Spot Pricing$/MWh — 5-min dispatch
NEM Spot Summary
NEM Network MapLive Pricing & Interconnector Flows
Demand vs ForecastMW
Interconnector FlowsMW
| Interconnector | From | To | Flow (MW) | Limit (MW) | % Capacity |
|---|
Predispatch Outlook$/MWh
| Region | Now | +30m | +1h | +2h | +3h | +4h |
|---|---|---|---|---|---|---|
| NSW | — | — | — | — | — | — |
| QLD | — | — | — | — | — | — |
| VIC | — | — | — | — | — | — |
| SA | — | — | — | — | — | — |
| TAS | — | — | — | — | — | — |
Generation MixMW by fuel type
Fuel & Carbon IndicesDelayed / End-of-Day
Wind & Solar Outlook Indicative BOM weather proxy vs 5-min SCADA (not an AEMO official forecast)
Demand & Supply ContextReserve Margins
Generator TripsLast 24h0
Rebid alertsLast 24h0
Planned Outages Material outages — next 7 days 0
PASA Availability Changes Last 14 days 0
Market Notices AEMO NEMWEB · last 72h 0
MARKET SNAPSHOT
LINKED TRADE STRUCTURES 0
TRADE LOG — Futures (0) | Options (0)
| Time | Contract | Type | Price | Tick | vs Settle | Vol |
|---|---|---|---|---|---|---|
| Awaiting data… | ||||||
| Time | Contract | Put/Call | Strike | Premium | Underlying | IV | Vol |
|---|---|---|---|---|---|---|---|
| Awaiting data… | |||||||
Trade HistorySearch ASX prints, tape charts, and traded vol
EOD Forward Curve
Volume & Open Interest Source: ASX | --
Implied Volatility Surface QLD
Historical Comparison
Vol Surface
Surface Analytics Smile Metrics & Fit Quality
Volatility Skew IV vs Strike by Tenor
Term Structure ATM IV vs Expiry
Snapshots & Export
Key Movers This Week
Calendar Year Strip Trends
| Region | Contract | Price | WoW | MoM | 3M | 52w High | 52w Low |
|---|
Inter-Regional Strip Spreads
| Pair | Contract | Spread | Percentile | 52w High | 52w Low | 52w Avg |
|---|
Volatility Dashboard
| Region | Contract | Call IV | Put IV | Skew | WoW Chg | Percentile | 20w MA |
|---|
Vol Term Structure
Open Interest Analysis
Top Contracts by OI
| Region | Contract | OI | WoW Chg | WoW % | Flag |
|---|
Put/Call OI Ratio
Volume Analysis
Most Active Contracts
| Contract | Region | Type | Price | Change | Volume | OI |
|---|
Strike Diversification Advisor
Suggested Trades
Portfolio Breakdown
Intraday price shape Average NEM spot by half-hour; use Period for history or Today (vs 30d avg) for live vs baseline
Generation Mix by Shape Average fuel tech output (MW)
Region × Block Heatmap 5×5 matrix — click a cell to open Swap Pricer for that swap
Cross-Region Arbitrage Largest regional price gaps for the same block
Inter-Block Spreads Block spreads within each region vs 30d / 90d history
Premium Evolution Daily block premium vs baseload (90d) — select region and block
Day-of-week patternsAverage price by weekday and block
Seasonal block premiumsMonthly / quarterly premia vs baseload
Generation vs priceRenewable output and correlation with block prices
Shape Swap Pricer Fair value from historical spot; strike for weekly settlement and optional volume
Risk analytics — all blocks (region)
Backtest Historical weekly settlements vs strike — buyer P&L path and distribution
Cap Analysis Control Deck Select region and tenor, then inspect decomposition and confidence
Cap Value Decomposition Forward cap allocation by bucket with day-on-day context
Market context Peer snapshot for the same tenor (latest run) and how allocation drifts over your selected window
% of cap value by bucket. Cell shading = distance from column average. Click a row to switch region.
Daily moves reflect both spot behaviour and changes to the lookback window, winsorisation, and fallback rules. Marker colours follow confidence on that run (HIGH / MEDIUM / LOW).
Base Swap Decomposition Tenor grid + table view for implied average bucket prices
Methodology How the decomposition is calculated
Shape swaps vs cap buckets: The Swap Pricer and Market Shape tabs use five intraday blocks (e.g. Morning / Middle / Evening peaks). This Cap Analysis uses three buckets (Overnight, Mid-Day, Super Peak) matched to the $300/MWh cap regime and allocation of cap value — a different cut of the same underlying dispatch data.
Cap Value Allocation: Historical spot prices above $300/MWh are classified into three time buckets. The percentage of total cap payouts in each bucket determines how the forward cap settlement price is allocated. Payouts are winsorised at the 95th percentile to prevent single extreme events from dominating.
Base Swap Decomposition: The historical average spot price ratio between buckets is used to decompose the base forward into implied per-bucket prices, constrained to hour-weight back to the base settlement.
Confidence: Each decomposition carries a confidence score based on the number of cap events, data coverage, and whether the lookback is seasonally matched. LOW confidence results are flagged prominently.
Macro Commentary