Published On: Sun, Feb 9th, 2014

ASX Group Monthly Activity Report January 2014

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, fell 2.8% in January 2014. Declines were also observed in other major markets, including Japan down 8.5%, Hong Kong down 5.5%, Singapore down 4.4%, the US down 3.6%, the UK down 3.5%, and Germany down 2.6%.

Volatility measures for the Australian equity market fell below long-term averages during January:
* Volatility (as measured by the average daily movement in the All Ordinaries Index) was 0.5% in January, down on the previous month (0.6%).
* Expected future volatility (as measured by the S&P/ASX 200 VIX) fell in January to an average of 12.9 (compared to 13.8 in December) but closed higher at 15.6 at the end of January.

Trading – Cash markets (including equities, interest rates and warrants trades)
* In January 2014, the average daily number of trades was 3% higher than the pcp. The average daily value traded on-market of $2.8 billion was 2% lower than the pcp.

Trading – Financial derivatives markets
* In January 2014, the average daily number of derivatives traded on ASX decreased 21% on the pcp with both single stock and index options lower.
* In January 2014, average daily futures and options on futures volume on ASX 24 increased 25% on the pcp, with both futures and options volumes higher.

* Participant margin balances held on balance sheet averaged $3.8 billion in January 2014 ($3.4 billion pcp), with a month-end balance of $3.6 billion in January 2014 compared to $3.5 billion in January 2013.

* The value of securities held in CHESS was 7% higher than the pcp and the number of dominant settlement messages was 9% lower than the pcp.
* The value of securities held in Austraclear was 6% higher than the pcp.

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