Indicative Yield
8.7%
Bid 8.2% · Ask 8.7%
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THEORI-ENG-NSW-WF27
Protection against aggregate wind generation falling below a predefined quarterly threshold.
Indicative Yield
8.7%
Bid 8.2% · Ask 8.7%
Implied Probability
13.6%
Historical frequency 11.9%
Total Notional
$28.5M
$8.4M available
Maturity
31 Mar 2027
1 January 2027 – 31 March 2027
Objective terms governing observation and settlement.
Trigger
Quarterly wind generation falls below the contracted threshold.
Geographic Scope
New South Wales
Observation Period
1 January 2027 – 31 March 2027
Data Source
Independent energy-market generation data
Illustrative yield and probability movements.
Cash settlement calculated according to the documented payout schedule.
AI Risk Brief
The current indicative premium is above the historical event frequency, reflecting recent forecast conditions, elevated energy-market sensitivity and constrained available capacity.