Published On: Mon, May 5th, 2014

ASX Group Monthly Activity Report April 2014

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 1.3% in April 2014. This performance was below rises in other major markets, including the UK up 2.8% and Singapore up 2.4%, and stronger than the US up 0.6%, Germany up 0.5%, Hong Kong down 0.1% and Japan down 3.5%.

Volatility measures for the Australian equity market remained below long-term averages during April:

  • Volatility (as measured by the average daily movement in the All Ordinaries Index) was 0.5% 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 11.8 (compared to 13.2 in March).

AUSTRALIAN SECURITIES EXCHANGE

Listings and capital raisings
In April 2014, total capital raised, including scrip-for-scrip, totalled $6.8 billion, up 218% on the previous corresponding period (pcp).

Trading – Cash markets (including equities, interest rates and warrants trades)

  • In April 2014, the average daily number of trades was 14% lower than the pcp. The average daily value traded onmarket of $3.2 billion was 8% lower than the pcp.


Trading – Financial derivatives markets

  • In April 2014, the average daily number of derivatives traded on ASX decreased 21% on the pcp with both single stock and index options lower.
  • In April 2014, average daily futures and options on futures volume on ASX 24 decreased 15% on the pcp, with both futures and options volumes lower.

ASX CLEARING CORPORATION

Clearing

  • Participant margin balances held on balance sheet averaged $3.3 billion in April 2014 ($3.8 billion pcp), with a month-end balance of $3.7 billion in April 2014 compared to $4.0 billion in April 2013.

ASX SETTLEMENT CORPORATION

  • The value of securities held in CHESS was 5% higher than the pcp and the number of dominant settlement
    messages was 9% lower than the pcp.
  • The value of securities held in Austraclear was 10% higher than the pcp.

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