Published On: Wed, Mar 7th, 2012

ASX Group Monthly Activity Report February 2012

The value of ASX-listed stocks, as measured by the All Ordinaries Index, rose 1.4% in February 2012. This performance was slightly below rises in other major markets, including Japan up 10.5%, Hong Kong up 6.3%, Germany up 6.1%, the US up 4.1%, the UK up 3.3% and Singapore up 3.0%.

Volatility measures for the Australian equity market fell in line with long-term averages during February:
• Current volatility (as measured by the average daily movement in the All Ordinaries Index) was 0.6% in February, slightly down on the previous month (0.7%).
• Expected future volatility (as measured by the S&P/ASX 200 VIX) fell on average in February to 19.1 (compared to 20.3 in January).

Listings and capital raisings
• In February 2012 total capital raised including scrip-for-scrip totalled $1.2 billion, down 72% on the $4.3 billion in the previous corresponding period (pcp).

Trading – Cash markets (including equities, interest rates and warrants trades)
• In February 2012 the number of trades was 19% higher than the pcp, while the total value of trading was 7% lower than the pcp.

Total trades 13,292,614
Average daily trades 632,982
Average daily value ($billion) 4.799
Average value per trade ($) 7,581

Trading – Financial derivatives markets
• In February 2012 total derivatives traded on ASX increased 7% on the pcp, with the growth due to a rise in index options volume. Single stock options volume was 13% lower than pcp.
• Total futures and options on futures volume on ASX 24 increased 22% on the pcp.
Total contracts 13,056,484
Average daily contracts 621,737

• Participant cash margin balances held on-balance sheet averaged $2.4 billion in February 2012 ($2.3 billion pcp).

• The value of securities held in CHESS was 7% lower than the pcp and the number of dominant settlement messages was 8% lower than the pcp.

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