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).


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.


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.


  • 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.

About the Author


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