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Australian Electricity Market Wrap
Mon 5 Dec 2022 - Fri 9 Dec 2022
Calendar Year Price as at Fri 9 Dec 2022
| NSW | VIC | QLD | SA | |
| 2023 | 162.50 | 109.71 | 164.13 | 198.55 |
| 2024 | 136.00 | 78.76 | 112.01 | 174.02 |
| 2025 | 131.16 | 74.88 | 102.00 | 177.00 |
| 2026 | 151.25 | 80.00 | 96.75 | 173.00 |
Base Quarters
| Contract | Week Close | Net Change | Traded Volume | Open Interest |
| NSW Base Q4 2022 | $126.00 | -$9.00 | 11 | 1757 |
| VIC Base Q4 2022 | $74.00 | -$4.00 | 2 | 1811 |
| QLD Base Q4 2022 | $136.00 | -$22.00 | 51 | 4659 |
| SA Base Q4 2022 | $100.00 | -$24.50 | - | 100 |
| NSW Base Q1 2023 | $169.55 | -$35.18 | 207 | 1973 |
| VIC Base Q1 2023 | $100.00 | -$17.50 | 52 | 2016 |
| QLD Base Q1 2023 | $207.00 | -$53.00 | 140 | 5609 |
| SA Base Q1 2023 | $168.00 | -$11.00 | 2 | 114 |
Cap Quarters
| Contract | Week Close | Net Change | Traded Volume | Open Interest |
| NSW Caps Q4 2022 | $5.75 | -$3.25 | 2 | 1411 |
| VIC Caps Q4 2022 | $1.25 | -$0.50 | - | 509 |
| QLD Caps Q4 2022 | $10.00 | -$6.00 | 19 | 710 |
| SA Caps Q4 2022 | $33.50 | -$1.00 | - | 108 |
| NSW Caps Q1 2023 | $38.00 | -$12.00 | 119 | 1129 |
| VIC Caps Q1 2023 | $27.50 | -$6.25 | 30 | 520 |
| QLD Caps Q1 2023 | $64.00 | -$27.15 | 31 | 738 |
| SA Caps Q1 2023 | $86.71 | -$0.11 | - | 172 |
Options Volatility
| Contract | Call | Put | |||
| Volatility | Open Interest | ATM($) | Volatility | Open Interest | |
| NSW Q4 2022 | 47.70% | 0 | $126.00 | 30.00% | 0 |
| VIC Q4 2022 | 27.74% | 0 | $74.00 | 30.00% | 0 |
| QLD Q4 2022 | 30.00% | 0 | $136.00 | 30.00% | 0 |
| SA Q4 2022 | 30.00% | 0 | $100.00 | 30.00% | 0 |
| NSW FY 2024 | 19.75% | 0 | $146.00 | 30.00% | 0 |
| VIC FY 2024 | 32.73% | 0 | $91.00 | 30.00% | 0 |
| QLD FY 2024 | 20.20% | 0 | $132.00 | 30.00% | 0 |
| SA FY 2024 | 30.00% | 0 | $194.00 | 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 9 Dec 2022
| NSW | VIC | QLD | SA | |||||||||
| Peak | Base | Caps | Peak | Base | Caps | Peak | Base | Caps | Peak | Base | Caps | |
| Q22024 | 0 | 1,026 | 398 | 0 | 1,367 | 117 | 0 | 3,813 | 126 | 0 | 38 | 93 |
| Q32024 | 1 | 476 | 292 | 0 | 741 | 83 | 0 | 2,554 | 86 | 0 | 17 | 79 |
| Q42024 | 0 | 536 | 290 | 0 | 805 | 42 | 0 | 2,599 | 89 | 0 | 16 | 75 |
| Q12025 | 6 | 103 | 50 | 0 | 249 | 0 | 0 | 1,064 | 60 | 0 | 6 | 12 |
| Q22025 | 6 | 97 | 40 | 0 | 236 | 0 | 0 | 1,037 | 43 | 0 | 0 | 0 |
| Q32025 | 6 | 79 | 0 | 0 | 140 | 1 | 0 | 630 | 0 | 0 | 0 | 0 |
| Q42025 | 6 | 88 | 0 | 0 | 181 | 2 | 0 | 625 | 0 | 0 | 0 | 0 |
| Q12026 | 0 | 12 | 0 | 0 | 1 | 1 | 0 | 64 | 0 | 0 | 0 | 0 |
| Q22026 | 0 | 5 | 0 | 0 | 1 | 1 | 0 | 62 | 0 | 0 | 0 | 0 |
| Q32026 | 0 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
| Q42026 | 0 | 1 | 0 | 0 | 2 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
| Total | 25 | 2,424 | 1,070 | 0 | 3,723 | 247 | 0 | 12,448 | 404 | 0 | 77 | 259 |
Options Open Interest As at COB Fri 9 Dec 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 |
| Nov 2022 | 72,798 | 3,309.00 |
| Oct 2022 | 35,296 | 1,680.76 |
| 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 |