ASX LIMITED — Interim / Quarterly Report 2012

Apr 4, 2012

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MARKET ANNOUNCEMENT

5 April 2012

ASX Gro u p Monthl y Activity R eport – M arch 201 2

The value o f ASX-listed s t ocks, as me a sured by th e All Ordinari e s Index, rose 0.7% in Mar c h 2012. Thi s performanc e was below ri s es in other m ajor markets, including Ja p an up 3.7%, the US up 3. 1 % and Ger m any up 1.3% , and stronge r than Singap o re up 0.5%, H ong Kong d o wn 5.2% and the UK down 1.8%.

• Volatility me a sures for the Australian equity market f e ll in line with long-term averages during M arch:  Current volatility (as m easured by t he average d aily moveme n t in the All O rdinaries Ind e x) was 0.6% in March, fla t on the previous mont h (0.6%).

• Expected future volat i lity (as meas u red by the S&P/ASX 200 V IX) fell in M a rch to an av e rage of 16.7 (compared t o 19.1 in F ebruary).

AUSTRALIAN SECURITIES EXCHANGE

Listings and capital raisings

• In Marc h 2012 total c apital raised including scri p -for-scrip tot a lled $4.5 bill i on, down 46 % on the $8. 3 billion in th e previou s correspondi n g period (pc p ).

Listing s and Capita l Raisings Mar 20 Mon 12 th Mar M 2011 onth M F ar 2012 inancial YTD Mar 2011 Financial YTD	Listing s and Capita l Raisings Mar 20 Mon 12 th Mar M 2011 onth M F ar 2012 inancial YTD Mar 2011 Financial YTD
New lis ted entities a dmitted	-43 2,22 1,05 3,30 4,36 16 9 4,45 4 % 3 2 - 9 1 3 0 3 % 2 4 2 8 7 ,234 231 ,518 ,749 ,536 ,285 75 -38% 7,850 22,564 30,414 -35% 4,496 34,910 120 23,149 23,803 46,952 20,445 67,397
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 March 2012 the number of trades was 2% lower than the pcp, while the total value of trading was 24% lower than the pcp.

Cash Markets	Mar 2012	Mar 2011	Mar 2012	Mar 2011
	Month	Month	Financial	Financial
			YTD	YTD
Total trading days	22	23	192	192
Cash market volume
Total trades	14,883,598	15,235,351	125,928,084	106,675,225
Change on pcp	-2%		18%
Average daily trades	676,527	662,407	655,875	555,600
Change on pcp	2%		18%
Cash market value (including value of
crossed trades)
Total value ($billion)	104.756	137.886	920.929	1,007.206
Change on pcp	-24%		-9%
Average daily value ($billion)	4.762	5.995	4.797	5.246
Change on pcp	-21%		-9%
Average value per trade ($)	7,038	9,050	7,313	9,442
Change on pcp	-22%		-23%
Cash market behaviour statistics
Turnover crossed (%)	27%	27%	24%	28%
Off-market turnover crossed (%)	15%	14%	12%	15%
On-market turnover crossed (%)	12%	13%	12%	13%
Total value crossed ($billion)	27.886	37.279	224.386	282.299
Non billable value (above cap) ($billion)	2.047	4.225	19.054	29.860
Total billable value ($billion)	102.709	133.661	901.875	977.346
Cash market includes equity, warrant and interest rate
market transactions

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Trading – Financial derivatives markets

• In March 2012 total derivatives traded on ASX decreased 2% on the pcp. Index options volume was 25% higher than pcp while single stock options volume was 13% lower than the pcp.

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

Derivatives Markets		Mar 2012	Mar 2011	Mar 2012	Mar 2011
		Month	Month	Financial YTD	Financial YTD
Derivatives total trading days		22	23	192	192
(Derivatives includes exchange-traded	options,
commodities, and index options and futures)
Derivatives volume
Total contracts		14,367,293	2,354,400	123,237,445	16,416,574
Total contracts – converted to previous		2,309,170	2,354,400	20,525,579	16,416,574
contract size
Change on pcp		-2%		25%
Average daily contracts		653,059	102,365	641,862	85,503
Average daily contracts – converted to		104,962	102,365	106,904	85,503
previous contract size
Change on pcp		3%		25%
Futures and options total trading days		22	23	193	193
(Futures and options includes interest rate, ASX SPI
200 and energy contracts)
Futures volume		10,384,607	11,569,772	73,409,966	65,578,750
Change on pcp		-10%		12%
Average daily contracts		472,028	503,034	380,363	339,786
Change on pcp		-6%		12%
Options on futures volume
Total contracts		327,778	686,034	1,948,173	3,326,226
Change on pcp		-52%		-41%
Average daily contracts		14,899	29,828	10,094	17,234
Change on pcp		-50%		-41%
Total futures and options on futures volume
Total contracts		10,712,385	12,255,806	75,358,139	68,904,976
Change on pcp		-13%		9%
Average daily contracts		486,927	532,861	390,457	357,021
Change on pcp		-9%		9%
Contracts for difference market
Total trades		5,137	9,778	60,669	75,125
Total contracts traded		7,251,623	16,966,871	104,558,909	132,606,283
Notional value traded ($million)		154.1	343.4	1,979.1	2,792.4
Total open interest value (at end of
month) ($million)		60.9	68.6

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ASX CLEARING CORPORATION

Clearing

• Participant cash margin balances held on-balance sheet averaged $2.2 billion in March 2012 ($2.4 billion pcp).

ASX Clearing Corporation	Mar 2012	Mar 2011	Mar 2012	Mar 2011
	Month	Month	Financial	Financial
Collateral Balances – At End of Month			YTD	YTD
Cash margins held on-balance sheet:
- ASX Clear ($billion)	0.2	0.2
- ASX Clear (Futures) ($billion)	1.9	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)	4.2	4.5
Total billable value cleared ($billion)	84.698	109.278	755.813	785.925

ASX SETTLEMENT CORPORATION

• The value of securities held in CHESS was 6% lower than the pcp and the number of dominant settlement messages was 16% lower than the pcp.

ASX Settlement	Mar 2012	Mar 2011	Mar 2012	Mar 2011
	Month	Month	Financial	Financial
			YTD	YTD
Value of CHESS holdings – period end ($billion)	1,190.3	1,264.4
Dominant settlement messages (million)	1.5	1.8	12.3	12.6
Austraclear Settlement and Depository
Austraclear securities holdings – period end	1,331.4	1,219.7
($billion)

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

For further information:

Media Investor Relations Kristen Kaus Stephen Hammon Media and Communications Executive General Manager, Finance (BH) +61 2 9227 0410 (BH) +61 2 9227 0260 (M) 0421 380773 (M) 0488 212755 kristen.kaus@asx.com.au stephen.hammon@asx.com.au www.asxgroup.com.au/media-releases.htm www.asxgroup.com.au/investor-relations.htm

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