ASX Group Monthly Activity Report January 2013
Volatility measures for the Australian equity market were below long-term averages during January:
* Current volatility (as measured by the average daily movement in the All Ordinaries Index) was 0.4% in January,
consistent with the previous month.
* Expected future volatility (as measured by the S&P/ASX 200 VIX) fell in January to an average of 11.7 (compared to
12.9 in December).
AUSTRALIAN SECURITIES EXCHANGE
Listings and capital raisings
* In January 2013 total capital raised including scrip-for-scrip totalled $1.6 billion, up 109% on the $0.8 billion in the
previous corresponding period (pcp).
Trading – Cash markets (including equities, interest rates and warrants trades)
* In January 2013 the average daily number of trades was 22% higher than the pcp. The average daily value traded
was consistent with the pcp.
Cash market volume
Total trades 13,746,486 up 28%
Average daily trades 654,595 up 22%
Trading – Financial derivatives markets
* In January 2013 average daily derivatives traded on ASX increased 22% on the pcp with both single stock options
and index option volumes higher.
* In January 2013 average daily futures and options on futures volume on ASX 24 increased 29% on the pcp with
both futures and option volumes higher.
Equity options volume
Total contracts 10,783,843 up 26%
Index futures and options volume
Total contracts 1,004,621 up 57%
Total contracts 6,916,646 up 34%
* Participant margin balances held on balance sheet averaged $3.4 billion in January 2013 ($2.4 billion pcp) with a
month-end balance of $3.5 billion in January 2013 compared to $2.5 billion in January 2012.