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Australian Electricity Market Wrap
Mon 17 Oct 2022 - Fri 21 Oct 2022
Calendar Year Price as at Fri 21 Oct 2022
| NSW | VIC | QLD | SA | |
| 2023 | 258.77 | 176.67 | 267.38 | 209.88 |
| 2024 | 201.30 | 140.00 | 186.50 | 173.94 |
| 2025 | 182.93 | 125.11 | 142.50 | 167.15 |
| 2026 | 143.38 | 92.57 | 99.68 | 157.24 |
Base Quarters
| Contract | Week Close | Net Change | Traded Volume | Open Interest |
| NSW Base Q4 2022 | $197.00 | $5.00 | 40 | 1669 |
| VIC Base Q4 2022 | $133.00 | -$2.50 | 12 | 1829 |
| QLD Base Q4 2022 | $223.00 | $11.00 | 31 | 4537 |
| SA Base Q4 2022 | $155.00 | - | - | 99 |
| NSW Base Q1 2023 | $267.00 | $17.00 | 163 | 1623 |
| VIC Base Q1 2023 | $155.00 | $5.00 | 38 | 1734 |
| QLD Base Q1 2023 | $325.00 | $37.00 | 76 | 4626 |
| SA Base Q1 2023 | $209.00 | -$0.50 | - | 100 |
Cap Quarters
| Contract | Week Close | Net Change | Traded Volume | Open Interest |
| NSW Caps Q4 2022 | $26.00 | -$3.00 | 1 | 1366 |
| VIC Caps Q4 2022 | $15.00 | -$1.50 | 20 | 483 |
| QLD Caps Q4 2022 | $40.00 | $3.00 | 1 | 693 |
| SA Caps Q4 2022 | $40.66 | - | - | 108 |
| NSW Caps Q1 2023 | $54.00 | $5.75 | 15 | 1031 |
| VIC Caps Q1 2023 | $42.00 | $6.50 | 14 | 385 |
| QLD Caps Q1 2023 | $95.00 | $13.00 | 19 | 639 |
| SA Caps Q1 2023 | $66.50 | $1.00 | 2 | 167 |
Options Volatility
| Contract | Call | Put | |||
| Volatility | Open Interest | ATM($) | Volatility | Open Interest | |
| NSW Q4 2022 | 47.70% | 0 | $197.00 | 30.00% | 0 |
| VIC Q4 2022 | 27.74% | 0 | $133.00 | 30.00% | 0 |
| QLD Q4 2022 | 49.65% | 0 | $223.00 | 30.00% | 0 |
| SA Q4 2022 | 30.00% | 0 | $155.00 | 30.00% | 0 |
| NSW FY 2024 | 58.15% | 85 | $225.00 | 30.00% | 0 |
| VIC FY 2024 | 39.00% | 0 | $161.00 | 30.00% | 0 |
| QLD FY 2024 | 46.07% | 0 | $221.00 | 30.00% | 0 |
| SA FY 2024 | 30.00% | 0 | $190.00 | 30.00% | 0 |
| NSW CY 2024 | 0.00% | $0.00 | 0.00% | ||
| VIC CY 2024 | 0.00% | $0.00 | 0.00% | ||
| QLD CY 2024 | 0.00% | $0.00 | 0.00% | ||
| SA CY 2024 | 0.00% | $0.00 | 0.00% | ||
Futures and Caps Open Interest as at COB Fri 21 Oct 2022
| NSW | VIC | QLD | SA | |||||||||
| Peak | Base | Caps | Peak | Base | Caps | Peak | Base | Caps | Peak | Base | Caps | |
| Q22024 | 0 | 951 | 371 | 0 | 1,406 | 118 | 0 | 3,605 | 130 | 0 | 35 | 99 |
| Q32024 | 1 | 542 | 288 | 0 | 685 | 83 | 0 | 2,513 | 46 | 0 | 17 | 83 |
| Q42024 | 0 | 573 | 285 | 0 | 695 | 43 | 0 | 2,515 | 46 | 0 | 18 | 75 |
| Q12025 | 6 | 107 | 37 | 0 | 218 | 0 | 0 | 905 | 0 | 0 | 6 | 10 |
| Q22025 | 6 | 95 | 35 | 0 | 216 | 0 | 0 | 879 | 0 | 0 | 0 | 0 |
| Q32025 | 6 | 72 | 0 | 0 | 133 | 0 | 0 | 512 | 0 | 0 | 0 | 0 |
| Q42025 | 6 | 71 | 0 | 0 | 141 | 0 | 0 | 510 | 0 | 0 | 0 | 0 |
| Q12026 | 0 | 0 | 0 | 0 | 1 | 0 | 0 | 62 | 0 | 0 | 0 | 0 |
| Q22026 | 0 | 0 | 0 | 0 | 1 | 0 | 0 | 60 | 0 | 0 | 0 | 0 |
| Q32026 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
| Q42026 | 0 | 0 | 0 | 0 | 2 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
| Total | 25 | 2,411 | 1,016 | 0 | 3,498 | 244 | 0 | 11,561 | 222 | 0 | 76 | 267 |
Options Open Interest As at COB Fri 21 Oct 2022
Historical Trade Volumes
| Year | Total Volume | Average Daily Volume |
| FY 2021-2022 | 559,870 | 2,204.21 |
| FY 2020-2021 | 490,067 | 1,929.40 |
| FY 2019-2020 | 336,783 | 1,320.72 |
| Sep 2022 | 36,616 | 1,664.36 |
| Aug 2022 | 35,377 | 1,538.13 |
| Jul 2022 | 20,926 | 996.48 |
| Jun 2022 | 33,177 | 1,579.86 |
| May 2022 | 82,385 | 3,744.77 |
| Apr 2022 | 39,027 | 2,054.05 |
| Mar 2022 | 79,065 | 3,437.61 |
| Feb 2022 | 45,978 | 2,298.90 |
| Jan 2022 | 33,929 | 1,785.74 |
| Dec 2021 | 36,110 | 1,719.52 |
| Nov 2021 | 64,005 | 2,909.32 |
| Oct 2021 | 36,331 | 1,730.05 |
| 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 |