ASX LIMITED — Interim / Quarterly Report 2021

Aug 4, 2021

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5 August 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 – JULY 2021

Attached is a copy of the ASX Group Monthly Activity Report for July 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

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5 August 2021

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ASX Group Monthly Activity Report – July 2021

Listings and Capital Raisings

• In July 2021, total capital raised was $10.3 billion, up 134% on the previous corresponding period (pcp).

Listings and Capital Raisings	July	July
	2021	2020
	Month	Month
New listed entities admitted	32	6
De-listings	15	9
Total listed entities(at end of month)	2,245	2,185
Change onpcp	3%
Initial capital raised($million)	5,805	387
Change onpcp	1,400%
Secondarycapital raised($million)	4,188	3,764
Other capital raised includingscrip-for-scrip ($million)	356	263
Total secondarycapital raised($million)	4,544	4,027
Change onpcp	13%
Total capital raised including other($million)	10,349	4,414
Change onpcp	134%

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5 August 2021

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

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• In July 2021, the average daily number of trades was up 1% on the pcp. The average daily value traded on-market of $5.3 billion was down 1% on the pcp.

• Volatility (as measured by the average daily movement in the All Ordinaries Index) was 0.5% in July (compared to 0.9% in the pcp).

• Expected future volatility (as measured by the S&P/ASX 200 VIX) in July was an average of 12.0 (compared to 19.1 in the pcp).

Cash Markets	July	July
	2021	2020
	Month	Month
Total trading days	22	23
(Cash market includes equity, warrant and interest rate market
transactions)
Cash market volume
Total trades	31,563,603	32,529,655
Change onpcp	-3%
Average dailytrades	1,434,709	1,414,333
Change onpcp	1%
Cash market value
Open trading ($billion)	78.455	91.126
Auctions trading ($billion)	30.378	25.796
Centre Point($billion)	8.776	7.607
On-market value	117.609	124.529
Change onpcp	-6%
Trade reporting*($billion)	17.820	15.936
Total cash market value($billion)	135.429	140.465
Change onpcp	-4%
On-market average dailyvalue($billion)	5.346	5.414
Change onpcp	-1%
Total average dailyvalue($billion)	6.156	6.107
Change onpcp	1%
Average valueper trade($)	4,291	4,318
Change onpcp	-1%
All Ordinaries Index(average dailymovement)	0.5%	0.9%
Change onpcp	-0.4%
S&P/ASX 200 VIX(average dailyvalue)	12.0	19.1
Change onpcp	-37%

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

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Trading – Futures

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• In July 2021, average daily futures volume was up 19% and average daily options volume was down 15% on the pcp. Total average daily futures and options on futures volumes was up 19% on the pcp.

Futures	July	July
	2021	2020
	Month	Month
Futures and options total trading days	22	23
(includes interest rate, ASX SPI 200, commodities and energy
contracts)
Futures volume
Total contracts	9,761,781	8,599,426
Change onpcp	14%
Average dailycontracts	443,717	373,888
Change onpcp	19%
Options on futures volume
Total contracts	13,208	16,318
Change onpcp	-19%
Average dailycontracts	600	709
Change onpcp	-15%
Total futures and options on futures volume
Total contracts	9,774,989	8,615,744
Change onpcp	13%
Average dailycontracts	444,318	374,598
Change onpcp	19%

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-210730.pdf

Clearing – OTC Markets

 In July 2021, the notional value of OTC interest rate derivative contracts centrally cleared was $300.846 billion, compared to $535.601 billion in the pcp.

OTC Markets	July	July
	2021	2020
	Month	Month
Total notional cleared value($billion)	300.846	535.601
Change onpcp	-44%
Open notional cleared value ($billion)	3,109.294	5,140.238
(at end of month)
Change onpcp	-40%

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Trading – Equity Options

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• In July 2021, single stock options average daily contracts traded were down 7% and index options average daily contracts traded were down 17% on the pcp.

contracts traded were down 17% on the pcp.
Equity Options	July	July
	2021	2020
	Month	Month
Exchange-traded options total trading days	22	23
(includes single stock equityoptions and index options)
Single stock equityoptions volume
Total contracts	4,303,255	4,860,059
Change onpcp	-11%
Average dailycontracts	195,603	211,307
Change onpcp	-7%
Index options volume
Total contracts	423,324	534,149
Change onpcp	-21%
Average dailycontracts	19,242	23,224
Change onpcp	-17%

Clearing – Exchange-Traded Markets

• Participant margin balances held on balance sheet at month-end totalled $12.3 billion in July 2021, compared to $13.0 billion in July 2020.

ASX Clearing Corporation	July	July
Collateral Balances – At End of Month	2021	2020
	Month	Month
Cash margins held on balance sheet:
- ASX Clear($billion)	1.0	1.3
- ASX Clear(Futures) ($billion)	10.8	11.1
Cash equivalents held on balance sheet – ASX Clear	0.5	0.6
(Futures) ($billion)
Total cash margins held on balance sheet	12.3	13.0
Change onpcp	-5%
Collateral cash cover held off balance sheet (equities	3.5	3.0
andguarantees)– ASX Clear($billion)
Change onpcp	17%
Total billable cash market value cleared($billion)	127.750	134.954
Change onpcp	-5%

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Settlement

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• The value of securities held in CHESS was 27% higher than the pcp. The number of dominant settlement messages in July 2021 was 2% lower than the pcp.

• The value of securities held in Austraclear was 10% higher than the pcp.

ASX Settlement	July	July
	2021	2020
	Month	Month
Value of CHESS holdings –period end($billion)	2,694.5	2,115.1
Change onpcp	27%
Dominant settlement messages(million)	1.819	1.863
Change onpcp	-2%
Austraclear Settlement and Depository
Austraclear securities holdings –period end($billion)	2,685.1	2,431.8
Change onpcp	10%

Participants

• During the month of July there were no admissions or resignations for ASX Market Participants or ASX Futures Participants.

ASX Market Participants1	July	July
	2021	2020
	Month	Month
New admissions	0	0
Resignations and removals	0	1
Market/Clearing/Settlement Participants at month end	105	110
ASX Futures Participants
New admissions	0	0
Resignations and removals	0	0
Trading/ClearingParticipants at month end	46	48

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

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ASX Rule Changes, Waivers and Exemptions

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• 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

Analysts/Investors

Josie Ashton

Senior Adviser, Media and Communications Head of 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

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5 August 2021