ASX LIMITED — Interim / Quarterly Report 2013

Aug 2, 2012

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ASX Limited ABN 98 008 624 691 Exchange Centre 20 Bridge Street Sydney NSW 2000 PO Box H224 Australia Square NSW 1215 Telephone +61 2 9227 0000 www.asx.com.au

3 August 2012

Australian Securities and Investments Commission ASX Market Announcements Office Mr Oliver Harvey ASX Limited Senior Executive, Financial Market Infrastructure 20 Bridge Street Level 5, 100 Market Street SYDNEY NSW 2000 SYDNEY NSW 2000

ASX Group Monthly Activity Report – July 2012

Attached is a copy of the ASX Group Monthly Activity Report for July 2012.

Amanda J Harkness

Group General Counsel & Company Secretary

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MARKET ANNOUNCEMENT

3 August 2012

ASX Group Monthly Activity Report – July 2012

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).

Listings and Capital Raisings	July 2012	July 2011
	Month	Month
New listed entities admitted	5	10
Change on pcp	-50%
Total listed entities (at end of month)	2,205	2,241
Change on pcp	-2%
Initial capital raised ($million)	205	88
Secondary capital raised ($million)	3,711	3,036
Other capital raised including scrip-for- scrip ($million)	257	775
Total capital raised including other ($million)	4,173	3,899
Change on pcp	7%

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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	July 2012	July 2011
	Month	Month
Total trading days	22	21
(Cash market includes equity, warrant and interest rate
market transactions)
Cash market volume
Total trades	12,332,102	11,807,705
Change on pcp	4%
Average daily trades	560,550	562,272
Change on pcp	-
Cash market value (including value of
crossed trades)
Total value ($billion)	76.728	101.404
Change on pcp	-24%
Average daily value ($billion)	3.488	4.829
Change on pcp	-28%
Average value per trade ($)	6,222	8,588
Change on pcp	-28%
Cash market behaviour statistics
Turnover crossed (%)	20%	24%
Off-market turnover crossed (%)	12%	11%
On-market turnover crossed (%)	8%	13%
Total value crossed ($billion)	15.299	24.798
Non-billable value (above cap) ($billion)	0.883	2.213
Total billable value ($billion)	75.845	99.191

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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.

Derivatives Markets		July 2012	July 2011
		Month	Month
Derivatives total trading days		22	21
(Derivatives includes exchange-traded	options,
commodities, and index options and futures)
Equity options volume
Total contracts		13,384,265	12,481,165
Change on pcp		7%
Average daily contracts		608,376	594,341
Index futures and options volume
Total contracts		1,106,226	1,064,095
Change on pcp		4%
Average daily contracts		50,283	50,671
Total derivatives volume
Total contracts		14,490,491	13,545,260
Change on pcp		7%
Average daily contracts		658,659	645,012
Change on pcp		2%
Futures and options total trading days		22	21
(Futures and options includes interest rate, ASX SPI
200 and energy contracts)
Futures volume
Total contracts		7,013,498	9,523,388
Change on pcp		-26%
Average daily contracts		318,795	453,495
Options on futures volume
Total contracts		294,308	433,220
Change on pcp		-32%
Average daily contracts		13,378	20,630
Total futures and options on futures volume
Total contracts		7,307,806	9,956,608
Change on pcp		-27%
Average daily contracts		332,173	474,124
Change on pcp		-30%
Contracts for difference market
Total trades		8,908	5,696
Total contracts traded		7,520,799	14,510,017
Notional value traded ($million)		172.5	201.5
Total open interest value (at end of
month) ($million)		70.8	108.1

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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.

ASX Clearing Corporation Collateral Balances – At End of Month	July 2012 Month July 2011 Month
	0.2 0.4 2.9 2.0 0.0 0.0 4.0 4.1 66.009 82.830
Cash margins held on balance sheet:
- ASX Clear ($billion)
- ASX Clear (Futures) ($billion)
Cash equivalents held on balance sheet – ASX Clear (Futures) ($billion) Collateral cash cover held off balance sheet (equities and guarantees) – ASX Clear ($billion)
Total billable value cleared ($billion)

ASX SETTLEMENT CORPORATION

• The value of securities held in CHESS was 2% lower than the pcp and the number of dominant settlement messages was 5% lower than the pcp.

ASX Settlement	July 2012 Month July 2011 Month
	1,162.7 1,182.5 1.2 1.3
Value of CHESS holdings – period end ($billion)
Dominant settlement messages (million)
Austraclear Settlement and Depository
	1,331.4 1,249.0
Austraclear securities holdings – period end
($billion)

A separate ASX Compliance activity report for July 2012 has also been released today.

ASX’s full-year results for FY12, including the 2012 Annual Report, will be released on 16 August 2012.

For further information:

Media

Kristen Kaus Media and Communications Executive (BH) +61 2 9227 0410 (M) 0421 380773 kristen.kaus@asx.com.au www.asxgroup.com.au/media-releases.htm

Investor Relations

Stephen Hammon General Manager, Finance (BH) +61 2 9227 0260 (M) 0488 212755 stephen.hammon@asx.com.au www.asxgroup.com.au/investor-relations.htm

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