ASX LIMITED — Interim / Quarterly Report 2012

Jun 4, 2012

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MARKET ANNOUNCEMENT

5 June 2012

ASX Gr o up Month l y Activity Report – M ay 2012

The value of ASX-listed s t ocks, as me a sured by the All Ordinarie s Index, fell 7 . 5% in May 2 0 12. This per f ormance wa s in line with o ther major m a rkets, including Hong Ko n g down 11.7 % , Japan do w n 10.3%, G e rmany down 7.3%, the U K down 7.3%, S ingapore do w n 6.9%, and the US down 6.3%.

Volatility me a sures for the Australian equity market r o se above lon g -term avera g es during Ma y :

• Current volatility (as m easured by t he average daily moveme n t in the All O r dinaries Ind e x) was 0.8% in May, up o n the previous month ( 0 .5%).

• Expected future volat i lity (as meas u red by the S &P/ASX 200 VIX) rose in M ay to an av e rage of 20.3 (compared t o 15.5 in A pril).

AUSTRALIAN SECURITIES EXCHANGE

Listings and capital raisings

• In May 2 012 total capital raised i n cluding scrip - for-scrip tota l led $4.7 billi o n, down 10 % on the $5. 3 billion in th e previou s correspondi n g period (pc p ).

Listing s and Capita l Raisings May 20 Mon 12 th May M 2011 onth M F ay 2012 inancial YTD May 2011 Financial YTD	Listing s and Capita l Raisings May 20 Mon 12 th May M 2011 onth M F ay 2012 inancial YTD May 2011 Financial YTD
New lis ted entities a dmitted	-50 2,22 -1 28 1,55 1,84 -62 2,90 4,74 8 % 2 2 % 6 2 5 2 1 4 % 7 8 5 16 ,244 ,563 ,295 ,858 402 ,260 92 -37% 8,491 28,111 36,602 -37% 7,680 44,282 147 26,042 32,184 58,226 23,869 82,095
Change Total li on pcp sted entities (at end of mo nth)
Change Initial c Second on pcp apital raised ary capital r ($million) aised ($millio n)
Total c Change Other c scrip ($ Total c scrip ($ apital raised on pcp apital raised million) apital raised million) ($million) including sc including sc rip-for- rip-for-

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

• In May 2012 the total number of trades was 12% higher than the pcp, while the total value of trading was 8% lower than the pcp.

Cash Markets	May 2012 Month	May 2011 Month	May 2012 Financial	May 2011 Financial
			YTD	YTD
Total trading days	23	22	233	232
Cash market volume
Total trades	15,322,031	13,663,610	152,393,880	131,507,348
Change on pcp	12%		16%
Average daily trades	666,175	621,073	654,051	566,842
Change on pcp	7%		15%
Cash market value (including value of
crossed trades)
Total value ($billion)	107.354	116.875	1,102.207	1,227.899
Change on pcp	-8%		-10%
Average daily value ($billion)	4.668	5.313	4.731	5.293
Change on pcp	-12%		-11%
Average value per trade ($)	7,007	8,554	7,233	9,337
Change on pcp	-18%		-23%
Cash market behaviour statistics
Turnover crossed (%)	24%	26%	24%	28%
Off-market turnover crossed (%)	13%	12%	12%	15%
On-market turnover crossed (%)	11%	14%	12%	13%
Total value crossed ($billion)	25.543	30.513	267.605	341.387
Non billable value (above cap) ($billion)	1.887	2.941	21.881	36.243
Total billable value ($billion)	105.467	113.934	1,080.326	1,191.656
(Cash market includes equity, warrant and interest rate
market transactions)

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Trading – Financial derivatives markets

• In May 2012 total derivatives traded on ASX increased 21% on the pcp. Index options volume was 57% higher than pcp while single stock options volume was 2% higher than the pcp.

• Total futures and options on futures volume on ASX 24 increased 13% on the pcp.

Derivatives Markets		May 2012	May 2011	May 2012	May 2011
		Month	Month	Financial YTD	Financial YTD
Derivatives total trading days		23	22	233	232
(Derivatives includes exchange-traded	options,
commodities, and index options and futures)
Derivatives volume
Total contracts		16,411,546	12,741,919	150,999,577	31,013,701
Total contracts – converted to previous		2,885,199	2,386,632	25,134,811	20,658,414
contract size
Change on pcp		21%		22%
Average daily contracts		713,545	579,178	648,067	133,680
Average daily contracts – converted to		125,443	108,483	107,875	89,045
previous contract size
Change on pcp		16%		21%
Futures and options total trading days		23	22	235	234
(Futures and options includes interest rate, ASX SPI
200 and energy contracts)
Futures volume		10,174,150	8,867,901	90,026,128	80,339,709
Change on pcp		15%		12%
Average daily contracts		442,354	403,086	383,090	343,332
Change on pcp		10%		12%
Options on futures volume
Total contracts		433,800	483,060	2,676,477	4,059,010
Change on pcp		-10%		-34%
Average daily contracts		18,861	21,957	11,389	17,346
Change on pcp		-14%		-34%
Total futures and options on futures volume
Total contracts		10,607,950	9,350,961	92,702,605	84,398,719
Change on pcp		13%		10%
Average daily contracts		461,215	425,044	394,479	360,678
Change on pcp		9%		9%
Contracts for difference market
Total trades		8,397	6,065	72,909	86,968
Total contracts traded		10,783,702	14,478,678	119,652,189	161,210,355
Notional value traded ($million)		239.0	251.0	2,331.1	3,261.8
Total open interest value (at end of
month) ($million)		67.3	84.0

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ASX CLEARING CORPORATION

Clearing

• Participant cash margin balances held on-balance sheet averaged $2.5 billion in May 2012 ($2.3 billion pcp) with a month end balance of $2.8 billion in May 2012 compared to $2.4 billion in May 2011.

ASX Clearing Corporation	May 2012	May 2011	May 2012	May 2011
	Month	Month	Financial	Financial
Collateral Balances – At End of Month			YTD	YTD
Cash margins held on-balance sheet:
- ASX Clear ($billion)	0.3	0.3
- ASX Clear (Futures) ($billion)	2.5	2.1
Cash equivalents held on-balance sheet – ASX Clear (Futures) ($billion)	0.0	0.0
Collateral cash cover held off-balance sheet
(equities and guarantees) – ASX Clear ($billion)	3.9	4.3
Total billable value cleared ($billion)	91.176	93.894	909.214	953.882

ASX SETTLEMENT CORPORATION

• The value of securities held in CHESS was 9% lower than the pcp and the number of dominant settlement messages was 2% lower than the pcp.

ASX Settlement	May 2012	May 2011	May 2012	May 2011
	Month	Month	Financial	Financial
			YTD	YTD
Value of CHESS holdings – period end ($billion)	1,117.5	1,226.1
Dominant settlement messages (million)	1.4	1.5	14.8	15.4
Austraclear Settlement and Depository
Austraclear securities holdings – period end	1,322.9	1,250.2
($billion)

A separate ASX Compliance activity report for May 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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