The FINANCIAL -- Listings and Capital Raisings -- In June 2018, total capital raised was $4.6 billion, up 29% on the previous corresponding period.
Trading – Cash Markets
In June 2018, the average daily number of trades was 2% higher than the pcp. The average daily value traded onmarket
of $4.8 billion was down 1% on the pcp.
Volatility (as measured by the average daily movement in the All Ordinaries Index) was 0.4% in June up on the
previous month (0.3%).
Expected future volatility (as measured by the S&P/ASX 200 VIX) in June was an average of 11.7 (compared to 12.0
in May).
Trading – Futures
In June 2018, average daily futures and options on futures volumes were up 5% on the pcp. Average daily futures
volume was up 5% and average daily options volume was up 12% on the pcp.
Clearing – OTC Markets
In June 2018, the notional value of OTC interest rate derivative contracts centrally cleared was $450 billion,
compared to $520 billion in the pcp.
Trading – Equity Options
In June 2018, the average daily number of exchange-traded options was down 11% on the pcp. Single stock options
average daily contracts traded were down 16% and index options average daily contracts traded were up 30% on
the pcp.
Clearing – Exchange-Traded Markets
Participant margin balances held on balance sheet at month-end totalled $8.3 billion in June 2018 compared to
$7.9 billion in June 2017.
Settlement
The value of securities held in CHESS was 15% higher than the pcp. The number of dominant settlement messages
in June 2018 was 9% higher than the pcp.
The value of securities held in Austraclear was 5% higher than the pcp.
Participants
During the month of June there were no admissions or resignations.
