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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
Q12024 0 1,148 450 0 1,253 101 0 3,534 377 0 76 98
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 3,559 1,466 0 4,751 345 0 15,095 599 0 152 365

Options Open Interest As at COB Fri 21 Oct 2022

  NSW VIC QLD SA
Mar 2024 0 0 0 0
Fin 2025 430 645 1,615 0
Cal 2025 460 720 1,480 0
Fin 2026 0 0 150 0
Total 890 1,365 3,245 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
Sep 202236,6161,664.36
Aug 202235,3771,538.13
Jul 202220,926996.48
Jun 202233,1771,579.86
May 202282,3853,744.77
Apr 202239,0272,054.05
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

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