ASX LIMITED — Interim / Quarterly Report 2020

Oct 2, 2019

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3 October 2019

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

ASX GROUP MONTHLY ACTIVITY REPORT – SEPTEMBER 2019

Attached is a copy of the ASX Group Monthly Activity Report for September 2019.

Daniel Csillag Company Secretary

20 Bridge Street Sydney NSW 2000 PO Box H224 Customer service 13 12 79 Australia Square NSW 1215 asx.com.au

ASX Limited ABN 98 008 624 691

Market Announcement

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3 October 2019

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ASX Group Monthly Activity Report – September 2019

Listings and Capital Raisings

 In September 2019, total capital raised was $5.4 billion, down 33% on the previous corresponding period (pcp).

Listings and Capital Raisings	September	September	September	September
	2019	2018	2019	2018
	Month	Month	Financial	Financial
			YTD	YTD
New listed entities admitted	7	12	18	37
De-listings	10	6	45	28
Total listed entities(at end of month)	2,242	2,294
Change onpcp	-2%
Initial capital raised($million)	560	608	1,637	6,605
Change onpcp	-8%		-75%
Secondarycapital raised($million)	4,446	7,177	12,049	10,707
Other capital raised includingscrip-for-scrip ($million)	403	326	1,406	842
Total secondarycapital raised($million)	4,849	7,503	13,455	11,549
Change onpcp	-35%		17%
Total capital raised including other($million)	5,409	8,111	15,092	18,154
Change onpcp	-33%		-17%

Market Announcement 1/6

3 October 2019

Trading – Cash Markets (including equities, interest rate and warrant trades)

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• In September 2019, the average daily number of trades was 30% higher than the pcp. The average daily value traded on-market of $5.4 billion was up 17% on the pcp.

• Volatility (as measured by the average daily movement in the All Ordinaries Index) was 0.3% in September, down on the previous month of 0.8%.

• Expected future volatility (as measured by the S&P/ASX 200 VIX) in September was an average of 13.1 (compared to 15.9 in August).

Cash Markets	September	September	September	September
	2019	2018	2019	2018
	Month	Month	Financial	Financial
			YTD	YTD
Total trading days	21	20	66	65
(Cash market includes equity, warrant and interest rate market
transactions)
Cash market volume
Total trades	36,295,243	26,507,892	112,882,356	82,376,720
Change onpcp	37%		37%
Average dailytrades	1,728,345	1,325,395	1,710,339	1,267,334
Change onpcp	30%		35%
Cash market value
Open trading ($billion)	68.287	56.826	210.764	182.606
Auctions trading ($billion)	36.382	26.541	97.396	75.357
Centre Point($billion)	8.605	8.942	28.352	29.234
On-market value	113.274	92.309	336.512	287.197
Change onpcp	23%		17%
Trade reporting*($billion)	27.501	16.862	76.874	54.250
Total cash market value($billion)	140.775	109.171	413.386	341.447
Change onpcp	29%		21%
On-market average dailyvalue($billion)	5.394	4.615	5.099	4.418
Change onpcp	17%		15%
Total average dailyvalue($billion)	6.704	5.459	6.263	5.253
Change onpcp	23%		19%
Average valueper trade($)	3,879	4,118	3,662	4,145
Change onpcp	-6%		-12%

*Trade reporting means the value of trades executed outside the order book of ASX that is subsequently reported to ASX for publication

Market Announcement 2/6

3 October 2019

Trading – Futures

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• In September 2019, average daily futures and options on futures volumes were up 15% on the pcp. Average daily futures volume was up 15% and average daily options volume was up 91% on the pcp.

Futures	September	September	September	September
	2019	2018	2019	2018
	Month	Month	Financial	Financial
			YTD	YTD
Futures and options total trading days	21	20	66	65
(includes interest rate, ASX SPI 200, commodities and energy
contracts)
Futures volume
Total contracts	20,749,238	17,242,172	44,644,176	37,257,324
Change onpcp	20%		20%
Average dailycontracts	988,059	862,109	676,427	573,190
Options on futures volume
Total contracts	140,121	70,026	353,386	272,830
Change onpcp	100%		30%
Average dailycontracts	6,672	3,501	5,354	4,197
Total futures and options on futures volume
Total contracts	20,889,359	17,312,198	44,997,562	37,530,154
Change onpcp	21%		20%
Average dailycontracts	994,731	865,610	681,781	577,387
Change onpcp	15%		18%
Volume of futures trading by individual contract is available at the following		link:
https://www.asx.com.au/data/market-reports/MonthlyFuturesMarketsReport190930.pdf

Clearing – OTC Markets

 In September 2019, the notional value of OTC interest rate derivative contracts centrally cleared was $1,426 billion, compared to $305 billion in the pcp.

OTC Markets	September	September	September	September
	2019	2018	2019	2018
	Month	Month	Financial	Financial
			YTD	YTD
Total notional cleared value($billion)	1,425.680	304.654	3,901.726	1,088.754
Change onpcp	368%		258%
Open notional cleared value ($billion)	7,360.700	3,606.389
(at end of month)
Change onpcp	104%

Market Announcement 3/6

3 October 2019

Trading – Equity Options

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• In September 2019, single stock options average daily contracts traded were up 3% and index options average daily contracts traded were down 27% on the pcp.

contracts traded were down 27% on the pcp.
Equity Options	September	September	September	September
	2019	2018	2019	2018
	Month	Month	Financial	Financial
			YTD	YTD
Exchange-traded options total trading days	21	20	66	65
(includes single stock equityoptions and index options)
Single stock equityoptions volume
Total contracts	6,314,526	5,861,863	18,121,288	18,545,759
Change onpcp	8%		-2%
Average dailycontracts	300,692	293,093	274,565	285,319
Change onpcp	3%		-4%
Index options volume
Total contracts	702,964	922,012	2,402,769	2,818,108
Change onpcp	-24%		-15%
Average dailycontracts	33,474	46,101	36,406	43,356
Change onpcp	-27%		-16%

Clearing – Exchange-Traded Markets

• Participant margin balances held on balance sheet at month-end totalled $11.5 billion in September 2019 compared to $8.5 billion in September 2018.

ASX Clearing Corporation	September	September	September	September
	2019	2018	2019	2018
	Month	Month	Financial	Financial
Collateral Balances – At End of Month			YTD	YTD
Cash margins held on balance sheet:
- ASX Clear($billion)	0.7	0.5
- ASX Clear(Futures) ($billion)	9.7	7.1
Cash equivalents held on balance sheet – ASX Clear	1.1	0.9
(Futures) ($billion)
Collateral cash cover held off balance sheet (equities	3.3	3.2
andguarantees)– ASX Clear($billion)
Total billable cash market value cleared($billion)	123.850	101.508	370.217	317.169

Market Announcement 4/6

3 October 2019

Settlement

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• The value of securities held in CHESS was 6% higher than the pcp. The number of dominant settlement messages in September 2019 was 3% higher than the pcp.

• The value of securities held in Austraclear was 5% higher than the pcp.

ASX Settlement	September	September	September	September
	2019	2018	2019	2018
	Month	Month	Financial	Financial
			YTD	YTD
Value of CHESS holdings –period end($billion)	2,214.6	2,083.5
Change onpcp	6%
Dominant settlement messages(million)	1.631	1.588	5.195	4.949
Change onpcp	3%		5%
Austraclear Settlement and Depository
Austraclear securities holdings –period end($billion)	2,074.0	1,974.6
Change onpcp	5%

Listings Compliance Activity

From 1 July 2019, ASX no longer publishes the Listings Compliance activity figures in this monthly activity report. More comprehensive figures will be published quarterly in a separate Listings Compliance publication.

Participants

During the month of September Managed Portfolio Services Limited resigned as an ASX Market and ASX Settlement Participant.

Participant.
ASX Market Participants4	September	September
	2019	2018
	Month	Month
New admissions	0	0
Resignations and removals	1	1
Market/Clearing/Settlement Participants at month end	111	121
ASX Futures Participants
New admissions	0	0
Resignations and removals	0	0
Trading/ClearingParticipants at month end	47	52

ASX Rule Changes, Waivers and Exemptions

• Details of rule and guidance note changes can be accessed online at: http://www.asx.com.au/regulation/rules/recent-rule-amendments.htm

• Details of waivers and exemptions granted by ASX can be accessed online at: http://www.asx.com.au/regulation/rules-guidance-notes-and-waivers.htm

⁴ Figures exclude Special Settlement Participants set up to effect a specific corporate action as their participation is only temporary.

Market Announcement 5/6

3 October 2019

The weekly Australian Cash Market Report is available here: http://www.asx.com.au/services/tradingservices/australian-cash-market-report.htm

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Further enquiries:

Media

Matthew Gibbs

General Manager, Media and Communications

Analysts/Investor Relations

Josie Ashton Head of Investor Relations

T +61 2 9227 0218 T +61 2 9227 0646 M 0411 121 219 M 0416 205 234 E matthew.gibbs@asx.com.au E josie.ashton@asx.com.au http://www.asx.com.au/about/media-releases.htm http://www.asx.com.au/about/investor-relations.htm

Market Announcement 6/6

3 October 2019