Published On: Sat, Mar 9th, 2013

ASX Group Monthly Activity Report February 2013

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 4.5% in February 2013. This performance
was stronger than other major markets, including Japan up 3.8%, the UK up 1.3%, the US up 1.1%, Singapore down
0.4%, Germany down 0.4% and Hong Kong down 3.0%.

Volatility measures for the Australian equity market rose in February and approximated long-term averages:
* Current volatility (as measured by the average daily movement in the All Ordinaries Index) was 0.7% in February, up
on the previous month (0.4%).
* Expected future volatility (as measured by the S&P/ASX 200 VIX) rose in February to an average of 14.5 (compared
to 11.7 in January).

AUSTRALIAN SECURITIES EXCHANGE
Listings and capital raisings
* In February 2013 total capital raised including scrip-for-scrip totalled $1.2 billion, up 2% on the previous
corresponding period (pcp).

Trading – Cash markets (including equities, interest rates and warrants trades)
* In February 2013 the average daily number of trades was 18% higher than the pcp. The average daily value traded
was 1% higher than the pcp.
Cash market volume
Total trades 14,955,342
Cash market value
Total value ($billion) 96.659

Trading – Financial derivatives markets
* In February 2013 average daily derivatives traded on ASX increased 21% on the pcp with both single stock options
and index option volumes higher.
* In February 2013 average daily futures and options on futures volume on ASX 24 increased 13% on the pcp with
both futures and option volumes higher.

Equity options volume
Total contracts 13,949,836
Index futures and options volume
Total contracts 1,074,715
Futures volume
Total contracts 8,358,046

ASX CLEARING CORPORATION
Clearing
* Participant margin balances held on balance sheet averaged $3.9 billion in February 2013 ($2.4 billion pcp) with a
month-end balance of $3.9 billion in February 2013 compared to $2.3 billion in February 2012.

ASX SETTLEMENT CORPORATION
* The value of securities held in CHESS was 21% higher than the pcp and the number of dominant settlement
messages was 2% higher than the pcp.
* The value of securities held in Austraclear was 5% higher than the pcp.

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