Indicative Yield
8.3%
Bid 7.8% · Ask 8.3%
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THEORI-WTR-TAS-HI27
Protection against seasonal hydro catchment inflows falling below a predefined reference threshold.
Indicative Yield
8.3%
Bid 7.8% · Ask 8.3%
Implied Probability
14.7%
Historical frequency 12.6%
Total Notional
$31.5M
$10.2M available
Maturity
30 Sep 2027
1 October 2026 – 30 September 2027
Objective terms governing observation and settlement.
Trigger
Aggregate designated catchment inflows fall below the contracted seasonal threshold.
Geographic Scope
Tasmania
Observation Period
1 October 2026 – 30 September 2027
Data Source
Independent catchment, rainfall and hydro-system inflow data
Illustrative yield and probability movements.
Cash settlement based on the final verified inflow-index result.
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.