Published On: Sun, May 5th, 2013

ASX April 2013 Statistics

Elmer Funke Kupper, CEO ASX Group

Elmer Funke Kupper, CEO ASX Group

The value of ASX-listed stocks, as measured by the All Ordinaries Index, rose 3.8% in April 2013. This performance was stronger than all other major markets except Japan which was up 11.8%. Hong Kong was up 2.0%, Singapore up 1.8%, the US up 1.8%, Germany up 1.5% and the UK up 0.3%.

Volatility measures for the Australian equity market were in line with long-term averages during April:
* Current volatility (as measured by the average daily movement in the All Ordinaries Index) was 0.7% in April, consistent with the previous month.
* Expected future volatility (as measured by the S&P/ASX 200 VIX) fell in April to an average of 14.0 (compared to 15.2 in March).

Trading – Cash markets (including equities, interest rates and warrants trades)
* In April 2013 the average daily number of trades was 30% higher than the pcp. The average daily value traded was 6% higher than the pcp.

Cash market volume – Total trades 16,107,120
Cash market value – Open trading ($billion) 54.165
Auctions trading ($billion) – 11.954
Centre Point ($billion) – 3.538
Trade reporting* ($billion) – 17.167
Total value ($billion) – 86.824
Average value per trade – ($) 5,390

Trading – Financial derivatives markets
* In April 2013 average daily derivatives traded on ASX decreased 11% on the pcp with single stock options volumes down and index option volumes up.
* In April 2013 average daily futures and options on futures volume on ASX 24 increased 20% on the pcp with both futures and options volumes higher.

Total derivatives volume
Total contracts 11,264,900
Total futures and options on futures volume
Total contracts 8,962,642

Clearing
* Participant margin balances held on balance sheet averaged $3.8 billion in April 2013 ($2.3 billion pcp) with a month-end balance of $4.0 billion in April 2013 compared to $2.4 billion in April 2012.

ASX SETTLEMENT CORPORATION
* The value of securities held in CHESS was 20% higher than the pcp and the number of dominant settlement messages was 10% higher than the pcp.
* The value of securities held in Austraclear was 6% higher than the pcp.

About the Author

-

IRP Journal

IRP Journal

Sponsor

OPINION POLL

Poll results are published in our Weekly Newsletter -->
subscribe
All Rights Reserved WIld Wild Web Limited