6 March 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 - FEBRUARY 2023
Attached is a copy of the ASX Group Monthly Activity Report for February 2023.
Release of market announcement authorised by:
Johanna O'Rourke
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 March 2023
ASX Group Monthly Activity Report - February 2023
Listings and Capital Raisings
- In February 2023, total capital raised was $1.6 billion, down 98% on the previous corresponding period (pcp).
Listings and Capital Raisings | February | February | February | February |
2023 | 2022 | 2023 | 2022 | |
Month | Month | Financial | Financial | |
YTD | YTD | |||
New listed entities admitted | 1 | 7 | 47 | 172 |
De-listings | 6 | 9 | 75 | 91 |
Total listed entities (at end of month) | 2,289 | 2,309 | - | - |
Change on pcp | -1% | - | - | - |
Initial capital raised ($million) | 5 | 56 | 2,338 | 45,601 |
Change on pcp | -91% | - | -95% | - |
Secondary capital raised ($million) | 1,050 | 1,739 | 28,471 | 43,558 |
Other capital raised including scrip-for-scrip ($million) | 528 | 96,796 | 5,903 | 117,131 |
Total secondary capital raised ($million) | 1,578 | 98,535 | 34,374 | 160,689 |
Change on pcp | -98% | - | -79% | - |
Total capital raised including other ($million) | 1,583 | 98,591 | 36,712 | 206,290 |
Change on pcp | -98% | - | -82% | - |
6 March 2023 | Market Announcement 1/6 |
Trading - Cash Markets (including equities, interest rate and warrant trades)
- In February 2023, the average daily number of trades was down 28% on the pcp. The average daily value traded on- market of $5.762 billion was down 25% on the pcp.
- Volatility (as measured by the average daily movement in the All Ordinaries Index) was 0.5% in February, down 0.3% on pcp.
- Future volatility (as measured by the S&P/ASX 200 VIX) in February was an average of 12.7, down 23% on pcp.
Cash Markets | February | February | February | February |
2023 | 2022 | 2023 | 2022 | |
Month | Month | Financial | Financial | |
YTD | YTD | |||
Total trading days | 20 | 20 | 168 | 169 |
(Cash market includes equity, warrant and interest rate market | ||||
transactions) | ||||
Cash market volume | ||||
Total trades | 29,301,565 | 40,831,610 | 254,014,881 | 291,277,860 |
Change on pcp | -28% | - | -13% | - |
Average daily trades | 1,465,078 | 2,041,581 | 1,511,993 | 1,723,538 |
Change on pcp | -28% | - | -12% | - |
Cash market value | ||||
Open trading ($billion) | 69.725 | 99.267 | 579.270 | 720.367 |
Auctions trading ($billion) | 32.013 | 41.999 | 276.006 | 302.833 |
Centre Point ($billion) | 13.507 | 12.852 | 90.335 | 86.193 |
On-market value | 115.245 | 154.118 | 945.611 | 1,109.393 |
Change on pcp | -25% | - | -15% | - |
Trade reporting* ($billion) | 20.506 | 32.555 | 152.439 | 188.060 |
Total cash market value ($billion) | 135.751 | 186.673 | 1,098.050 | 1,297.453 |
Change on pcp | -27% | - | -15% | - |
On-market average daily value ($billion) | 5.762 | 7.706 | 5.629 | 6.564 |
Change on pcp | -25% | - | -14% | - |
Total average daily value ($billion) | 6.788 | 9.334 | 6.536 | 7.677 |
Change on pcp | -27% | - | -15% | - |
Average value per trade ($) | 4,633 | 4,572 | 4,323 | 4,454 |
Change on pcp | 1% | - | -3% | - |
All Ordinaries Index (average daily movement) | 0.5% | 0.8% | - | - |
Change on pcp | -0.3% | - | - | - |
S&P/ASX 200 VIX (average daily value) | 12.7 | 16.5 | - | - |
Change on pcp | -23% | - | - | - |
*Trade reporting means the value of trades executed outside the order book of ASX that is subsequently reported to ASX for publication
6 March 2023 | Market Announcement 2/6 |
Trading - Futures
- In February 2023, average daily futures volume was up 7% on pcp and average daily options volume was up 24% on the pcp. Total average daily futures and options on futures volumes was up 7% on pcp.
Futures | February | February | February | February |
2023 | 2022 | 2023 | 2022 | |
Month | Month | Financial | Financial | |
YTD | YTD | |||
Futures and options total trading days | 20 | 20 | 170 | 170 |
(includes interest rate, ASX SPI 200, commodities and energy | ||||
contracts) | ||||
Futures volume | ||||
Total contracts | 10,772,536 | 10,070,085 | 85,111,995 | 84,115,711 |
Change on pcp | 7% | - | 1% | - |
Average daily contracts | 538,627 | 503,504 | 500,659 | 494,798 |
Change on pcp | 7% | - | 1% | - |
Options on futures volume | ||||
Total contracts | 12,817 | 10,373 | 79,909 | 83,501 |
Change on pcp | 24% | - | -4% | - |
Average daily contracts | 641 | 519 | 470 | 491 |
Change on pcp | 24% | - | -4% | - |
Total futures and options on futures volume | ||||
Total contracts | 10,785,353 | 10,080,458 | 85,191,904 | 84,199,212 |
Change on pcp | 7% | - | 1% | - |
Average daily contracts | 539,268 | 504,023 | 501,129 | 495,289 |
Change on pcp | 7% | - | 1% | - |
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-230228.pdf
Clearing - OTC Markets
- In February 2023, the notional value of OTC interest rate derivative contracts centrally cleared was $805.133 billion, compared to $413.922 billion in the pcp.
OTC Markets | February | February | February | February |
2023 | 2022 | 2023 | 2022 | |
Month | Month | Financial | Financial | |
YTD | YTD | |||
Total notional cleared value ($billion) | 805.133 | 413.922 | 4,278.559 | 2,537.906 |
Change on pcp | 95% | - | 69% | - |
Open notional cleared value ($billion) | 4,367.154 | 3,811.797 | - | - |
(at end of month) | ||||
Change on pcp | 15% | - | - | - |
6 March 2023 | Market Announcement 3/6 |
Trading - Equity Options
- In February 2023, single stock options average daily contracts traded were down 5% and index options average daily contracts traded were up 1% on the pcp.
Equity Options | February | February | February | February |
2023 | 2022 | 2023 | 2022 | |
Month | Month | Financial | Financial | |
YTD | YTD | |||
Exchange-traded options total trading days | 20 | 20 | 168 | 169 |
(includes single stock equity options and index options) | ||||
Single stock equity options volume | ||||
Total contracts | 4,977,014 | 5,239,883 | 37,432,438 | 38,286,220 |
Change on pcp | -5% | - | -2% | - |
Average daily contracts | 248,851 | 261,994 | 222,812 | 226,546 |
Change on pcp | -5% | - | -2% | - |
Index options volume | ||||
Total contracts | 503,736 | 498,221 | 4,476,457 | 3,516,645 |
Change on pcp | 1% | - | 27% | - |
Average daily contracts | 25,187 | 24,911 | 26,646 | 20,809 |
Change on pcp | 1% | - | 28% | - |
Clearing - Exchange-Traded Markets
- Participant margin balances held on balance sheet at month-end totalled $12.2 billion in February 2023, compared to $11.9 billion in February 2022. Participant margin balances subject to risk management haircuts were $9.0 billion in February 2023 compared to $9.4 billion in February 2022.
ASX Clearing Corporation | February | February | February | February |
Collateral Balances - At End of Month | 2023 | 2022 | 2023 | 2022 |
Month | Month | Financial | Financial | |
YTD | YTD | |||
Cash margins held on balance sheet: | ||||
- ASX Clear ($billion) | 0.9 | 1.1 | - | - |
- ASX Clear (Futures) ($billion) | 10.9 | 10.1 | - | - |
Cash equivalents held on balance sheet - ASX Clear | 0.4 | 0.7 | - | - |
(Futures) ($billion) | ||||
Total cash margins held on balance sheet | 12.2 | 11.9 | - | - |
Change on pcp | 3% | - | - | - |
Collateral cash cover held off balance sheet (equities | 3.3 | 3.3 | - | - |
and guarantees) - ASX Clear ($billion) | ||||
Change on pcp | 0% | - | - | - |
Total billable cash market value cleared ($billion) | 126.590 | 164.810 | 1,026.834 | 1,194.078 |
Change on pcp | -23% | - | -14% | - |
6 March 2023 | Market Announcement 4/6 |
Attachments
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Disclaimer
ASX Limited published this content on 06 March 2023 and is solely responsible for the information contained therein. Distributed by Public, unedited and unaltered, on 05 March 2023 22:49:09 UTC.