Published On: Thu, Dec 6th, 2012

ASX November Statistics 2012

In November 2012 the average daily number of trades was 7% lower than the pcp, and the average daily value of trading was 13% lower than the pcp.

Total trades 12,803,689 down 7%
Total value ($billion) 84.694 down 13%
Average value per trade ($) 6,615 down 7%
Turnover crossed (%) 21%
Off-market turnover crossed (%) 14%
On-market turnover crossed (%) 7%
Total value crossed ($billion) 17.584

Trading – Financial derivatives markets
In November 2012 average daily derivatives traded on ASX increased 2% on the pcp with both single stock options and index option volumes higher.
* Average daily futures and options on futures volume on ASX 24 increased 20% on the pcp with both futures and options volumes higher.

Equity options volume
* Total contracts 11,512,148 up 1%
Index futures and options volume
* Total contracts 1,048,730 up 6%

Futures and options
* Total contracts 7,497,741 up 18%
Options on futures volume
* Total contracts 294,692 up 122%

Clearing
Participant margin balances held on balance sheet averaged $3.2 billion in November 2012 ($2.9 billion pcp) with a month-end balance of $3.0 billion in November 2012 compared to $2.9 billion in November 2011.

ASX SETTLEMENT CORPORATION
The value of securities held in CHESS was 11% higher than the pcp and the number of dominant settlement messages was 6% lower than the pcp.
The value of securities held in Austraclear was 7% higher than the pcp.

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