ASX LIMITED 
3 July 2015
ASX Group Monthly Activity Report - June 2015
The value of ASX-listed stocks, as measured by the All Ordinaries Index, fell 5.6% in June 2015. Declines were also observed in other major markets, including the UK down 6.6%, Hong Kong down 4.3%, Germany down 4.1%, Singapore down 2.2%, the US down 2.1% and Japan down 1.6%.
Volatility measures for the Australian equity market remained below long-term averages during June:
Volatility (as measured by the average daily movement in the All Ordinaries Index) was 0.8% in June, up on the previous month (0.6%).
Expected future volatility (as measured by the S&P/ASX 200 VIX) rose in June to an average of 17.4 (compared to
17.1 in May).
Listings and capital raisings In June 2015, total capital raised was $14.8 billion, up 146% on the previous corresponding period (pcp).
Total capital raised in FY15 was $88.9 billion, up 35% on the pcp.
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Trading - Cash markets (including equities, interest rates and warrants trades) In June 2015, the average daily number of trades was 17% higher than the pcp. The average daily value traded on- market of $4.3 billion was 21% higher than the pcp.
In FY15 the average daily value traded on-market was $3.8 billion, up 16% on the pcp.
Cash Markets June 2015 June 2014 Financial Financial Month Month Year 2015 Year 2014 | |
Total trading days | 21 20 254 253 17,570,452 14,288,571 190,646,803 181,860,620 23% 5% 836,688 714,429 750,578 718,817 17% 4% 63.939 48.431 698.315 612.491 19.133 16.237 193.292 157.338 6.363 5.796 74.933 61.135 11.406 15.098 145.909 177.933 100.841 85.562 1,112.449 1,008.897 18% 10% 4.259 3.523 3.805 3.284 21% 16% 4.802 4.278 4.380 3.988 12% 10% 5,739 5,988 5,835 5,548 -4% 5% 0.957 3.864 19.650 19.137 99.884 81.698 1,092.799 989.760 |
(Cash market includes equity, warrant and interest rate market transactions) | 21 20 254 253 17,570,452 14,288,571 190,646,803 181,860,620 23% 5% 836,688 714,429 750,578 718,817 17% 4% 63.939 48.431 698.315 612.491 19.133 16.237 193.292 157.338 6.363 5.796 74.933 61.135 11.406 15.098 145.909 177.933 100.841 85.562 1,112.449 1,008.897 18% 10% 4.259 3.523 3.805 3.284 21% 16% 4.802 4.278 4.380 3.988 12% 10% 5,739 5,988 5,835 5,548 -4% 5% 0.957 3.864 19.650 19.137 99.884 81.698 1,092.799 989.760 |
Cash market volume Total trades Change on pcp Average daily trades Change on pcp Cash market value Open trading ($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. | 21 20 254 253 17,570,452 14,288,571 190,646,803 181,860,620 23% 5% 836,688 714,429 750,578 718,817 17% 4% 63.939 48.431 698.315 612.491 19.133 16.237 193.292 157.338 6.363 5.796 74.933 61.135 11.406 15.098 145.909 177.933 100.841 85.562 1,112.449 1,008.897 18% 10% 4.259 3.523 3.805 3.284 21% 16% 4.802 4.278 4.380 3.988 12% 10% 5,739 5,988 5,835 5,548 -4% 5% 0.957 3.864 19.650 19.137 99.884 81.698 1,092.799 989.760 |
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Trading - Financial derivatives markets In June 2015, the average daily number of exchange-traded options decreased 10% on the pcp. Single stock options average daily contracts traded were down 12% on the pcp and index options average daily contracts traded were up
8% on the pcp.
In FY15 the average daily number of exchange-traded options declined 4% on the pcp.
In June 2015, average daily futures and options on futures volume increased 12% on the pcp. Average daily futures volume was up 13% on the pcp and average daily options volume was down 55% on the pcp.
In FY15 the average daily futures and options on futures volume increased 7% on the pcp.
Derivatives Markets
Exchange-Traded Options total trading days 21 20 254 253 (includes equity options and index options) Equity options volumeTotal contracts | 8,640,510 | 9,304,186 | 109,545,874 | 116,343,086 |
Change on pcp | -7% | -6% | ||
Average daily contracts | 411,453 | 465,209 | 431,283 | 459,854 |
Total contracts | 924,923 | 818,046 | 10,958,348 | 8,249,344 |
Change on pcp | 13% | 33% | ||
Average daily contracts | 44,044 | 40,902 | 43,143 | 32,606 |
Total derivatives volume | ||||
Total contracts | 9,565,433 | 10,122,232 | 120,504,222 | 124,592,430 |
Change on pcp | -6% | -3% | ||
Average daily contracts | 455,497 | 506,112 | 474,426 | 492,460 |
Change on pcp | -10% | -4% | ||
Futures and options total trading days | 22 | 21 | 256 | 256 |
(includes interest rate, ASX SPI 200, commodities and energy contracts) | ||||
Futures volume | ||||
Total contracts | 14,102,103 | 11,876,113 | 123,760,619 | 114,064,325 |
Change on pcp | 19% | 9% | ||
Average daily contracts | 641,005 | 565,529 | 483,440 | 445,564 |
Options on futures volume | ||||
Total contracts | 117,837 | 251,733 | 2,580,627 | 3,989,594 |
Change on pcp | -53% | -35% | ||
Average daily contracts | 5,356 | 11,987 | 10,081 | 15,584 |
Total futures and options on futures volume | ||||
Total contracts | 14,219,940 | 12,127,846 | 126,341,246 | 118,053,919 |
Change on pcp | 17% | 7% | ||
Average daily contracts | 646,361 | 577,516 | 493,520 | 461,148 |
Change on pcp | 12% | 7% |
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Clearing - OTC markets In June 2015, the notional value of OTC interest rate derivative contracts centrally cleared was $102.0 billion, compared to $84.5 billion in the pcp.
The total notional value of OTC interest rate derivatives cleared by ASX since inception of the service is $930 billion.
OTC Markets | June 2015 | June 2014 | Financial | Financial |
OTC Markets | Month | Month | Year 2015 | Year 2014 |
Total notional cleared value* ($billion) | 101.975 | 84.519 | 805.869 | 124.413 |
Open notional cleared value* ($billion) | 440.506 |
Participant margin balances held on balance sheet averaged $3.7 billion in June 2015 ($3.7 billion pcp), with a month- end balance of $3.7 billion in June 2015 compared to $3.8 billion in June 2014.
Settlement The value of securities held in CHESS at 30 June 2015 was 5% higher than the pcp. The number of dominant settlement messages in June 2015 was 13% higher than the pcp.
The value of securities held in Austraclear at 30 June 2015 was 11% higher than the pcp.
ASX Settlement June 2015 June 2014 Financial Financial Month Month Year 2015 Year 2014 | |
Value of CHESS holdings - period end ($billion) Dominant settlement messages (million) | 1,550.7 1,471.0 1.4 1.2 15.7 15.2 |
Austraclear Settlement and Depository | |
Austraclear securities holdings - period end ($billion) | 1,752.5 1,571.8 |
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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 June 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.au
www.asx.com.au/about/media-releases.htm
Stephen Hammon
General Manager, Finance
Tel: +61 2 9227 0260
Mobile: 0488 212755 stephen.hammon@asx.com.au
www.asx.com.au/about/investor-relations.htm
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