Published On: Thu, Jul 3rd, 2014

ASX Group Monthly Activity Report June 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 1.7% in June 2014. This performance was in contrast to rises in some other major markets, including Japan up 3.6%, the US up 1.9% and Hong Kong up 0.5%. The UK was down 1.5%, Singapore down 1.2% and Germany down 1.1%.

Volatility measures for the Australian equity market remained below long-term averages during June:

  • Volatility (as measured by the average daily movement in the All Ordinaries Index) was 0.5% in June, up on the previous month (0.4%).
  • Expected future volatility (as measured by the S&P/ASX 200 VIX) fell in June to an average of 11.2 (compared to 12.0 in May).

AUSTRALIAN SECURITIES EXCHANGE

Listings and capital raisings

In June 2014, total capital raised, including scrip-for-scrip, totalled $6.0 billion, up 26% on the previous corresponding period (pcp).

Trading – Cash markets (including equities, interest rates and warrants trades)
In June 2014, the average daily number of trades was 25% lower than the pcp. The average daily value traded onmarket of $3.5 billion was 14% lower than the pcp.

Trading – Financial derivatives markets

  • In June 2014, the average daily number of derivatives traded on ASX decreased 22% on the pcp with both single stock and index options lower.
  • In June 2014, average daily futures and options on futures volume on ASX 24 decreased 19% on the pcp, with both futures and options volumes lower.

ASX CLEARING CORPORATION

Clearing
Participant margin balances held on balance sheet averaged $3.7 billion in June 2014 ($3.9 billion pcp), with a month-end balance of $3.8 billion in June 2014 compared to $3.7 billion in June 2013.

ASX SETTLEMENT CORPORATION

  • The value of securities held in CHESS was 11% 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 12% higher than the pcp.

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