ASX LIMITED — Interim / Quarterly Report 2020

Sep 4, 2019

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5 September 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 – AUGUST 2019

Attached is a copy of the ASX Group Monthly Activity Report for August 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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5 September 2019

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ASX Group Monthly Activity Report – August 2019

Listings and Capital Raisings

• In August 2019, total capital raised was $4.9 billion, up 93% on the previous corresponding period (pcp).

• In August 2019, total capital raised was $4.9 billion, up 93	% on the previo	us correspond	ing period (pcp	).
Listings and Capital Raisings	August	August	August	August
	2019	2018	2019	2018
	Month	Month	Financial	Financial
			YTD	YTD
New listed entities admitted	7	9	11	25
De-listings	27	17	35	22
Total listed entities(at end of month)	2,245	2,288
Change onpcp	-2%
Initial capital raised($million)	943	605	1,077	5,997
Change onpcp	56%
Secondarycapital raised($million)	3,167	1,715	7,603	3,530
Other capital raised includingscrip-for-scrip ($million)	792	215	1,003	516
Total secondarycapital raised($million)	3,959	1,930	8,606	4,046
Change onpcp	105%		113%
Total capital raised including other($million)	4,902	2,535	9,683	10,043
Change onpcp	93%		-4%

Market Announcement 1/6

5 September 2019

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

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• In August 2019, the average daily number of trades was 36% higher than the pcp. The average daily value traded on-market of $5.5 billion was up 17% on the pcp.

• Volatility (as measured by the average daily movement in the All Ordinaries Index) was 0.8 % in August, up on the previous month of 0.4%.

• Expected future volatility (as measured by the S&P/ASX 200 VIX) in August was an average of 15.9 (compared to 11.2 in July).

• Expected future volatility (as measured by the S&P/A 11.2 in July).	SX 200 VIX) in Au	gust was an av	erage of 15.9 (c	ompared to
Cash Markets	August	August	August	August
	2019	2018	2019	2018
	Month	Month	Financial	Financial
			YTD	YTD
Total trading days	22	23	45	45
(Cash market includes equity, warrant and interest rate market
transactions)
Cash market volume
Total trades	39,567,382	30,439,417	76,587,113	55,868,828
Change onpcp	30%		37%
Average dailytrades	1,798,517	1,323,453	1,701,936	1,241,530
Change onpcp	36%		37%
Cash market value
Open trading ($billion)	78.044	70.143	142.477	125.780
Auctions trading ($billion)	31.845	25.896	61.014	48.816
Centre Point($billion)	10.767	11.365	19.747	20.292
On-market value	120.656	107.404	223.238	194.888
Change onpcp	12%		15%
Trade reporting*($billion)	25.162	22.348	49.373	37.388
Total cash market value($billion)	145.818	129.752	272.611	232.276
Change onpcp	12%		17%
On-market average dailyvalue($billion)	5.484	4.670	4.961	4.331
Change onpcp	17%		15%
Total average dailyvalue($billion)	6.628	5.641	6.058	5.162
Change onpcp	17%		17%
Average valueper trade($)	3,685	4,263	3,559	4,158
Change onpcp	-14%		-14%

*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

5 September 2019

Trading – Futures

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• In August 2019, average daily futures and options on futures volumes were up 28% on the pcp. Average daily futures volume was up 28% and average daily options volume was up 23% on the pcp.

Futures	August	August	August	August
	2019	2018	2019	2018
	Month	Month	Financial	Financial
			YTD	YTD
Futures and options total trading days	22	23	45	45
(includes interest rate, ASX SPI 200, commodities and energy
contracts)
Futures volume
Total contracts	12,852,856	10,471,168	23,894,938	20,015,152
Change onpcp	23%		19%
Average dailycontracts	584,221	455,268	530,999	444,781
Options on futures volume
Total contracts	148,492	125,787	213,265	202,804
Change onpcp	18%		5%
Average dailycontracts	6,750	5,469	4,739	4,507
Total futures and options on futures volume
Total contracts	13,001,348	10,596,955	24,108,203	20,217,956
Change onpcp	23%		19%
Average dailycontracts	590,970	460,737	535,738	449,288
Change onpcp	28%		19%

Volume of futures trading by individual contract is available at the following link: - https://www.asx.com.au/data/market reports/MonthlyFuturesMarketsReport190830.pdf

Clearing – OTC Markets

• In August 2019, the notional value of OTC interest rate derivative contracts centrally cleared was $1,269 billion, compared to $404 billion in the pcp.

• In August 2019, the notional value of OTC inter compared to $404 billion in the pcp.	est rate derivative contra	cts centrally cl	eared was $1,26	9 billion,
OTC Markets	August	August	August	August
	2019	2018	2019	2018
	Month	Month	Financial	Financial
			YTD	YTD
Total notional cleared value($billion)	1,268.972	404.456	2,476.046	784.100
Change onpcp	214%		216%
Open notional cleared value ($billion)	7,309.903	3,821.887
(at end of month)
Change onpcp	91%

Market Announcement 3/6

5 September 2019

Trading – Equity Options

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• In August 2019, single stock options average daily contracts traded were down 13% and index options average daily contracts traded were down 1% on the pcp.

• In August 2019, single stock options average daily contracts traded were down 1% on the pcp.	contracts traded wer	e down 13% a	nd index option	s average daily
Equity Options	August	August	August	August
	2019	2018	2019	2018
	Month	Month	Financial	Financial
			YTD	YTD
Exchange-traded options total trading days	22	23	45	45
(includes single stock equityoptions and index options)
Single stock equityoptions volume
Total contracts	6,118,343	7,366,864	11,806,762	12,683,896
Change onpcp	-17%		-7%
Average dailycontracts	278,107	320,298	262,372	281,864
Change onpcp	-13%		-7%
Index options volume
Total contracts	918,229	968,604	1,699,805	1,896,096
Change onpcp	-5%		-10%
Average dailycontracts	41,738	42,113	37,773	42,135
Change onpcp	-1%		-10%

Clearing – Exchange-Traded Markets

• Participant margin balances held on balance sheet at month-end totalled $11.3 billion in August 2019 compared to $9.8 billion in August 2018.

• Participant margin balances held on balance sheet at m $9.8 billion in August 2018.	onth-end totalle	d $11.3 billion i	n August 2019	compared to
ASX Clearing Corporation	August	August	August	August
	2019	2018	2019	2018
	Month	Month	Financial	Financial
Collateral Balances – At End of Month			YTD	YTD
Cash margins held on balance sheet:
- ASX Clear($billion)	0.8	0.6
- ASX Clear(Futures) ($billion)	9.4	8.3
Cash equivalents held on balance sheet – ASX Clear	1.1	0.9
(Futures) ($billion)
Collateral cash cover held off balance sheet (equities	3.2	3.3
andguarantees)– ASX Clear($billion)
Total billable cash market value cleared($billion)	132.710	118.587	246.367	215.661

Market Announcement 4/6

5 September 2019

Settlement

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• The value of securities held in CHESS was 4% higher than the pcp. The number of dominant settlement messages in August 2019 was 2% higher than the pcp.

• The value of securities held in Austraclear was 6% higher than the pcp.

• The value of securities held in Austraclear was 6% highe	r than the pcp.
ASX Settlement	August	August	August	August
	2019	2018	2019	2018
	Month	Month	Financial	Financial
			YTD	YTD
Value of CHESS holdings –period end($billion)	2,202.3	2,122.0
Dominant settlement messages(million)	1.825	1.790	3.564	3.361
Austraclear Settlement and Depository
Austraclear securities holdings –period end($billion)	2,067.2	1,957.7

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 August Barclays Capital Asia Limited was admitted as an ASX Market Participant and XTX Markets Limited resigned as an ASX 24 Participant.

Limited resigned as an ASX 24 Participant.
ASX Market Participants4	August	August
	2019	2018
	Month	Month
New admissions	1	0
Resignations and removals	0	0
Market/Clearing/Settlement Participants at month end	112	122
ASX Futures Participants
New admissions	0	1
Resignations and removals	1	1
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

5 September 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

5 September 2019