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).


AUSTRALIAN SECURITIES EXCHANGE


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.


ASX CLEARING CORPORATION

Clearing

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.

ASX SETTLEMENT CORPORATION

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.

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