ASX Group Monthly Activity Report February 2013
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
Total contracts 8,358,046
ASX CLEARING CORPORATION
* 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.