Published On: Tue, Feb 5th, 2013

ASX Group Monthly Activity Report January 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 5.1% in January 2013. This performance was above rises in many other major markets, including the US up 5.0%, Hong Kong up 4.7%, Singapore up 3.6% and Germany up 2.1%. Japan was up 7.2% and the UK up 6.4%.

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).

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%
Futures volume
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.

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