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Australian Electricity Market Wrap
Mon 6 Mar 2023 - Fri 10 Mar 2023
Calendar Year Price as at Fri 10 Mar 2023
| NSW | VIC | QLD | SA | |
| 2024 | 109.00 | 74.22 | 90.14 | 103.80 |
| 2025 | 106.62 | 64.77 | 83.45 | 109.57 |
| 2026 | 112.35 | 62.54 | 82.70 | 140.10 |
Base Quarters
| Contract | Week Close | Net Change | Traded Volume | Open Interest |
| NSW Base Q1 2023 | $95.50 | $1.50 | 17 | 2025 |
| VIC Base Q1 2023 | $52.50 | -$2.50 | 3 | 2019 |
| QLD Base Q1 2023 | $94.75 | -$0.50 | 2 | 5681 |
| SA Base Q1 2023 | $72.00 | -$3.00 | - | 114 |
| NSW Base Q2 2023 | $135.50 | $3.00 | 28 | 1991 |
| VIC Base Q2 2023 | $104.00 | -$2.00 | 35 | 2172 |
| QLD Base Q2 2023 | $121.50 | $7.50 | 68 | 5229 |
| SA Base Q2 2023 | $123.00 | -$10.00 | 3 | 94 |
Cap Quarters
| Contract | Week Close | Net Change | Traded Volume | Open Interest |
| NSW Caps Q1 2023 | $3.50 | $0.50 | 9 | 1073 |
| VIC Caps Q1 2023 | $2.50 | -$0.50 | - | 572 |
| QLD Caps Q1 2023 | $7.00 | -$0.50 | - | 744 |
| SA Caps Q1 2023 | $25.00 | - | - | 172 |
| NSW Caps Q2 2023 | $20.75 | -$1.25 | 17 | 835 |
| VIC Caps Q2 2023 | $10.00 | -$1.60 | 9 | 464 |
| QLD Caps Q2 2023 | $17.00 | $2.00 | 22 | 484 |
| SA Caps Q2 2023 | $19.00 | -$3.00 | 8 | 181 |
Options Volatility
| Contract | Call | Put | |||
| Volatility | Open Interest | ATM($) | Volatility | Open Interest | |
| NSW Q1 2023 | 30.00% | 0 | $96.00 | 30.00% | 0 |
| VIC Q1 2023 | 27.74% | 0 | $53.00 | 30.00% | 0 |
| QLD Q1 2023 | 30.00% | 0 | $95.00 | 30.00% | 0 |
| SA Q1 2023 | 30.00% | 0 | $72.00 | 30.00% | 0 |
| NSW FY 2024 | 30.00% | 0 | $118.00 | 30.00% | 0 |
| VIC FY 2024 | 30.00% | 0 | $82.00 | 30.00% | 0 |
| QLD FY 2024 | 20.20% | 0 | $101.00 | 30.00% | 0 |
| SA FY 2024 | 30.00% | 0 | $110.00 | 30.00% | 0 |
| NSW CY 2024 | 16.63% | 0 | $109.00 | 30.00% | 0 |
| VIC CY 2024 | 30.00% | 0 | $74.00 | 30.00% | 0 |
| QLD CY 2024 | 40.35% | 125 | $90.00 | 45.39% | 125 |
| SA CY 2024 | 30.00% | 0 | $104.00 | 30.00% | 0 |
Futures and Caps Open Interest as at COB Fri 10 Mar 2023
| NSW | VIC | QLD | SA | |||||||||
| Peak | Base | Caps | Peak | Base | Caps | Peak | Base | Caps | Peak | Base | Caps | |
| Q22024 | 0 | 1,093 | 565 | 0 | 1,625 | 173 | 0 | 4,008 | 276 | 0 | 38 | 93 |
| Q32024 | 1 | 652 | 388 | 0 | 962 | 162 | 0 | 2,724 | 212 | 0 | 17 | 81 |
| Q42024 | 0 | 619 | 370 | 0 | 985 | 86 | 0 | 2,730 | 218 | 0 | 16 | 75 |
| Q12025 | 6 | 246 | 176 | 0 | 538 | 0 | 0 | 1,210 | 343 | 0 | 16 | 16 |
| Q22025 | 6 | 257 | 157 | 0 | 542 | 0 | 0 | 1,159 | 259 | 0 | 0 | 0 |
| Q32025 | 6 | 177 | 0 | 0 | 309 | 1 | 0 | 737 | 139 | 0 | 0 | 0 |
| Q42025 | 6 | 192 | 0 | 0 | 365 | 2 | 0 | 732 | 140 | 0 | 0 | 0 |
| Q12026 | 0 | 81 | 15 | 0 | 74 | 1 | 0 | 110 | 68 | 0 | 2 | 2 |
| Q22026 | 0 | 34 | 1 | 0 | 74 | 1 | 0 | 101 | 69 | 0 | 0 | 0 |
| Q32026 | 0 | 1 | 0 | 0 | 0 | 0 | 0 | 14 | 1 | 0 | 0 | 0 |
| Q42026 | 0 | 1 | 0 | 0 | 2 | 0 | 0 | 14 | 0 | 0 | 0 | 0 |
| Total | 25 | 3,353 | 1,672 | 0 | 5,476 | 426 | 0 | 13,539 | 1,725 | 0 | 89 | 267 |
Options Open Interest As at COB Fri 10 Mar 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 |
| Feb 2023 | 34,672 | 1,733.60 |
| 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 |