ASX LIMITED — Interim / Quarterly Report 2021

Jun 3, 2021

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4 June 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 – MAY 2021

Attached is a copy of the ASX Group Monthly Activity Report for May 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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4 June 2021

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ASX Group Monthly Activity Report – May 2021

Listings and Capital Raisings

 In May 2021, total capital raised was $7.9 billion, up 5% on the previous corresponding period (pcp).

Listings and Capital Raisings	May	May	May	May
	2021	2020	2021	2020
	Month	Month	Financial	Financial
			YTD	YTD
New listed entities admitted	18	3	152	80
De-listings	8	16	131	154
Total listed entities(at end of month)	2,209	2,195
Change onpcp	1%
Initial capital raised($million)	4,714	7	27,997	10,428
Change onpcp	67,243%		168%
Secondarycapital raised($million)	2,751	7,335	47,756	55,961
Other capital raised includingscrip-for-scrip ($million)	413	196	10,668	4,844
Total secondarycapital raised($million)	3,164	7,531	58,424	60,805
Change onpcp	-58%		-4%
Total capital raised including other($million)	7,878	7,538	86,421	71,233
Change onpcp	5%		21%

Market Announcement 1/6

4 June 2021

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

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• In May 2021, the average daily number of trades was in line with the pcp. The average daily value traded onmarket of $5.5 billion was down 16% on the pcp.

• Volatility (as measured by the average daily movement in the All Ordinaries Index) was 0.6% in May (compared to 1.3% in the pcp).

• Expected future volatility (as measured by the S&P/ASX 200 VIX) in May was an average of 12.6 (compared to 24.7 in the pcp).

Cash Markets	May	May	May	May
	2021	2020	2021	2020
	Month	Month	Financial	Financial
			YTD	YTD
Total trading days	21	21	233	234
(Cash market includes equity, warrant and interest rate market
transactions)
Cash market volume
Total trades	32,481,042	32,615,809	352,726,480	423,267,831
Change onpcp	0%		-17%
Average dailytrades	1,546,716	1,553,134	1,513,848	1,808,837
Change onpcp	0%		-16%
Cash market value
Open trading ($billion)	74.480	92.999	917.595	884.544
Auctions trading ($billion)	32.266	34.373	329.765	368.253
Centre Point($billion)	8.540	9.416	97.508	110.269
On-market value	115.286	136.788	1,344.868	1,363.066
Change onpcp	-16%		-1%
Trade reporting*($billion)	18.125	19.643	197.785	246.391
Total cash market value($billion)	133.411	156.431	1,542.653	1,609.457
Change onpcp	-15%		-4%
On-market average dailyvalue($billion)	5.490	6.514	5.772	5.825
Change onpcp	-16%		-1%
Total average dailyvalue($billion)	6.353	7.449	6.621	6.878
Change onpcp	-15%		-4%
Average valueper trade($)	4,107	4,796	4,374	3,802
Change onpcp	-14%		15%
All Ordinaries Index(average dailymovement)	0.6%	1.3%
Change onpcp	-0.7%
S&P/ASX 200 VIX(average dailyvalue)	12.6	24.7
Change onpcp	-49%

*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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4 June 2021

Trading – Futures

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• In May 2021, average daily futures volume was up 1% and average daily options volume was down 62% on the pcp. Total average daily futures and options on futures volumes was in line with the pcp.

Futures	May	May	May	May
	2021	2020	2021	2020
	Month	Month	Financial	Financial
			YTD	YTD
Futures and options total trading days	21	21	234	235
(includes interest rate, ASX SPI 200, commodities and energy
contracts)
Futures volume
Total contracts	8,520,223	8,463,347	127,484,679	152,468,596
Change onpcp	1%		-16%
Average dailycontracts	405,725	403,017	544,806	648,803
Change onpcp	1%		-16%
Options on futures volume
Total contracts	18,977	49,961	215,828	1,103,032
Change onpcp	-62%		-80%
Average dailycontracts	904	2,379	922	4,694
Change onpcp	-62%		-80%
Total futures and options on futures volume
Total contracts	8,539,200	8,513,308	127,700,507	153,571,628
Change onpcp	0%		-17%
Average dailycontracts	406,629	405,396	545,729	653,496
Change onpcp	0%		-16%

Volume of futures trading by individual contract is available at the following link: http://www2.asx.com.au/content/dam/asx/documents/unlinked-docs/finance-reports/2021/monthly-futures-markets-report-210531.pdf

Clearing – OTC Markets

 In May 2021, the notional value of OTC interest rate derivative contracts centrally cleared was $122.951 billion, compared to $652.233 billion in the pcp.

OTC Markets	May	May	May	May
	2021	2020	2021	2020
	Month	Month	Financial	Financial
			YTD	YTD
Total notional cleared value($billion)	122.951	652.233	4,845.500	12,027.879
Change onpcp	-81%		-60%
Open notional cleared value ($billion)	3,066.226	5,848.885
(at end of month)
Change onpcp	-48%

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4 June 2021

Trading – Equity Options

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• In May 2021, single stock options average daily contracts traded were down 1% and index options average daily contracts traded were down 19% on the pcp.

Equity Options	May	May	May	May
	2021	2020	2021	2020
	Month	Month	Financial	Financial
			YTD	YTD
Exchange-traded options total trading days	21	21	233	234
(includes single stock equityoptions and index options)
Single stock equityoptions volume
Total contracts	4,561,888	4,619,937	51,710,589	60,488,844
Change onpcp	-1%		-15%
Average dailycontracts	217,233	219,997	221,934	258,499
Change onpcp	-1%		-14%
Index options volume
Total contracts	408,645	504,388	4,802,266	9,288,981
Change onpcp	-19%		-48%
Average dailycontracts	19,459	24,018	20,611	39,697
Change onpcp	-19%		-48%

Clearing – Exchange-Traded Markets

• Participant margin balances held on balance sheet at month-end totalled $11.5 billion in May 2021, compared to $12.0 billion in May 2020.

ASX Clearing Corporation	May	May	May	May
Collateral Balances – At End of Month	2021	2020	2021	2020
	Month	Month	Financial	Financial
			YTD	YTD
Cash margins held on balance sheet:
- ASX Clear($billion)	1.1	1.7
- ASX Clear(Futures) ($billion)	10.0	9.5
Cash equivalents held on balance sheet – ASX Clear	0.4	0.8
(Futures) ($billion)
Total cash margins held on balance sheet	11.5	12.0
Change onpcp	-4%
Collateral cash cover held off balance sheet (equities	3.5	3.0
andguarantees)– ASX Clear($billion)
Change onpcp	17%
Total billable cash market value cleared($billion)	124.309	146.863	1,461.072	1,484.291
Change onpcp	-15%		-2%

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4 June 2021

Settlement

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• The value of securities held in CHESS was 26% higher than the pcp. The number of dominant settlement messages in May 2021 was 8% lower than pcp.

• The value of securities held in Austraclear was 14% higher than the pcp.

ASX Settlement	May	May	May	May
	2021	2020	2021	2020
	Month	Month	Financial	Financial
			YTD	YTD
Value of CHESS holdings –period end($billion)	2,598.1	2,055.0
Change onpcp	26%
Dominant settlement messages(million)	1.882	2.048	20.995	20.240
Change onpcp	-8%		4%
Austraclear Settlement and Depository
Austraclear securities holdings –period end($billion)	2,644.3	2,320.9
Change onpcp	14%

Participants

• During the month of May, Equity Trustee Wealth Services Limited resigned as an ASX Settlement Participant, and Jarden Australia Limited was admitted as an ASX Trading Participant.

ASX Market Participants1	May	May
	2021	2020
	Month	Month
New admissions	1	0
Resignations and removals	1	0
Market/Clearing/Settlement Participants at month end	106	111
ASX Futures Participants
New admissions	0	1
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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4 June 2021

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

Analysts/Investors

David Park Josie Ashton Corporate Communications Adviser Head of Investor Relations T +61 2 9227 0010 T +61 2 9227 0646 M 0429 595 788 M 0416 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 June 2021