Published On: Sun, Oct 7th, 2012

ASX September Statistics 2012

The value of ASX-listed stocks, as measured by the All Ordinaries Index, rose 1.6% in September 2012. This performance was below rises in other major markets, including Hong Kong up 7.0%, Germany up 3.5%, and the US up 2.4%, and stronger than Singapore up 1.2%, the UK up 0.5% and Japan up 0.3%.

Volatility measures for the Australian equity market were below long-term averages during August:
Current volatility (as measured by the average daily movement in the All Ordinaries Index) was 0.4% in September, consistent with the previous month.

Expected future volatility (as measured by the S&P/ASX 200 VIX) fell in September to an average of 13.7 (compared to 15.7 in August).

Trading – Cash markets (including equities, interest rates and warrants trades)
In September 2012 the average daily number of trades was 13% lower than the pcp, and the average daily value of trading was 21% lower than the pcp.
Total trades 13,051,404

Trading – Financial derivatives markets
In September 2012 average daily derivatives traded on ASX decreased 9% on the pcp.
Average daily futures and options on futures volume on ASX 24 increased 22% on the pcp.
Total value ($billion) 85.805

Equity options volume
Total contracts 11,641,594
Index futures and options volume
Total contracts 933,170
Futures volume
Total contracts 10,586,806

Participant margin balances held on balance sheet averaged $3.5 billion in September 2012 ($2.9 billion pcp) with a month-end balance of $3.4 billion in September 2012 compared to $2.8 billion in September 2011.

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