ASX : Monthly Activity Report - September 2020

7 October 2020
Australian Securities and Investments Commission	ASX Market Announcements Office
Mr Nathan Bourne	ASX Limited
Senior Executive Leader, Market Infrastructure	20 Bridge Street
Level 5, 100 Market Street	SYDNEY NSW 2000
SYDNEY NSW 2000

ASX GROUP MONTHLY ACTIVITY REPORT - SEPTEMBER 2020

Attached is a copy of the ASX Group Monthly Activity Report for September 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
ASX Limited ABN 98 008 624 691	Australia Square NSW 1215	asx.com.au

Market Announcement

7 October 2020

ASX Group Monthly Activity Report - September 2020

Listings and Capital Raisings

• In September 2020, total capital raised was $7.9 billion, up 46% on the previous corresponding period (pcp).

Listings and Capital Raisings	September	September	September	September
	2020	2019	2020	2019
	Month	Month	Financial	Financial
			YTD	YTD
New listed entities admitted	9	7	22	18
De-listings	12	10	46	45
Total listed entities (at end of month)	2,164	2,242
Change on pcp	-3%
Initial capital raised ($million)	1,649	560	2,306	1,637
Change on pcp	194%		41%
Secondary capital raised ($million)	5,453	4,446	13,749	12,049
Other capital raised including scrip-for-scrip ($million)	817	403	1,224	1,406
Total secondary capital raised ($million)	6,270	4,849	14,973	13,455
Change on pcp	29%		11%
Total capital raised including other ($million)	7,919	5,409	17,279	15,092
Change on pcp	46%		14%

7 October 2020

Market Announcement 1/6

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

• In September 2020, the average daily number of trades was 10% lower than the pcp. The average daily value traded on-market of $6.2 billion was up 14% on the pcp.
• Volatility (as measured by the average daily movement in the All Ordinaries Index) was 1.1% in September (compared to 0.3% in the pcp).
• Expected future volatility (as measured by the S&P/ASX 200 VIX) in September was an average of 20.8 (compared to 13.1 in the pcp).

Cash Markets	September	September	September	September
	2020	2019	2020	2019
	Month	Month	Financial	Financial
			YTD	YTD
Total trading days	22	21	66	66
(Cash market includes equity, warrant and interest rate market
transactions)
Cash market volume
Total trades	34,409,738	36,295,243	99,630,774	112,882,356
Change on pcp	-5%		-12%
Average daily trades	1,564,079	1,728,345	1,509,557	1,710,339
Change on pcp	-10%		-12%
Cash market value
Open trading ($billion)	92.488	68.287	275.825	210.764
Auctions trading ($billion)	33.609	36.382	88.000	97.396
Centre Point ($billion)	9.548	8.605	26.732	28.352
On-market value	135.645	113.274	390.557	336.512
Change on pcp	20%		16%
Trade reporting* ($billion)	21.770	27.501	56.817	76.874
Total cash market value ($billion)	157.415	140.775	447.374	413.386
Change on pcp	12%		8%
On-market average daily value ($billion)	6.166	5.394	5.918	5.099
Change on pcp	14%		16%
Total average daily value ($billion)	7.155	6.704	6.778	6.263
Change on pcp	7%		8%
Average value per trade ($)	4,575	3,879	4,490	3,662
Change on pcp	18%		23%
All Ordinaries Index (average daily movement)	1.1%	0.3%
Change on pcp	0.8%
S&P/ASX 200 VIX (average daily value)	20.8	13.1
Change on pcp	59%

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

7 October 2020

Market Announcement 2/6

Trading - Futures

• In September 2020, average daily futures volume was down 16% and average daily options volume was down 79% on the pcp. Total average daily futures and options on futures volumes was down 17% on the pcp.

Futures	September	September	September	September
	2020	2019	2020	2019
	Month	Month	Financial	Financial
			YTD	YTD
Futures and options total trading days	22	21	66	66
(includes interest rate, ASX SPI 200, commodities and energy
contracts)
Futures volume
Total contracts	18,168,847	20,749,238	36,645,248	44,644,176
Change on pcp	-12%		-18%
Average daily contracts	825,857	988,059	555,231	676,427
Change on pcp	-16%		-18%
Options on futures volume
Total contracts	30,934	140,121	78,728	353,386
Change on pcp	-78%		-78%
Average daily contracts	1,406	6,672	1,193	5,354
Change on pcp	-79%		-78%
Total futures and options on futures volume
Total contracts	18,199,781	20,889,359	36,723,976	44,997,562
Change on pcp	-13%		-18%
Average daily contracts	827,263	994,731	556,424	681,781
Change on pcp	-17%		-18%

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-200930.pdf

Clearing - OTC Markets

• In September 2020, the notional value of OTC interest rate derivative contracts centrally cleared was $802.9 billion, compared to $1,425.7 billion in the pcp.

OTC Markets	September	September	September	September
	2020	2019	2020	2019
	Month	Month	Financial	Financial
			YTD	YTD
Total notional cleared value ($billion)	802.910	1,425.680	1,869.971	3,901.726
Change on pcp	-44%		-52%
Open notional cleared value ($billion)	4,917.111	7,360.700
(at end of month)
Change on pcp	-33%

7 October 2020

Market Announcement 3/6