Published On: Wed, Jun 4th, 2014

ASX Group Monthly Activity Report May 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, rose 0.1% in May 2014. This performance was below rises in other major markets, including Hong Kong up 4.3%, Germany up 3.5%, Japan up 2.3%, the US up 2.1%, the UK up 1.0% and Singapore up 1.0%.

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

  • Volatility (as measured by the average daily movement in the All Ordinaries Index) was 0.4% in May, down on the previous month (0.5%).
  • Expected future volatility (as measured by the S&P/ASX 200 VIX) rose in May to an average of 12.0 (compared to 11.8 in April).

AUSTRALIAN SECURITIES EXCHANGE

Listings and capital raisings

  • In May 2014, total capital raised, including scrip-for-scrip, totalled $8.8 billion, up 49% on the previous corresponding period (pcp).

Trading – Cash markets (including equities, interest rates and warrants trades)

  • In May 2014, the average daily number of trades was 24% lower than the pcp. The average daily value traded on market of $3.1 billion was 20% lower than the pcp.

Trading – Financial derivatives markets

  • In May 2014, the average daily number of derivatives traded on ASX decreased 26% on the pcp with both single stock and index options lower.
  • In May 2014, average daily futures and options on futures volume on ASX 24 decreased 16% on the pcp, with both futures and options volumes lower.

ASX CLEARING CORPORATION

Clearing

  • Participant margin balances held on balance sheet averaged $3.6 billion in May 2014 ($4.1 billion pcp), with a month-end balance of $3.9 billion in May 2014 compared to $4.0 billion in May 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 14% lower than the pcp.
  • The value of securities held in Austraclear was 11% higher than the pcp.

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