Published On: Mon, Oct 6th, 2014

ASX Group Monthly Activity Report September 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 5.8% in September 2014. Declines were also observed in other major markets, including Hong Kong down 7.3%, the UK down 2.9%, the US down 1.6% and Singapore down 1.5%, while Japan was up 4.9%.

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

  • Volatility (as measured by the average daily movement in the All Ordinaries Index) was 0.6% in September, up on the previous month (0.4%).
  • Expected future volatility (as measured by the S&P/ASX 200 VIX) rose in September to an average of 13.3 (compared to 12.2 in August).

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

  • In September 2014, the average daily number of trades was 5% higher than the pcp. The average daily value traded on-market of $3.6 billion was 10% higher than the pcp.

Trading – Financial derivatives markets

  • In September 2014, the average daily number of derivatives traded on ASX increased 9% on the pcp. Single stock options average daily contracts were up 6% on the pcp and index options average daily contracts were up 57% on the pcp.
  • In September 2014, average daily futures and options on futures volume on ASX 24 decreased 2% on the pcp. Futures volumes were up 4% on the pcp and options volumes were down 16% on the pcp.

ASX CLEARING CORPORATION

Clearing
Participant margin balances held on balance sheet averaged $3.5 billion in September 2014 ($4.2 billion pcp), with a month-end balance of $3.6 billion in September 2014 compared to $4.2 billion in September 2013.

ASX SETTLEMENT CORPORATION

  • The value of securities held in CHESS remained flat to pcp and the number of dominant settlement messages was 7% higher than the pcp.
  • The value of securities held in Austraclear was 15% higher than the pcp.

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