ASX LIMITED 6 January 2023 | |
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 - DECEMBER 2022
Attached is a copy of the ASX Group Monthly Activity Report for December 2022.
Release of market announcement authorised by:
Johanna O'Rourke
Acting Group General Counsel and 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
6 January 2023
ASX Group Monthly Activity Report - December 2022
Listings and Capital Raisings
- In December 2022, total capital raised was $4.4 billion, down 82% on the previous corresponding period (pcp).
Listings and Capital Raisings | December | December | December | December |
2022 | 2021 | 2022 | 2021 | |
Month | Month | Financial | Financial | |
YTD | YTD | |||
New listed entities admitted | 8 | 26 | 40 | 150 |
De-listings | 9 | 11 | 65 | 79 |
Total listed entities (at end of month) | 2,292 | 2,299 | - | - |
Change on pcp | 0% | - | - | - |
Initial capital raised ($million) | 829 | 3,084 | 1,995 | 29,661 |
Change on pcp | -73% | - | -93% | - |
Secondary capital raised ($million) | 2,839 | 12,007 | 26,665 | 40,938 |
Other capital raised including scrip-for-scrip ($million) | 704 | 9,832 | 3,511 | 19,685 |
Total secondary capital raised ($million) | 3,543 | 21,839 | 30,176 | 60,623 |
Change on pcp | -84% | - | -50% | - |
Total capital raised including other ($million) | 4,372 | 24,923 | 32,171 | 90,284 |
Change on pcp | -82% | - | -64% | - |
- In calendar year 2022, 107 new entities listed, compared to 241 in calendar year 2021. Total capital raised in calendar year 2022 totalled $197.2 billion, compared to $140.8 billion in calendar year 2021.
6 January 2023 | Market Announcement 1/6 |
Trading - Cash Markets (including equities, interest rate and warrant trades)
- In December 2022, the average daily number of trades was down 17% on the pcp. The average daily value traded on-market of $5.265 billion was down 8% on the pcp.
- Volatility (as measured by the average daily movement in the All Ordinaries Index) was 0.7% in December, up 0.2% on pcp.
- Future volatility (as measured by the S&P/ASX 200 VIX) in December was an average of 12.6, consistent with pcp.
Cash Markets | December | December | December | December |
2022 | 2021 | 2022 | 2021 | |
Month | Month | Financial | Financial | |
YTD | YTD | |||
Total trading days | 20 | 21 | 128 | 130 |
(Cash market includes equity, warrant and interest rate market | ||||
transactions) | ||||
Cash market volume | ||||
Total trades | 26,205,065 | 33,103,553 | 198,555,800 | 213,187,353 |
Change on pcp | -21% | - | -7% | - |
Average daily trades | 1,310,253 | 1,576,360 | 1,551,217 | 1,639,903 |
Change on pcp | -17% | - | -5% | - |
Cash market value | ||||
Open trading ($billion) | 62.158 | 74.512 | 449.923 | 530.428 |
Auctions trading ($billion) | 32.819 | 35.897 | 217.241 | 212.521 |
Centre Point ($billion) | 10.326 | 9.263 | 65.643 | 62.382 |
On-market value | 105.303 | 119.672 | 732.807 | 805.331 |
Change on pcp | -12% | - | -9% | - |
Trade reporting* ($billion) | 16.763 | 18.577 | 116.318 | 124.262 |
Total cash market value ($billion) | 122.066 | 138.249 | 849.125 | 929.593 |
Change on pcp | -12% | - | -9% | - |
On-market average daily value ($billion) | 5.265 | 5.699 | 5.725 | 6.195 |
Change on pcp | -8% | - | -8% | - |
Total average daily value ($billion) | 6.103 | 6.583 | 6.634 | 7.151 |
Change on pcp | -7% | - | -7% | - |
Average value per trade ($) | 4,658 | 4,176 | 4,277 | 4,360 |
Change on pcp | 12% | - | -2% | - |
All Ordinaries Index (average daily movement) | 0.7% | 0.5% | - | - |
Change on pcp | 0.2% | - | - | - |
S&P/ASX 200 VIX (average daily value) | 12.6 | 12.6 | - | - |
Change on pcp | 0% | - | - | - |
*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 2022, the average daily number of trades was 1,727,667, which was 9% higher than in calendar year 2021, and the average daily value traded on-market was $6.414 billion, which was 8% higher.
6 January 2023 | Market Announcement 2/6 |
Trading - Futures
- In December 2022, average daily futures volume was up 7% on pcp and average daily options volume was down 39% on the pcp. Total average daily futures and options on futures volumes was up 7% on pcp.
Futures | December | December | December | December |
2022 | 2021 | 2022 | 2021 | |
Month | Month | Financial | Financial | |
YTD | YTD | |||
Futures and options total trading days | 20 | 21 | 129 | 130 |
(includes interest rate, ASX SPI 200, commodities and energy | ||||
contracts) | ||||
Futures volume | ||||
Total contracts | 12,493,413 | 12,229,123 | 65,610,400 | 66,692,144 |
Change on pcp | 2% | - | -2% | - |
Average daily contracts | 624,671 | 582,339 | 508,608 | 513,016 |
Change on pcp | 7% | - | -1% | - |
Options on futures volume | ||||
Total contracts | 5,197 | 8,993 | 48,822 | 63,845 |
Change on pcp | -42% | - | -24% | - |
Average daily contracts | 260 | 428 | 378 | 491 |
Change on pcp | -39% | - | -23% | - |
Total futures and options on futures volume | ||||
Total contracts | 12,498,610 | 12,238,116 | 65,659,222 | 66,755,989 |
Change on pcp | 2% | - | -2% | - |
Average daily contracts | 624,931 | 582,767 | 508,986 | 513,508 |
Change on pcp | 7% | - | -1% | - |
- In calendar year 2022, average daily futures and options on futures volume was 530,987, which was 1% lower than in calendar year 2021.
Volume of futures trading by individual contract is available at the following link:
https://www2.asx.com.au/content/dam/asx/documents/unlinked-docs/monthly-futures-markets-report-221230.pdf
Clearing - OTC Markets
- In December 2022, the notional value of OTC interest rate derivative contracts centrally cleared was $282.479 billion, compared to $184.823 billion in the pcp.
OTC Markets | December | December | December | December |
2022 | 2021 | 2022 | 2021 | |
Month | Month | Financial | Financial | |
YTD | YTD | |||
Total notional cleared value ($billion) | 282.479 | 184.823 | 2,871.648 | 1,916.308 |
Change on pcp | 53% | - | 50% | - |
Open notional cleared value ($billion) | 3,539.210 | 3,457.492 | - | - |
(at end of month) | ||||
Change on pcp | 2% | - | - | - |
- In calendar year 2022, the notional value of OTC interest rate derivative contracts centrally cleared was $5,593.937 billion compared to $3,336.820 billion in calendar year 2021.
6 January 2023 | Market Announcement 3/6 |
Trading - Equity Options
- In December 2022, single stock options average daily contracts traded were up 5% and index options average daily contracts traded were up 17% on the pcp.
Equity Options | December | December | December | December |
2022 | 2021 | 2022 | 2021 | |
Month | Month | Financial | Financial | |
YTD | YTD | |||
Exchange-traded options total trading days | 20 | 21 | 128 | 130 |
(includes single stock equity options and index options) | ||||
Single stock equity options volume | ||||
Total contracts | 4,413,278 | 4,421,521 | 28,075,633 | 28,612,513 |
Change on pcp | 0% | - | -2% | - |
Average daily contracts | 220,664 | 210,549 | 219,341 | 220,096 |
Change on pcp | 5% | - | 0% | - |
Index options volume | ||||
Total contracts | 505,235 | 451,972 | 3,323,071 | 2,560,663 |
Change on pcp | 12% | - | 30% | - |
Average daily contracts | 25,262 | 21,522 | 25,961 | 19,697 |
Change on pcp | 17% | - | 32% | - |
- In calendar year 2022, the average daily number of single stock options was 237,591, which was 7% higher and the average daily number of index options was 26,527, which was 33% higher than in calendar year 2021.
Clearing - Exchange-Traded Markets
- Participant margin balances held on balance sheet at month-end totalled $10.6 billion in December 2022, compared to $11.6 billion in December 2021.
ASX Clearing Corporation | December | December | December | December |
Collateral Balances - At End of Month | 2022 | 2021 | 2022 | 2021 |
Month | Month | Financial | Financial | |
YTD | YTD | |||
Cash margins held on balance sheet: | ||||
- ASX Clear ($billion) | 0.9 | 0.7 | - | - |
- ASX Clear (Futures) ($billion) | 9.3 | 10.2 | - | - |
Cash equivalents held on balance sheet - ASX Clear | 0.4 | 0.7 | - | - |
(Futures) ($billion) | ||||
Total cash margins held on balance sheet | 10.6 | 11.6 | - | - |
Change on pcp | -9% | - | - | - |
Collateral cash cover held off balance sheet (equities | 3.2 | 3.4 | - | - |
and guarantees) - ASX Clear ($billion) | ||||
Change on pcp | -6% | - | - | - |
Total billable cash market value cleared ($billion) | 114.234 | 127.373 | 793.651 | 870.965 |
Change on pcp | -10% | - | -9% | - |
6 January 2023 | Market Announcement 4/6 |
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ASX Limited published this content on 06 January 2023 and is solely responsible for the information contained therein. Distributed by Public, unedited and unaltered, on 05 January 2023 22:51:23 UTC.
