Energy Focus Calendar 2010 Review
Wed 19 Jan 2011
THE YEAR IN REVIEW: Liquidity Statistics, Price Action in 2011, Futures Market Drivers, Implied Volatility Chart and End of Year Straddle Prices.
Liquidity in the d-cyphaTrade ASX Electricity Futures and Options market continued to grow substantially over the Calendar 2010 period, increasing 53% over the previous Calendar year. Traded volume equated to 490 million MWh or the equivalent of 252% of the underlying NEM system demand with a face value of over $18.16 billion dollars.
As stated in the Australian Financial Markets Report FY09/2010 the overall volume in exchange traded and OTC turnover increased 22% to approximately 620 million MWh. The exchange traded volume represented 64.4% whereas OTC volume equated to 35.6% of electricity derivative volume.
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