ASX July 2012 Trading Statistics

The value of ASX-listed stocks, as measured by the All Ordinaries Index, rose 3.7% in July 2012. This performance was below rises in other major markets, including Germany up 5.5%, Singapore up 5.5%, and stronger than Hong Kong up 1.8%, the US up 1.3%, the UK up 1.2% and Japan down 3.5%.

Volatility measures for the Australian equity market were below long-term averages during July:
Current volatility (as measured by the average daily movement in the All Ordinaries Index) was 0.6% in July, down on the previous month (0.8%).

Expected future volatility (as measured by the S&P/ASX 200 VIX) fell in July to an average of 16.6 (compared to 21.3 in June).

AUSTRALIAN SECURITIES EXCHANGE
Listings and capital raisings
In July 2012 total capital raised including scrip-for-scrip totalled $4.2 billion, up 7% on the $3.9 billion in the previous corresponding period (pcp).

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

In July 2012 the total number of trades was 4% higher than the pcp, while the total value of trading was 24% lower than the pcp.

Cash Markets

Trading – Financial derivatives markets

In July 2012 total derivatives traded on ASX increased 7% on the pcp.

Total futures and options on futures volume on ASX 24 decreased 27% on the pcp.

ASX CLEARING CORPORATION

Clearing

 Participant margin balances held on balance sheet averaged $3.0 billion in July 2012 ($2.6 billion pcp) with a month end balance of $3.1 billion in July 2012 compared to $2.4 billion in July 2011.

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