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Australian Electricity Market Wrap
Mon 30 Jan 2023 - Fri 3 Feb 2023
Calendar Year Price as at Fri 3 Feb 2023
| NSW | VIC | QLD | SA | |
| 2024 | 119.22 | 71.14 | 96.20 | 113.54 |
| 2025 | 125.09 | 63.56 | 91.90 | 109.85 |
| 2026 | 124.28 | 64.50 | 87.92 | 140.46 |
Base Quarters
| Contract | Week Close | Net Change | Traded Volume | Open Interest |
| NSW Base Q1 2023 | $111.00 | -$5.00 | 31 | 1977 |
| VIC Base Q1 2023 | $56.00 | -$1.00 | 12 | 2008 |
| QLD Base Q1 2023 | $128.01 | -$4.99 | 45 | 5713 |
| SA Base Q1 2023 | $89.00 | -$11.00 | - | 115 |
| NSW Base Q2 2023 | $151.00 | -$9.00 | 42 | 1884 |
| VIC Base Q2 2023 | $120.00 | -$6.00 | 81 | 2078 |
| QLD Base Q2 2023 | $128.00 | -$7.00 | 31 | 5158 |
| SA Base Q2 2023 | $131.00 | - | - | 96 |
Cap Quarters
| Contract | Week Close | Net Change | Traded Volume | Open Interest |
| NSW Caps Q1 2023 | $11.00 | -$3.00 | 24 | 1054 |
| VIC Caps Q1 2023 | $6.00 | -$2.25 | - | 567 |
| QLD Caps Q1 2023 | $28.00 | $0.75 | 23 | 739 |
| SA Caps Q1 2023 | $28.00 | - | - | 172 |
| NSW Caps Q2 2023 | $29.00 | -$2.50 | 34 | 924 |
| VIC Caps Q2 2023 | $15.00 | -$4.39 | 7 | 414 |
| QLD Caps Q2 2023 | $23.00 | -$0.50 | 6 | 447 |
| SA Caps Q2 2023 | $22.00 | - | - | 189 |
Options Volatility
| Contract | Call | Put | |||
| Volatility | Open Interest | ATM($) | Volatility | Open Interest | |
| NSW Q1 2023 | 30.00% | 0 | $111.00 | 30.00% | 0 |
| VIC Q1 2023 | 27.74% | 0 | $56.00 | 30.00% | 0 |
| QLD Q1 2023 | 30.00% | 0 | $128.00 | 30.00% | 0 |
| SA Q1 2023 | 30.00% | 0 | $89.00 | 30.00% | 0 |
| NSW FY 2024 | 30.00% | 0 | $124.00 | 30.00% | 0 |
| VIC FY 2024 | 30.00% | 0 | $83.00 | 30.00% | 0 |
| QLD FY 2024 | 20.20% | 0 | $106.00 | 30.00% | 0 |
| SA FY 2024 | 30.00% | 0 | $115.00 | 30.00% | 0 |
| NSW CY 2024 | 16.63% | 0 | $119.00 | 30.00% | 0 |
| VIC CY 2024 | 30.00% | 0 | $71.00 | 30.00% | 0 |
| QLD CY 2024 | 30.00% | 0 | $96.00 | 30.00% | 0 |
| SA CY 2024 | 30.00% | 0 | $114.00 | 30.00% | 0 |
Futures and Caps Open Interest as at COB Fri 3 Feb 2023
| NSW | VIC | QLD | SA | |||||||||
| Peak | Base | Caps | Peak | Base | Caps | Peak | Base | Caps | Peak | Base | Caps | |
| Q22024 | 0 | 1,003 | 488 | 0 | 1,492 | 163 | 0 | 3,872 | 221 | 0 | 38 | 95 |
| Q32024 | 1 | 535 | 306 | 0 | 965 | 144 | 0 | 2,620 | 150 | 0 | 17 | 81 |
| Q42024 | 0 | 615 | 285 | 0 | 1,043 | 85 | 0 | 2,612 | 161 | 0 | 16 | 75 |
| Q12025 | 6 | 225 | 55 | 0 | 545 | 0 | 0 | 1,168 | 242 | 0 | 14 | 16 |
| Q22025 | 6 | 212 | 40 | 0 | 511 | 0 | 0 | 1,120 | 170 | 0 | 0 | 0 |
| Q32025 | 6 | 160 | 0 | 0 | 230 | 1 | 0 | 693 | 68 | 0 | 0 | 0 |
| Q42025 | 6 | 173 | 0 | 0 | 282 | 2 | 0 | 687 | 68 | 0 | 0 | 0 |
| Q12026 | 0 | 54 | 0 | 0 | 1 | 1 | 0 | 69 | 0 | 0 | 0 | 2 |
| Q22026 | 0 | 9 | 0 | 0 | 1 | 1 | 0 | 64 | 1 | 0 | 0 | 0 |
| Q32026 | 0 | 1 | 0 | 0 | 0 | 0 | 0 | 2 | 1 | 0 | 0 | 0 |
| Q42026 | 0 | 1 | 0 | 0 | 2 | 0 | 0 | 2 | 0 | 0 | 0 | 0 |
| Total | 25 | 2,988 | 1,174 | 0 | 5,072 | 397 | 0 | 12,909 | 1,082 | 0 | 85 | 269 |
Options Open Interest As at COB Fri 3 Feb 2023
Historical Trade Volumes
| Year | Total Volume | Average Daily Volume |
| FY 2022-2023 | 483,961 | 1,912.89 |
| FY 2021-2022 | 559,870 | 2,204.21 |
| FY 2020-2021 | 490,067 | 1,929.40 |
| Jan 2023 | 42,269 | 2,113.45 |
| Dec 2022 | 30,306 | 1,515.30 |
| 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 |