ASX LIMITED — Interim / Quarterly Report 2022

Nov 3, 2021

==> picture [481 x 5] intentionally omitted <==

==> picture [32 x 50] intentionally omitted <==

4 November 2021

Australian Securities and Investments Commission Mr Nathan Bourne Senior Executive Leader, Market Infrastructure Level 5, 100 Market Street SYDNEY NSW 2000

ASX Market Announcements Office ASX Limited 20 Bridge Street SYDNEY NSW 2000

ASX GROUP MONTHLY ACTIVITY REPORT – OCTOBER 2021

Attached is a copy of the ASX Group Monthly Activity Report for October 2021.

Release of market announcement authorised by: 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

==> picture [33 x 50] intentionally omitted <==

4 November 2021

==> picture [483 x 5] intentionally omitted <==

ASX Group Monthly Activity Report – October 2021

Listings and Capital Raisings

 In October 2021, total capital raised was $20.3 billion, up 166% on the previous corresponding period (pcp).

Listings and Capital Raisings	October	October	October	October
	2021	2020	2021	2020
	Month	Month	Financial	Financial
			YTD	YTD
New listed entities admitted	23	15	97	37
De-listings	13	11	54	57
Total listed entities(at end of month)	2,271	2,168
Change onpcp	5%
Initial capital raised($million)	6,707	3,961	16,186	6,267
Change onpcp	69%		158%
Secondarycapital raised($million)	9,102	3,232	23,885	16,981
Other capital raised includingscrip-for-scrip ($million)	4,500	438	9,112	1,662
Total secondarycapital raised($million)	13,602	3,670	32,997	18,643
Change onpcp	271%		77%
Total capital raised including other($million)	20,309	7,631	49,183	24,910
Change onpcp	166%		97%

Market Announcement 1/6

4 November 2021

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

==> picture [33 x 51] intentionally omitted <==

• In October 2021, the average daily number of trades was up 15% on the pcp. The average daily value traded onmarket of $6.2 billion was up 18% on the pcp.

• Volatility (as measured by the average daily movement in the All Ordinaries Index) was 0.5% in October, compared to 0.8% in the pcp.

• Future volatility (as measured by the S&P/ASX 200 VIX) in October was an average of 13.5, compared to 20.9 in the pcp.

Cash Markets	October	October	October	October
	2021	2020	2021	2020
	Month	Month	Financial	Financial
			YTD	YTD
Total trading days	21	22	87	88
(Cash market includes equity, warrant and interest rate market
transactions)
Cash market volume
Total trades	34,605,250	31,607,210	142,576,114	131,237,984
Change onpcp	9%		9%
Average dailytrades	1,647,869	1,436,691	1,638,806	1,491,341
Change onpcp	15%		10%
Cash market value
Open trading ($billion)	88.553	81.786	364.132	357.611
Auctions trading ($billion)	31.341	25.185	138.231	113.185
Centre Point($billion)	10.085	8.286	41.685	35.018
On-market value	129.979	115.257	544.048	505.814
Change onpcp	13%		8%
Trade reporting*($billion)	20.405	16.562	83.701	73.379
Total cash market value($billion)	150.384	131.819	627.749	579.193
Change onpcp	14%		8%
On-market average dailyvalue($billion)	6.189	5.239	6.253	5.748
Change onpcp	18%		9%
Total average dailyvalue($billion)	7.161	5.992	7.216	6.582
Change onpcp	20%		10%
Average valueper trade($)	4,346	4,171	4,403	4,413
Change onpcp	4%		0%
All Ordinaries Index(average dailymovement)	0.5%	0.8%
Change onpcp	-0.3%
S&P/ASX 200 VIX(average dailyvalue)	13.5	20.9
Change onpcp	-36%

*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

4 November 2021

Trading – Futures

==> picture [33 x 51] intentionally omitted <==

• In October 2021, average daily futures volume was up 32% and average daily options volume was up 3% on the pcp. Total average daily futures and options on futures volumes was up 31% on the pcp.

Futures	October	October	October	October
	2021	2020	2021	2020
	Month	Month	Financial	Financial
			YTD	YTD
Futures and options total trading days	21	22	87	88
(includes interest rate, ASX SPI 200, commodities and energy
contracts)
Futures volume
Total contracts	12,496,171	9,953,192	45,631,235	46,598,440
Change onpcp	26%		-2%
Average dailycontracts	595,056	452,418	524,497	529,528
Change onpcp	32%		-1%
Options on futures volume
Total contracts	13,725	14,027	41,601	92,755
Change onpcp	-2%		-55%
Average dailycontracts	654	638	478	1,054
Change onpcp	3%		-55%
Total futures and options on futures volume
Total contracts	12,509,896	9,967,219	45,672,836	46,691,195
Change onpcp	26%		-2%
Average dailycontracts	595,709	453,055	524,975	530,582
Change onpcp	31%		-1%

Volume of futures trading by individual contract is available at the following link: https://www2.asx.com.au/content/dam/asx/documents/unlinked-docs/finance-reports/2021/monthly-futures-markets-report-211031.pdf

Clearing – OTC Markets

• In October 2021, the notional value of OTC interest rate derivative contracts centrally cleared was $300.543 billion, compared to $837.109 billion in the pcp.

OTC Markets	October	October	October	October
	2021	2020	2021	2020
	Month	Month	Financial	Financial
			YTD	YTD
Total notional cleared value($billion)	300.543	837.109	1,423.375	2,707.080
Change onpcp	-64%		-47%
Open notional cleared value ($billion)	3,350.330	5,317.323
(at end of month)
Change onpcp	-37%

Market Announcement 3/6

4 November 2021

Trading – Equity Options

==> picture [33 x 51] intentionally omitted <==

• In October 2021, single stock options average daily contracts traded were up 13% and index options average daily contracts traded were down 24% on the pcp.

contracts traded were down 24% on the pcp.
Equity Options	October	October	October	October
	2021	2020	2021	2020
	Month	Month	Financial	Financial
			YTD	YTD
Exchange-traded options total trading days	21	22	87	88
(includes single stock equityoptions and index options)
Single stock equityoptions volume
Total contracts	4,466,668	4,142,823	19,156,255	18,807,959
Change onpcp	8%		2%
Average dailycontracts	212,698	188,310	220,187	213,727
Change onpcp	13%		3%
Index options volume
Total contracts	359,115	494,080	1,645,300	2,056,849
Change onpcp	-27%		-20%
Average dailycontracts	17,101	22,458	18,911	23,373
Change onpcp	-24%		-19%

Clearing – Exchange-Traded Markets

• Participant margin balances held on balance sheet at month-end totalled $12.2 billion in October 2021, compared to $12.8 billion in October 2020.

ASX Clearing Corporation	October	October	October	October
Collateral Balances – At End of Month	2021	2020	2021	2020
	Month	Month	Financial	Financial
			YTD	YTD
Cash margins held on balance sheet:
- ASX Clear($billion)	0.9	1.3
- ASX Clear(Futures) ($billion)	10.9	10.7
Cash equivalents held on balance sheet – ASX Clear	0.4	0.8
(Futures) ($billion)
Total cash margins held on balance sheet	12.2	12.8
Change onpcp	-5%
Collateral cash cover held off balance sheet (equities	3.3	3.0
andguarantees)– ASX Clear($billion)
Change onpcp	10%
Total billable cash market value cleared($billion)	142.200	125.925	590.729	549.578
Change onpcp	13%		7%

Market Announcement 4/6

4 November 2021

Settlement

==> picture [33 x 51] intentionally omitted <==

• The value of securities held in CHESS was 27% higher than the pcp. The number of dominant settlement messages in October 2021 was 6% lower than the pcp.

• The value of securities held in Austraclear was 7% higher than the pcp.

ASX Settlement	October	October	October	October
	2021	2020	2021	2020
	Month	Month	Financial	Financial
			YTD	YTD
Value of CHESS holdings –period end($billion)	2,723.5	2,139.2
Change onpcp	27%
Dominant settlement messages(million)	1.757	1.871	7.496	7.631
Change onpcp	-6%		-2%
Austraclear Settlement and Depository
Austraclear securities holdings –period end($billion)	2,759.7	2,568.4
Change onpcp	7%

Participants

• During the month of October there were no admissions or resignations.

ASX Market Participants1	October	October
	2021	2020
	Month	Month
New admissions	0	0
Resignations and removals	0	2
Market/Clearing/Settlement Participants at month end	105	108
ASX Futures Participants
New admissions	0	0
Resignations and removals	0	0
Trading/ClearingParticipants at month end	47	48

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

Market Announcement 5/6

4 November 2021

ASX Rule Changes, Waivers and Exemptions

==> picture [33 x 51] intentionally omitted <==

• 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

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

Further enquiries:

Media

David Park

Investors

Josie Ashton

Senior Adviser, Media and Communications General Manager, Investor Relations and Sustainability T +61 2 9227 0010 T +61 2 9227 0646 M +61 429 595 788 M +61 416 205 234 E david.park@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

4 November 2021