Change Traded Volume Open Interest
NSW Base Q2 2022 $205.00 $28.25 9 1903
VIC Base Q2 2022 $176.50 $29.87 36 2077
QLD Base Q2 2022 $239.00 $52.50 64 3349
SA Base Q2 2022 $175.00 $21.00 - 119
NSW Base Q3 2022 $175.25 $15.00 18 1271
VIC Base Q3 2022 $145.00 $23.75 47 2116
QLD Base Q3 2022 $189.10 $23.10 50 3550
SA Base Q3 2022 $144.00 $23.50 3 97

Cap Quarters

Contract Week Close Net Change Traded Volume Open Interest
NSW Caps Q2 2022 $18.00 $4.00 11 1311
VIC Caps Q2 2022 $10.25 $0.25 19 719
QLD Caps Q2 2022 $47.50 $25.00 40 506
SA Caps Q2 2022 $18.00 - - 226
NSW Caps Q3 2022 $15.48 $1.13 68 1076
VIC Caps Q3 2022 $9.00 -$0.20 8 581
QLD Caps Q3 2022 $28.50 $8.50 22 585
SA Caps Q3 2022 $12.75 - - 197

Options Volatility

Contract Call Put
Volatility Open Interest ATM($) Volatility Open Interest
NSW Q2 2022 53.06% 0 $205.00 30.00% 0
VIC Q2 2022 2.00% 0 $177.00 2.00% 0
QLD Q2 2022 49.65% 0 $239.00 30.00% 0
SA Q2 2022 2.00% 0 $175.00 2.00% 0
NSW FY 2023 2.00% 0 $148.00 2.00% 0
VIC FY 2023 30.00% 0 $101.00 30.00% 0
QLD FY 2023 21.49% 0 $154.00 30.00% 0
SA FY 2023 30.00% 0 $105.00 30.00% 0
NSW CY 2023 30.00% 0 $129.00 30.00% 0
VIC CY 2023 30.00% 0 $77.00 30.00% 0
QLD CY 2023 22.43% 0 $121.00 49.58% 50
SA CY 2023 30.00% 0 $85.00 30.00% 0

Futures and Caps Open Interest as at COB Fri 29 Apr 2022

  NSW VIC QLD SA
  Peak Base Caps Peak Base Caps Peak Base Caps Peak Base Caps
Q22024 0 624 247 0 874 38 0 2,243 103 0 16 75
Q32024 1 267 203 0 369 13 0 1,398 40 0 16 75
Q42024 0 326 203 0 355 13 0 1,388 40 0 15 75
Q12025 0 17 0 0 134 0 0 417 0 0 0 0
Q22025 0 8 0 0 132 0 0 430 0 0 0 0
Q32025 0 7 0 0 102 0 0 169 0 0 0 0
Q42025 0 7 0 0 102 0 0 170 0 0 0 0
Q12026 0 0 0 0 0 0 0 2 0 0 0 0
Q22026 0 0 0 0 0 0 0 0 0 0 0 0
Total 1 1,256 653 0 2,068 64 0 6,217 183 0 47 225

Options Open Interest As at COB Fri 29 Apr 2022

  NSW VIC QLD SA
Fin 2025 0 400 645 0
Cal 2025 0 500 665 0
Total 0 900 1,310 0

Historical Trade Volumes

YearTotal VolumeAverage Daily Volume
FY 2021-2022559,8702,204.21
FY 2020-2021490,0671,929.40
FY 2019-2020336,7831,320.72
Mar 202279,0653,437.61
Feb 202245,9782,298.90
Jan 202233,9291,785.74
Dec 202136,1101,719.52
Nov 202164,0052,909.32
Oct 202136,3311,730.05
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

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