ASX LIMITED — Interim / Quarterly Report 2021

Feb 3, 2021

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4 February 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 – JANUARY 2021

Attached is a copy of the ASX Group Monthly Activity Report for January 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 February 2021

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ASX Group Monthly Activity Report – January 2021

Listings and Capital Raisings

 In January 2021, total capital raised was $1.1 billion, down 19% on the previous corresponding period (pcp).

Listings and Capital Raisings	January	January	January	January
	2021	2020	2021	2020
	Month	Month	Financial	Financial
			YTD	YTD
New listed entities admitted	9	7	94	62
De-listings	10	3	83	87
Total listed entities(at end of month)	2,199	2,244
Change onpcp	-2%
Initial capital raised($million)	172	86	17,930	9,157
Change onpcp	100%		96%
Secondarycapital raised($million)	788	850	32,055	31,130
Other capital raised includingscrip-for-scrip ($million)	111	389	3,034	3,071
Total secondarycapital raised($million)	899	1,239	35,089	34,201
Change onpcp	-27%		3%
Total capital raised including other($million)	1,071	1,325	53,019	43,358
Change onpcp	-19%		22%

Market Announcement 1/6

4 February 2021

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

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• In January 2021, the average daily number of trades was 8% lower than the pcp. The average daily value traded onmarket of $5.4 billion was up 21% on the pcp.

• Volatility (as measured by the average daily movement in the All Ordinaries Index) was 0.7% in January (compared to 0.6% in the pcp).

• Expected future volatility (as measured by the S&P/ASX 200 VIX) in January was an average of 14.4 (compared to 12.4 in the pcp).

Cash Markets	January	January	January	January
	2021	2020	2021	2020
	Month	Month	Financial	Financial
			YTD	YTD
Total trading days	19	21	149	151
(Cash market includes equity, warrant and interest rate market
transactions)
Cash market volume
Total trades	26,765,134	32,169,426	220,873,936	247,049,306
Change onpcp	-17%		-11%
Average dailytrades	1,408,691	1,531,877	1,482,375	1,636,088
Change onpcp	-8%		-9%
Cash market value
Open trading ($billion)	69.464	59.779	600.072	458.362
Auctions trading ($billion)	26.279	27.051	204.443	213.752
Centre Point($billion)	7.573	7.510	60.623	60.981
On-market value	103.316	94.340	865.138	733.095
Change onpcp	10%		18%
Trade reporting*($billion)	12.783	14.730	123.137	149.801
Total cash market value($billion)	116.099	109.070	988.275	882.896
Change onpcp	6%		12%
On-market average dailyvalue($billion)	5.438	4.492	5.806	4.855
Change onpcp	21%		20%
Total average dailyvalue($billion)	6.110	5.194	6.633	5.847
Change onpcp	18%		13%
Average valueper trade($)	4,338	3,390	4,474	3,574
Change onpcp	28%		25%
All Ordinaries Index(average dailymovement)	0.7%	0.6%
Change onpcp	0.1%
S&P/ASX 200 VIX(average dailyvalue)	14.4	12.4
Change onpcp	16%

*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 February 2021

Trading – Futures

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• In January 2021, average daily futures volume was down 32% and average daily options volume was down 77% on the pcp. Total average daily futures and options on futures volumes was down 32% on the pcp.

Futures	January	January	January	January
	2021	2020	2021	2020
	Month	Month	Financial	Financial
			YTD	YTD
Futures and options total trading days	20	22	150	152
(includes interest rate, ASX SPI 200, commodities and energy
contracts)
Futures volume
Total contracts	7,302,711	11,762,935	79,919,456	97,319,315
Change onpcp	-38%		-18%
Average dailycontracts	365,136	534,679	532,796	640,259
Change onpcp	-32%		-17%
Options on futures volume
Total contracts	22,503	109,357	156,895	793,596
Change onpcp	-79%		-80%
Average dailycontracts	1,125	4,971	1,046	5,221
Change onpcp	-77%		-80%
Total futures and options on futures volume
Total contracts	7,325,214	11,872,292	80,076,351	98,112,911
Change onpcp	-38%		-18%
Average dailycontracts	366,261	539,650	533,842	645,480
Change onpcp	-32%		-17%

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-210131.pdf.

Clearing – OTC Markets

 In January 2021, the notional value of OTC interest rate derivative contracts centrally cleared was $215.5 billion, compared to $1,215.9 billion in the pcp.

OTC Markets	January	January	January	January
	2021	2020	2021	2020
	Month	Month	Financial	Financial
			YTD	YTD
Total notional cleared value($billion)	215.525	1,215.871	3,995.116	8,275.087
Change onpcp	-82%		-52%
Open notional cleared value ($billion)	4,007.300	6,384.446
(at end of month)
Change onpcp	-37%

Market Announcement 3/6

4 February 2021

Trading – Equity Options

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• In January 2021, single stock options average daily contracts traded were down 6% and index options average daily contracts traded were down 57% on the pcp.

Equity Options	January	January	January	January
	2021	2020	2021	2020
	Month	Month	Financial	Financial
			YTD	YTD
Exchange-traded options total trading days	19	21	149	151
(includes single stock equityoptions and index options)
Single stock equityoptions volume
Total contracts	4,212,287	4,931,528	33,336,061	38,859,191
Change onpcp	-15%		-14%
Average dailycontracts	221,699	234,835	223,732	257,346
Change onpcp	-6%		-13%
Index options volume
Total contracts	351,406	913,176	3,177,162	5,571,993
Change onpcp	-62%		-43%
Average dailycontracts	18,495	43,485	21,323	36,901
Change onpcp	-57%		-42%

Clearing – Exchange-Traded Markets

• Participant margin balances held on balance sheet at month-end totalled $12.2 billion in January 2021, compared to $10.5 billion in January 2020.

ASX Clearing Corporation	January	January	January	January
Collateral Balances – At End of Month	2021	2020	2021	2020
	Month	Month	Financial	Financial
			YTD	YTD
Cash margins held on balance sheet:
- ASX Clear($billion)	1.1	0.7
- ASX Clear(Futures) ($billion)	10.8	8.7
Cash equivalents held on balance sheet – ASX Clear	0.3	1.1
(Futures) ($billion)
Total cash margins held on balance sheet	12.2	10.5
Change onpcp	16%
Collateral cash cover held off balance sheet (equities	3.3	3.5
andguarantees)– ASX Clear($billion)
Change onpcp	-6%
Total billable cash market value cleared($billion)	113.126	104.756	939.518	806.896
Change onpcp	8%		16%

Market Announcement 4/6

4 February 2021

Settlement

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• The value of securities held in CHESS was 1% higher than the pcp. The number of dominant settlement messages in January 2021 was 9% higher than pcp.

• The value of securities held in Austraclear was 22% higher than the pcp.

ASX Settlement	January	January	January	January
	2021	2020	2021	2020
	Month	Month	Financial	Financial
			YTD	YTD
Value of CHESS holdings –period end($billion)	2,393.6	2,376.7
Change onpcp	1%
Dominant settlement messages(million)	1.553	1.423	13.067	11.461
Change onpcp	9%		14%
Austraclear Settlement and Depository
Austraclear securities holdings –period end($billion)	2,581.6	2,111.7
Change onpcp	22%

Participants

During the month of January, National Stock Exchange of Australia resigned as an ASX Settlement Participant.

ASX Market Participants1	January	January
	2021	2020
	Month	Month
New admissions	0	0
Resignations and removals	1	0
Market/Clearing/Settlement Participants at month end	108	111
ASX Futures Participants
New admissions	0	0
Resignations and removals	0	0
Trading/ClearingParticipants at month end	48	47

1 Figures exclude Special Settlement Participants set up to effect a specific corporate action as their participation is only temporary. 4 February 2021

Market Announcement 5/6

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 February 2021