ASX LIMITED — Interim / Quarterly Report 2012

Feb 2, 2012

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MARKET ANNOUNCEMENT

3 February 2012

ASX Grou p Monthly Activity Report – January 2012

The value of ASX-listed s t ocks, as me a sured by the All Ordinarie s Index, rose 5 .2% in Janu a ry 2012. Thi s performanc e was in line w ith rises in ot h er major ma r kets, includin g Hong Kong up 10.6%, Si n gapore up 9.8%, German y up 9.5%, th e US up 4.4%, Japan up 4.1% and the U K up 2.0%.

• Volatility me a sures for the Australian equity market f e ll more in line with long-ter m averages d u ring January:  Current volatility (as m easured by the average daily movem e nt in the All Ordinaries In d ex) was 0.7 % in January , down o n the previous month (1.1% ) .

• Expected future volatility (as measured by the S &P/ASX 200 VIX) fell on a verage in Ja n uary to 20.3 (compared t o 20.8 in D ecember).

AUSTRALIAN SECURITIES EXCHANGE

Listings and capital raisings

• In Janu a ry 2012 total capital raise d including sc r ip-for-scrip totalled $0.8 billion, down 6 3 % on the $2. 1 billion in th e previou s correspondi n g period (pc p ).

Listing s and Capita l Raisings Jan 20 Mon 12 th Jan M 2011 onth J F an 2012 inancial YTD Jan 2011 Financial YTD	Listing s and Capita l Raisings Jan 20 Mon 12 th Jan M 2011 onth J F an 2012 inancial YTD Jan 2011 Financial YTD
New lis ted entities a dmitted	-54 2,22 3 44 48 -71 30 78 6 % 1 2 - 7 4 1 % 7 8 2 13 ,220 904 782 1,686 417 ,103 63 -35% 6,766 18,169 24,935 -39% 4,318 29,253 97 21,517 19,151 40,668 14,102 54,770
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 script ( apital raised on pcp apital raised million) apital raised $million) ($million) including sc including sc rip-for- ript-for-

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

• In January 2012 the number of trades was 6% higher than the pcp, while the total value of trading was 16% lower than the pcp.

Cash Markets	Jan 2012	Jan 2011	Jan 2012	Jan 2011
	Month	Month	Financial	Financial
			YTD	YTD
Total trading days	20	19	149	149
Cash market volume
Total trades	10,727,367	10,127,413	97,751,872	80,307,880
Change on pcp	6%		22%
Average daily trades	536,368	533,022	656,053	538,979
Change on pcp	1%		22%
Cash market value (including value of
crossed trades)
Total value ($billion)	71.491	85.615	715.399	761.002
Change on pcp	-16%		-6%
Average daily value ($billion)	3.575	4.506	4.801	5.107
Change on pcp	-21%		-6%
Average value per trade ($)	6,664	8,454	7,319	9,476
Change on pcp	-21%		-23%
Cash market behaviour statistics
Turnover crossed (%)	23%	23%	24%	28%
Off-market turnover crossed (%)	11%	10%	11%	15%
On-market turnover crossed (%)	12%	13%	13%	13%
Total value crossed ($billion)	16.482	21.747	171.829	215.287
Non billable value (above cap) ($billion)	0.542	1.802	15.613	23.042
Total billable value ($billion)	70.949	83.813	699.786	737.960
Cash market includes equity, warrant and interest rate
market transactions

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Trading – Financial derivatives markets

• In January 2012 total derivatives traded on ASX increased 6% on the pcp, with the growth due to a rise in index options volume. Single stock options volume was 15% lower than pcp.

• Total futures and options on futures volume on ASX 24 was flat on the pcp.

Derivatives Markets		Jan 2012	Jan 2011	Jan 2012	Jan 2011
		Month	Month	Financial YTD	Financial YTD
Derivatives total trading days		20	19	149	149
(Derivatives includes exchange-traded	options,
commodities, and index options and futures)
Derivatives volume
Total contracts		9,196,026	1,410,298	95,813,668	12,146,690
Total contracts – converted to previous		1,495,471	1,410,298	16,175,703	12,146,690
contract size
Change on pcp		6%		33%
Average daily contracts		459,801	74,226	643,045	81,521
Average daily contracts – converted to		74,774	74,226	108,562	81,521
previous contract size
Change on pcp		1%		33%
Futures and options total trading days		21	20	150	150
(Futures and options includes interest rate, ASX SPI
200 and energy contracts)
Futures volume		5,159,655	5,047,632	55,166,334	47,662,696
Change on pcp		2%		16%
Average daily contracts		245,698	252,382	367,776	317,751
Change on pcp		-3%		16%
Options on futures volume
Total contracts		146,237	257,357	1,287,335	2,271,604
Change on pcp		-43%		-43%
Average daily contracts		6,964	12,868	8,582	15,144
Change on pcp		-46%		-43%
Total futures and options on futures volume
Total contracts		5,305,892	5,304,989	56,453,669	49,934,300
Change on pcp		-		13%
Average daily contracts		252,662	265,249	376,358	332,895
Change on pcp		-5%		13%
Contracts for difference market
Total trades		4,536	6,926	49,400	58,314
Total contracts traded		8,335,368	13,576,426	86,332,039	98,456,179
Notional value traded ($million)		126.7	298.6	1,669.2	2,122.3
Total open interest value (at end of
month) ($million)		91.5	113.2

• The January Delivery Period for ASX grain futures and options market was the second largest on record, with 11,157 contracts (223,140 tonnes) delivered.

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ASX CLEARING CORPORATION

Clearing

• Participant cash margin balances held on-balance sheet averaged $2.6 billion in January 2012 ($2.3 billion pcp).

ASX Clearing Corporation	Jan 2012	Jan 2011	Jan 2012	Jan 2011
	Month	Month	Financial	Financial
Collateral Balances – At End of Month			YTD	YTD
Cash margins held on-balance sheet:
- ASX Clear ($billion)	0.2	0.3
- ASX Clear (Futures) ($billion)	2.3	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)	4.2	4.2
Total billable value cleared ($billion)	60.089	69.607	588.020	590.828

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	Jan 2012	Jan 2011	Jan 2012	Jan 2012	Jan 2011
	Month	Month	Financial		Financial
				YTD	YTD
Value of Chess holdings – period end ($billion)	1,151.6	1,230.9
Dominant settlement messages (million)	1.0	1.2		9.5	9.4
Austraclear Settlement and Depository
Austraclear securities holdings – period end	1,282.1	1,194.3
($billion)

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

ASX will announce its half-year result for the six-month period ending 31 December 2011 on 16 February 2012.

For further information:

Media Investor Relations Leeanne Bland Stephen Hammon Media and Communications Executive General Manager, Finance (BH) +61 2 9227 0410 (BH) +61 2 9227 0260 (M) 0467 642 066 (M) 0488 212755 leeanne.bland@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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