ASX LIMITED 4 January 2019 | |
Australian Securities and Investments Commission | ASX Market Announcements Office |
Mr Oliver Harvey | ASX Limited |
Senior Executive Leader, Financial Market Infrastructure | 20 Bridge Street |
Level 5, 100 Market Street | SYDNEY NSW 2000 |
SYDNEY NSW 2000 | |
ASX GROUP MONTHLY ACTIVITY REPORT - DECEMBER 2018 |
Attached is a copy of the ASX Group Monthly Activity Report for December 2018.
Daniel Csillag Company Secretary
ASX Limited ABN 98 008 624 691
20 Bridge Street Sydney NSW 2000
PO Box H224
Australia Square NSW 1215
Customer service 13 12 79 asx.com.au
Market Announcement
4 January 2019
ASX Group Monthly Activity Report - December 2018
Listings and Capital Raisings
x In December 2018, total capital raised was $8.2 billion, down 34% on the previous corresponding period (pcp).
x In calendar year 2018, 132 new listed entities listed, compared to 143 in calendar year 2017. Total capital raised in calendar year 2018 totalled $98.9 billion, compared to $64.0 billion in calendar year 2017.
Listings and Capital Raisings | December | December | December | December |
2018 | 2017 | 2018 | 2017 | |
Month | Month | Financial | Financial | |
YTD | YTD | |||
New listed entities admitted | 14 | 15 | 72 | 77 |
De-listings | 20 | 5 | 73 | 41 |
Total listed entities (at end of month) | 2,284 | 2,275 | ||
Change on pcp | 0% | |||
Initial capital raised ($million) | 1,014 | 1,589 | 32,082 | 10,973 |
Change on pcp | -36% | 192% | ||
Secondary capital raised ($million) | 5,007 | 5,673 | 23,193 | 23,850 |
Other capital raised including scrip-for-scrip ($million) | 2,141 | 5,057 | 6,698 | 10,004 |
Total secondary capital raised ($million) | 7,148 | 10,730 | 29,891 | 33,854 |
Change on pcp | -33% | -12% | ||
Total capital raised including other ($million) | 8,162 | 12,319 | 61,973 | 44,827 |
Change on pcp | -34% | 38% | ||
4 January 2019 |
Trading - Cash Markets (including equities, interest rate and warrant trades)
x In December 2018, the average daily number of trades was 26% higher than the pcp. The average daily value traded on-market of $4.9 billion was up 21% on the pcp.
x In calendar year 2018, the average daily number of trades was 1,260,560 which was 13% higher than in calendar year 2017, and the average daily value traded on-market was $4.4 billion which was 6% higher.
x Volatility (as measured by the average daily movement in the All Ordinaries Index) was 0.9% in December up on the previous month 0.6%.
x Expected future volatility (as measured by the S&P/ASX 200 VIX) in December was an average of 17.6 (compared to 16.2 in November).
Cash Markets
December 2018 MonthDecember 2017 MonthDecember 2018 FinancialDecember 2017 Financial
YTD
YTD
Total trading days
19
19
129
128
(Cash market includes equity, warrant and interest rate market transactions)
Cash market volume
Total trades
Change on pcp
Average daily trades
Change on pcp
26,038,415 26% 1,370,443 26%
20,692,946
171,273,479 18%
144,880,060
1,089,102
1,327,701 17%
1,131,875
Cash market value
Open trading ($billion) Auctions trading ($billion) Centre Point ($billion)
On-market value Change on pcp
54.140 29.903 8.129 92.172 21%
46.663 21.528 8.095 76.286
368.321 161.193 57.168 586.682 15%
334.219 122.471 53.437 510.127
Trade reporting* ($billion)
13.592
14.456
104.162
89.346
Total cash market value ($billion)
Change on pcp
105.764 17%
90.742
690.844 15%
599.473
On-market average daily value ($billion) Change on pcp
4.851 21%
4.015
4.548 14%
3.985
Total average daily value ($billion) Change on pcp
5.567 17%
4.776
5.355 14%
4.683
Average value per trade ($) Change on pcp
4,062 -7%
4,385
4,034 -3%
4,138
*Trade reporting means the value of trades executed outside the order book of ASX that is subsequently reported to ASX for publication
Trading - Futures
x In December 2018, average daily futures and options on futures volumes were up 11% on the pcp. Average daily futures volume was up 11% and average daily options volume was up 67% on the pcp.
x In calendar year 2018, average daily futures and options on futures volume was 626,223 which was 8% higher than in the calendar year 2017.
Futures
December 2018 MonthDecember 2017 MonthDecember 2018 FinancialDecember 2017 Financial
YTD
YTD
Futures and options total trading days
19
19
129
128
(includes interest rate, ASX SPI 200, commodities and energy contracts)
Futures volume
Total contracts Change on pcp Average daily contracts
16,856,487 11% 887,184
15,203,685
77,918,646 5%
73,975,204
800,194
604,021
577,931
Options on futures volume
Total contracts Change on pcp Average daily contracts
54,292 67% 2,857
32,513 1,711
517,893 0%
517,058
4,015
4,040
Total futures and options on futures volume
Total contracts
Change on pcp
Average daily contracts
Change on pcp
16,910,779 11% 890,041 11%
15,236,198
78,436,539 5%
74,492,262
801,905
608,035 4%
581,971
Volume of futures trading by individual contract is available at the following link:https://www.asx.com.au/data/market-reports/MonthlyFuturesMarketsReport181231.pdf
Clearing - OTC Markets
x In December 2018, the notional value of OTC interest rate derivative contracts centrally cleared was $285 billion, compared to $470 billion in the pcp.
x In calendar year 2018, the notional value of OTC interest rate derivative contracts centrally cleared was $5,213.3 billion compared to $6,143.8 billion in calendar year 2017.
OTC Markets
December 2018 MonthDecember 2017 MonthDecember 2018 FinancialDecember 2017 Financial
YTD
YTD
Total notional cleared value ($billion) Change on pcp
Open notional cleared value ($billion) (at end of month)
285.335 -39% 3,185.268
469.762
2,036.538 -35%
3,137.550
3,473.810
Change on pcp
-8%
Trading - Equity Options
x In December 2018, single stock options average daily contracts traded were down 1% and index options average daily contracts traded were up 27% on the pcp.
x In calendar year 2018, the average daily number of single stock options was 296,280 which was 17% lower and the average daily number of index options was 50,294 which was 18% higher than in calendar year 2017.
Equity Options
December 2018 MonthDecember 2017 MonthDecember 2018 FinancialDecember 2017 Financial
YTD
YTD
Exchange-traded options total trading days
19
19
129
128
(includes single stock equity options and index options)
Single stock equity options volume
Total contracts
Change on pcp
Average daily contracts
Change on pcp
5,952,708 -1% 313,300 -1%
6,039,696
36,635,525 -12%
41,767,870
317,879
283,996 -13%
326,311
Index options volume
Total contracts Change on pcp Average daily contracts Change on pcp
994,440 27% 52,339 27%
785,650
6,195,783 4%
5,932,453
41,350
48,029 4%
46,347
Clearing - Exchange-Traded Markets
x
Participant margin balances held on balance sheet at month-end totalled $7.3 billion in December 2018 compared to $7.0 billion in December 2017.
ASX Clearing Corporation
December 2018 MonthDecember 2017 MonthDecember 2018 FinancialDecember 2017 Financial
Collateral Balances - At End of Month
YTD
YTD
Cash margins held on balance sheet:
- ASX Clear ($billion)
- ASX Clear (Futures) ($billion)
Cash equivalents held on balance sheet - ASX Clear (Futures) ($billion)
0.6 5.9 0.8
0.4 6.2 0.4
Collateral cash cover held off balance sheet (equities and guarantees) - ASX Clear ($billion)
3.0
3.4
Total billable cash market value cleared ($billion)
99.593
85.695
645.378
579.932
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Disclaimer
ASX Limited published this content on 04 January 2019 and is solely responsible for the information contained herein. Distributed by Public, unedited and unaltered, on 04 January 2019 00:28:06 UTC
