ASX LIMITED 
5 August 2015
ASX Group Monthly Activity Report - July 2015
The value of ASX-listed stocks, as measured by the All Ordinaries Index, rose 4.2% in July 2015. This performance was stronger than all other major markets, including Germany up 3.3%, the UK up 2.7%, the US up 2.0% and Japan up 1.7%. Hong Kong was down 6.1% and Singapore down 3.5%.
Volatility measures for the Australian equity market remained below long-term averages during July:
Volatility (as measured by the average daily movement in the All Ordinaries Index) was 0.8% in July, consistent with the previous month.
Expected future volatility (as measured by the S&P/ASX 200 VIX) fell in July to an average of 17.1 (compared to 17.4 in June).
Listings and capital raisings In July 2015, total capital raised was $9.2 billion, up 35% on the previous corresponding period (pcp).
Listings and Capital Raisings July 2015
Month
July 2014
Month
New listed entities admitted | 14 | 11 |
Change on pcp | 27% | |
Total listed entities (at end of month) | 2,224 | 2,194 |
Change on pcp | 1% | |
Initial capital raised ($million) | 2,771 | 4,614 |
Secondary capital raised ($million) | 5,450 | 2,068 |
Other capital raised including scrip-for-scrip ($million) | 975 | 131 |
Total secondary capital raised ($million) | 6,425 | 2,199 |
Change on pcp | 192% | |
Total capital raised including other ($million) | 9,196 | 6,813 |
Change on pcp | 35% |
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Trading - Cash markets (including equities, interest rates and warrants trades) In July 2015, the average daily number of trades was 12% higher than the pcp. The average daily value traded on- market of $3.7 billion was 17% higher than the pcp.
Cash Markets July 2015 July 2014 Month Month | |
Total trading days | 23 23 17,264,523 15,422,134 12% 750,631 670,528 12% 62.768 52.010 15.404 13.880 6.013 5.790 9.840 11.288 94.025 82.968 13% 3.660 3.117 17% 4.088 3.607 13% 5,446 5,380 1% 0.281 0.477 93.744 82.491 |
(Cash market includes equity, warrant and interest rate market transactions) | 23 23 17,264,523 15,422,134 12% 750,631 670,528 12% 62.768 52.010 15.404 13.880 6.013 5.790 9.840 11.288 94.025 82.968 13% 3.660 3.117 17% 4.088 3.607 13% 5,446 5,380 1% 0.281 0.477 93.744 82.491 |
Cash market volume Total trades Change on pcp Average daily trades Change on pcp Cash market value Open trading ($billion) Auctions trading ($billion) Centre Point ($billion) Trade reporting* ($billion) Total value ($billion) Change on pcp Average daily value on-market ($billion) Change on pcp Average daily value ($billion) Change on pcp Average value per trade ($) Change on pcp Non-billable value (above cap) ($billion) Total billable value ($billion) *Trade reporting means the value of trades executed outside the order books of ASX or Chi-X that is subsequently reported to ASX for publication. | 23 23 17,264,523 15,422,134 12% 750,631 670,528 12% 62.768 52.010 15.404 13.880 6.013 5.790 9.840 11.288 94.025 82.968 13% 3.660 3.117 17% 4.088 3.607 13% 5,446 5,380 1% 0.281 0.477 93.744 82.491 |
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Trading - Financial derivatives markets In July 2015, the average daily number of exchange-traded options decreased 20% on the pcp. Single stock options average daily contracts traded were down 23% on the pcp and index options average daily contracts traded were up
17% on the pcp.
In July 2015, average daily futures and options on futures volume increased 5% on the pcp. Average daily futures volume was up 7% on the pcp and average daily options volume was down 62% on the pcp.
Derivatives Markets July 2015
Month
July 2014
Month
Exchange-Traded Options total trading days 23 23 (includes equity options and index options) Equity options volumeTotal contracts | 6,998,873 | 9,051,362 |
Change on pcp | -23% | |
Average daily contracts | 304,299 | 393,537 |
Total contracts | 889,292 | 760,979 |
Change on pcp | 17% | |
Average daily contracts | 38,665 | 33,086 |
Total derivatives volume | ||
Total contracts | 7,888,165 | 9,812,341 |
Change on pcp | -20% | |
Average daily contracts | 342,964 | 426,624 |
Change on pcp | -20% | |
Futures and options total trading days | 23 | 23 |
(includes interest rate, ASX SPI 200, commodities and energy contracts) | ||
Futures volume | ||
Total contracts | 9,297,763 | 8,685,342 |
Change on pcp | 7% | |
Average daily contracts | 404,251 | 377,624 |
Options on futures volume | ||
Total contracts | 120,162 | 312,273 |
Change on pcp | -62% | |
Average daily contracts | 5,224 | 13,577 |
Total futures and options on futures volume | ||
Total contracts | 9,417,925 | 8,997,615 |
Change on pcp | 5% | |
Average daily contracts | 409,475 | 391,201 |
Change on pcp | 5% |
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Clearing - OTC markets In July 2015, the notional value of OTC interest rate derivative contracts centrally cleared was $136.6 billion, compared to $1.6 billion in the pcp.
The total notional value of OTC interest rate derivatives cleared by ASX since inception of the service is $1,067 billion.
OTC Markets July 2015
Month
July 2014
Month
Total notional cleared value* ($billion) 136.610 1.605 Open notional cleared value* ($billion) 479.315 (at end of month) *Cleared notional value is double sided Clearing - Exchange-traded markets Participant margin balances held on balance sheet at month-end was $4.3 billion in July 2015 compared to $3.6 billion in July 2014.
ASX Clearing Corporation
Collateral Balances - At End of Month
Cash margins held on balance sheet:July 2015
Month
July 2014
Month
- ASX Clear ($billion) 0.6 0.5 - ASX Clear (Futures) ($billion) 3.6 3.0 Cash equivalents held on balance sheet - ASX Clear (Futures) ($billion) 0.1 0.1 Collateral cash cover held off balance sheet (equities and guarantees) - ASX Clear ($billion) 3.9 4.1 Total billable cash market value cleared ($billion) 92.862 77.419 Settlement The value of securities held in CHESS was 6% higher than the pcp. The number of dominant settlement messages in July 2015 was 2% higher than the pcp.
The value of securities held in Austraclear was 13% higher than the pcp.
ASX Settlement July 2015 July 2014 Month Month | |
Value of CHESS holdings - period end ($billion) Dominant settlement messages (million) | 1,628.0 1,535.1 1.3 1.3 |
Austraclear Settlement and Depository | |
Austraclear securities holdings - period end ($billion) | 1,792.8 1,579.8 |
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The weekly Australian Cash Market Report is available here: http://www.asx.com.au/trading_services/australian-cash-market-report.htm
A separate ASX Compliance activity report for July 2015 has also been released today.
Matthew Gibbs
General Manager, Media and Communications
Tel:+ 61 2 9227 0218
Mobile: 0411 121219 matthew.gibbs@asx.com.auwww.asx.com.au/about/media-releases.htm
Stephen Hammon
General Manager, Finance
Tel: +61 2 9227 0260
Mobile: 0488 212755 stephen.hammon@asx.com.auwww.asx.com.au/about/investor-relations.htm
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