Portfolio

Monitor positions, diversification, performance and climate-risk concentration.

Gross Notional

$41M

Across six positions

Premium

$4M

Committed and received

Unrealised P&L

-$51,500

Indicative mark-to-market

Weighted Yield

10.3%

Current indicative rate

Diversification

78/100

Cross-market risk score

Expected Loss

2.2%

Modelled annual exposure

Portfolio Performance

Indicative portfolio value compared with the Theori market benchmark.

Gross notional by risk category.

Gross notional across Australian regions.

Expected-loss and diversification trends across the portfolio.

Simulated portfolio holdings and indicative mark-to-market values.

Contract	Direction	Notional	Entry	Current	Premium	P&L	Status
Queensland Heatwave Protection THEORI-CLM-QLD-HW27	Protection Buyer	$5M	9.7%	10.4%	$485K	+$35,000	Active
NSW Wind Generation Floor THEORI-ENG-NSW-WF27	Capacity Provider	$8M	8.5%	8.7%	$680K	-$16,000	Active
Victorian Solar Output Protection THEORI-ENG-VIC-SO26	Capacity Provider	$6.5M	8.8%	9.2%	$572K	-$26,000	Maturing
South Australia Grid Outage Note THEORI-INF-SA-GO27	Protection Buyer	$4M	10.9%	11.6%	$436K	+$28,000	Pending
Murray–Darling Rainfall Deficit THEORI-WTR-MDB-RD27	Capacity Provider	$7.5M	7.6%	7.9%	$570K	-$22,500	Active
Western Australia Cyclone Disruption THEORI-CLM-WA-CY27	Capacity Provider	$10M	12.9%	13.4%	$1.3M	-$50,000	Active