ASX LIMITED — Interim / Quarterly Report 2012

Jul 3, 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

4 July 2012

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

ASX Group Monthly Activity Report – June 2012

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

Amanda J Harkness

Group General Counsel & Company Secretary

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MARKET ANNOUNCEMENT

4 July 2012

ASX Group Monthly Activity Report – J une 2012

The value of ASX-listed s t ocks, as me a sured by the All Ordinarie s Index, rema i ned flat in June 2012. Thi s performanc e was below o ther major m arkets, inclu d ing Japan u p 5.4%, the U K up 4.7%, Hong Kong u p 4.4%, the US up 4.0% , Singapore u p 3.8%, and G ermany up 2.4%.

• Volatility me a sures for the Australian equity market were above lo n g-term avera g es during Ju n e:

• Current v olatility (as m easured by the average d a ily movement in the All Or d inaries Inde x ) was 0.8% i n June, flat o n the previous month ( 0 .8%).

• Expected future volat i lity (as meas u red by the S&P/ASX 200 V IX) rose in J une to an av e rage of 21.3 (compared t o 20.3 in M ay).

AUSTRALIAN SECURITIES EXCHANGE

Listings and capital raisings

• In June 2012 total capital raised including scrip-for-scrip t o talled $6.3 billion, up 5% on the $6.0 billion in th e previou s correspondi n g period (pc p ).

Listing s and Capita l Raisings June 20 Mon 12 th June M 2011 onth F Ye inancial ar 2012 Financial Year 2011	Listing s and Capita l Raisings June 20 Mon 12 th June M 2011 onth F Ye inancial ar 2012 Financial Year 2011
New lis ted entities a dmitted	-46 2,2 -2 1,69 4,44 6,14 25 17 6,3 7 % 11 2 % 6 3 7 3 4 % 0 13 5 13 ,247 ,345 1,561 ,906 1,078 ,984 99 -38% 10,187 32,558 42,745 -32% 7,850 50,595 160 29,387 33,745 63,132 24,947 88,079
Change Total li on pcp sted entities (at end of mo nth)
Change Initial c on pcp apital raised ($million)
Second ary capital r aised ($millio n)
Total c apital raised ($million)
Change Other c scrip ($ Total c scrip ($ on pcp apital raised million) apital raised million) including sc including sc rip-for- rip-for-

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Trading – Cash markets (including equities, interest rates and warrants trades)

• In June 2012 the total number of trades was 5% higher than the pcp, while the total value of trading was 25% lower than the pcp.

Cash Markets	June 2012	June 2011	Financial	Financial
	Month	Month	Year 2012	Year 2011
Total trading days	20	21	253	253
(Cash market includes equity, warrant and interest rate
market transactions)
Cash market volume
Total trades	13,411,917	12,814,063	165,805,797	144,321,410
Change on pcp	5%		15%
Average daily trades	670,596	610,193	655,359	570,440
Change on pcp	10%		15%
Cash market value (including value of
crossed trades)
Total value ($billion)	83.120	111.241	1,185.327	1,339.140
Change on pcp	-25%		-11%
Average daily value ($billion)	4.156	5.297	4.685	5.293
Change on pcp	-22%		-11%
Average value per trade ($)	6,197	8,681	7,149	9,279
Change on pcp	-29%		-23%
Cash market behaviour statistics
Turnover crossed (%)	23%	24%	24%	27%
Off-market turnover crossed (%)	16%	12%	12%	14%
On-market turnover crossed (%)	7%	12%	12%	13%
Total value crossed ($billion)	18.833	26.526	286.438	367.913
Non billable value (above cap) ($billion)	1.873	2.171	23.754	38.414
Total billable value ($billion)	81.247	109.070	1,161.573	1,300.726

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Trading – Financial derivatives markets

• In June 2012 total derivatives traded on ASX decreased 7% (based on the previous contract size) on the pcp. Index options volume was 23% higher than the pcp while single stock options volume was 23% lower than the pcp.

• Total futures and options on futures volume on ASX 24 decreased 21% on the pcp.

Derivatives Markets		June 2012	June 2011	Financial	Financial
		Month	Month	Year 2012	Year 2011
Derivatives total trading days		20	21	253	253
(Derivatives includes exchange-traded	options,
commodities, and index options and futures)
Derivatives volume
Total contracts		12,898,549	16,234,191	163,898,126	47,247,892
Total contracts – converted to previous		2,306,394	2,489,736	27,441,205	23,148,150
contract size
Change on pcp		-7%		19%
Average daily contracts		644,927	773,057	647,819	186,751
Average daily contracts – converted to		115,320	118,559	108,463	91,495
previous contract size
Change on pcp		-3%		19%
Futures and options total trading days		21	22	256	256
(Futures and options includes interest rate, ASX SPI
200 and energy contracts)
Futures volume		10,567,183	13,064,604	100,593,311	93,404,313
Change on pcp		-19%		8%
Average daily contracts		503,199	593,846	392,943	364,861
Change on pcp		-15%		8%
Options on futures volume
Total contracts		209,352	504,575	2,885,829	4,563,585
Change on pcp		-59%		-37%
Average daily contracts		9,969	22,935	11,273	17,827
Change on pcp		-57%		-37%
Total futures and options on futures volume
Total contracts		10,776,535	13,569,179	103,479,140	97,967,898
Change on pcp		-21%		6%
Average daily contracts		513,168	616,781	404,215	382,687
Change on pcp		-17%		6%
Contracts for difference market
Total trades		6,945	5,937	79,854	92,905
Total contracts traded		8,432,008	15,313,483	128,084,197	176,523,838
Notional value traded ($million)		186.9	204.2	2,518.0	3,466.0
Total open interest value (at end of
month) ($million)		65.7	87.1

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ASX CLEARING CORPORATION

Clearing

• Participant margin balances held on-balance sheet averaged $2.7 billion in June 2012 ($2.5 billion pcp) with a month end balance of $2.9 billion in June 2012 compared to $2.5 billion in June 2011.

ASX Clearing Corporation	June 2012	June 2011	Financial	Financial
	Month	Month	Year 2012	Year 2011
Collateral Balances – At End of Month
Cash margins held on-balance sheet:
- ASX Clear ($billion)	0.3	0.3
- ASX Clear (Futures) ($billion)	2.4	2.0
Cash equivalents held on-balance sheet – ASX Clear (Futures) ($billion)	0.2	0.2
Collateral cash cover held off-balance sheet
(equities and guarantees) – ASX Clear ($billion)	3.9	4.2
Total billable value cleared ($billion)	69.093	91.535	978.307	1,045.417

ASX SETTLEMENT CORPORATION

• The value of securities held in CHESS was 6% lower than the pcp and the number of dominant settlement messages was 13% lower than the pcp.

ASX Settlement	June 2012	June 2011	Financial	Financial
	Month	Month	Year 2012	Year 2011
Value of CHESS holdings – period end ($billion)	1,117.5	1,186.2
Dominant settlement messages (million)	1.3	1.4	16.1	16.8
Austraclear Settlement and Depository
Austraclear securities holdings – period end	1,330.9	1,235.6
($billion)

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

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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