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).


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.



  • 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.


  • 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.

About the Author


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