Indicative Yield
12.1%
Bid 11.5% · Ask 12.1%
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THEORI-ENG-QLD-PC27
Parametric protection against sustained extreme wholesale electricity prices.
Indicative Yield
12.1%
Bid 11.5% · Ask 12.1%
Implied Probability
21.3%
Historical frequency 18.5%
Total Notional
$64M
$6.8M available
Maturity
31 Jan 2027
1 January 2027 – 31 January 2027
Objective terms governing observation and settlement.
Trigger
Average peak spot price exceeds A$500/MWh during January 2027.
Geographic Scope
Queensland
Observation Period
1 January 2027 – 31 January 2027
Data Source
Published electricity-market settlement data
Illustrative yield and probability movements.
Automatic settlement after final market-price data is published.
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.