Published On: Wed, Mar 5th, 2014

ASX Group Monthly Activity Report February

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 4.0% in February 2014. This performance was comparable to major markets, including the UK up 4.6%, the US up 4.3%, Germany up 4.1%, and stronger than Hong Kong up 3.6%, Singapore up 2.8% and Japan down 0.5%.

Volatility measures for the Australian equity market fell below long-term averages during February:

  • Volatility (as measured by the average daily movement in the All Ordinaries Index) was 0.5% in February, consistent with the previous month.
  • Expected future volatility (as measured by the S&P/ASX 200 VIX) rose in February to an average of 14.2 (compared to 12.9 in January).


Listings and capital raisings

In February 2014, total capital raised, including scrip-for-scrip, totalled $2.5 billion, up 108% on the previous corresponding period (pcp).

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

In February 2014, the average daily number of trades was 6% higher than the pcp. The average daily value traded on-market of $3.8 billion was 1% higher than the pcp.

Trading – Financial derivatives markets

  • In February 2014, the average daily number of derivatives traded on ASX decreased 22% on the pcp with both single stock and index options lower.
  • In February 2014, average daily futures and options on futures volume on ASX 24 decreased 3% on the pcp, with both futures and options volumes lower.



Participant margin balances held on balance sheet averaged $3.5 billion in February 2014 ($3.9 billion pcp), with a month-end balance of $3.7 billion in February 2014 compared to $3.9 billion in February 2013.


The value of securities held in CHESS was 6% higher than the pcp and the number of dominant settlement
messages was 5% lower than the pcp.

The value of securities held in Austraclear was 7% higher than the pcp.

About the Author


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