ASX LIMITED — Interim / Quarterly Report 2020

Jan 6, 2021

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7 January 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 – DECEMBER 2020

Attached is a copy of the ASX Group Monthly Activity Report for December 2020.

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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7 January 2021

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ASX Group Monthly Activity Report – December 2020

Listings and Capital Raisings

 In December 2020, total capital raised was $18.6 billion, up 61% on the previous corresponding period (pcp).

Listings and Capital Raisings	December	December	December	December
	2020	2019	2020	2019
	Month	Month	Financial	Financial
			YTD	YTD
New listed entities admitted	33	20	85	55
De-listings	9	17	73	84
Total listed entities(at end of month)	2,200	2,240
Change onpcp	-2%
Initial capital raised($million)	7,082	3,113	17,758	9,071
Change onpcp	127%		96%
Secondarycapital raised($million)	10,694	8,052	31,267	30,280
Other capital raised includingscrip-for-scrip ($million)	845	433	2,923	2,682
Total secondarycapital raised($million)	11,539	8,485	34,190	32,962
Change onpcp	36%		4%
Total capital raised including other($million)	18,621	11,598	51,948	42,033
Change onpcp	61%		24%

 In calendar year 2020, 113 new entities listed, compared to 94 in calendar year 2019. Total capital raised in calendar year 2020 totalled $107.1 billion, compared to $66.3 billion in calendar year 2019.

Market Announcement 1/6

7 January 2021

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

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• In December 2020, the average daily number of trades was 6% lower than the pcp. The average daily value traded on-market of $5.6 billion was up 22% on the pcp.

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

• Expected future volatility (as measured by the S&P/ASX 200 VIX) in December was an average of 13.8 (compared to 12.0 in the pcp).

Cash Markets	December	December	December	December
	2020	2019	2020	2019
	Month	Month	Financial	Financial
			YTD	YTD
Total trading days	21	20	130	130
(Cash market includes equity, warrant and interest rate market
transactions)
Cash market volume
Total trades	29,103,252	29,418,743	194,108,802	214,879,880
Change onpcp	-1%		-10%
Average dailytrades	1,385,869	1,470,937	1,493,145	1,652,922
Change onpcp	-6%		-10%
Cash market value
Open trading ($billion)	77.461	54.236	530.608	398.583
Auctions trading ($billion)	31.486	30.441	178.164	186.701
Centre Point($billion)	8.887	7.394	53.050	53.471
On-market value	117.834	92.071	761.822	638.755
Change onpcp	28%		19%
Trade reporting*($billion)	17.138	17.136	110.354	135.071
Total cash market value($billion)	134.972	109.207	872.176	773.826
Change onpcp	24%		13%
On-market average dailyvalue($billion)	5.611	4.604	5.860	4.914
Change onpcp	22%		19%
Total average dailyvalue($billion)	6.427	5.460	6.709	5.953
Change onpcp	18%		13%
Average valueper trade($)	4,638	3,712	4,493	3,601
Change onpcp	25%		25%
All Ordinaries Index(average dailymovement)	0.6%	0.6%
Change onpcp	0%
S&P/ASX 200 VIX(average dailyvalue)	13.8	12.0
Change onpcp	15%

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

• In calendar year 2020, the average daily number of trades was 1,725,560 which was 8% higher than in calendar year 2019, and the average daily value traded on-market was $6.5 billion which was 34% higher.

Market Announcement 2/6

7 January 2021

Trading – Futures

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• In December 2020, average daily futures volume was down 22% and average daily options volume was down 83% on the pcp. Total average daily futures and options on futures volumes was down 23% on the pcp.

Futures	December	December	December	December
	2020	2019	2020	2019
	Month	Month	Financial	Financial
			YTD	YTD
Futures and options total trading days	21	20	130	130
(includes interest rate, ASX SPI 200, commodities and energy
contracts)
Futures volume
Total contracts	14,690,195	18,007,593	72,616,745	85,556,380
Change onpcp	-18%		-15%
Average dailycontracts	699,533	900,380	558,590	658,126
Change onpcp	-22%		-15%
Options on futures volume
Total contracts	22,316	126,265	134,392	684,239
Change onpcp	-82%		-80%
Average dailycontracts	1,063	6,313	1,034	5,263
Change onpcp	-83%		-80%
Total futures and options on futures volume
Total contracts	14,712,511	18,133,858	72,751,137	86,240,619
Change onpcp	-19%		-16%
Average dailycontracts	700,596	906,693	559,624	663,389
Change onpcp	-23%		-16%

• In calendar year 2020, average daily futures and options on futures volume was 606,033 which was 14% lower than in calendar year 2019.

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/monthly-futures-markets-report-201231.pdf

Clearing – OTC Markets

 In December 2020, the notional value of OTC interest rate derivative contracts centrally cleared was $814.6 billion, compared to $1,447.2 billion in the pcp.

OTC Markets	December	December	December	December
	2020	2019	2020	2019
	Month	Month	Financial	Financial
			YTD	YTD
Total notional cleared value($billion)	814.632	1,447.212	3,779.591	7,059.216
Change onpcp	-44%		-46%
Open notional cleared value ($billion)	4,039.552	5,829.372
(at end of month)
Change onpcp	-31%

• In the calendar year 2020, the notional value of OTC interest rate derivative contracts centrally cleared was $9,174.7 billion compared to $14,733.3 billion in calendar year 2019.

Market Announcement 3/6

7 January 2021

Trading – Equity Options

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• In December 2020, single stock options average daily contracts traded were down 15% and index options average daily contracts traded were down 57% on the pcp.

Equity Options	December	December	December	December
	2020	2019	2020	2019
	Month	Month	Financial	Financial
			YTD	YTD
Exchange-traded options total trading days	21	20	130	130
(includes single stock equityoptions and index options)
Single stock equityoptions volume
Total contracts	4,690,994	5,247,456	29,123,774	33,927,663
Change onpcp	-11%		-14%
Average dailycontracts	223,381	262,373	224,029	260,982
Change onpcp	-15%		-14%
Index options volume
Total contracts	366,650	813,978	2,825,756	4,658,817
Change onpcp	-55%		-39%
Average dailycontracts	17,460	40,699	21,737	35,837
Change onpcp	-57%		-39%

• In calendar year 2020, the average daily number of single stock options was 239,568 which was 15% lower and the average daily number of index options was 31,407 which was 18% lower than in calendar year 2019.

Clearing – Exchange-Traded Markets

 Participant margin balances held on balance sheet at month-end totalled $12.3 billion in December 2020, compared to $10.5 billion in December 2019.

ASX Clearing Corporation	December	December	December	December
Collateral Balances – At End of Month	2020	2019	2020	2019
	Month	Month	Financial	Financial
			YTD	YTD
Cash margins held on balance sheet:
- ASX Clear($billion)	0.7	0.6
- ASX Clear(Futures) ($billion)	11.3	9.0
Cash equivalents held on balance sheet – ASX Clear	0.3	0.9
(Futures) ($billion)
Total cash margins held on balance sheet	12.3	10.5
Change onpcp	17%
Collateral cash cover held off balance sheet (equities	3.3	3.4
andguarantees)– ASX Clear($billion)
Change onpcp	-3%
Total billable cash market value cleared($billion)	126.741	100.136	826.392	702.140
Change onpcp	27%		18%

Market Announcement 4/6

7 January 2021

Settlement

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• The value of securities held in CHESS was 5% higher than the pcp. The number of dominant settlement messages in December 2020 was 30% higher than pcp.

• The value of securities held in Austraclear was 23% higher than the pcp.

ASX Settlement	December	December	December	December
	2020	2019	2020	2019
	Month	Month	Financial	Financial
			YTD	YTD
Value of CHESS holdings –period end($billion)	2,390.1	2,274.1
Change onpcp	5%
Dominant settlement messages(million)	1.912	1.475	11.514	10.038
Change onpcp	30%		15%
Austraclear Settlement and Depository
Austraclear securities holdings –period end($billion)	2,583.7	2,097.0
Change onpcp	23%

Participants

During the month of December, there were no admissions or resignations.

ASX Market Participants1	December	December
	2020	2019
	Month	Month
New admissions	0	0
Resignations and removals	0	0
Market/Clearing/Settlement Participants at month end	109	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. 7 January 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

7 January 2021