6 January 2016
Australian Securities and Investments Commission ASX Market Announcements Office Mr Oliver Harvey ASX Limited
Senior Executive, Financial Market Infrastructure 20 Bridge Street Level 5, 100 Market Street SYDNEY NSW 2000
SYDNEY NSW 2000
Attached is a copy of the ASX Group Monthly Activity Report for December 2015.
Amanda J. Harkness
Group General Counsel & Company Secretary
ASX Limited
ABN 98 008 624 691
20 Bridge Street
Sydney NSW 2000
www.asx.com.au Customer service 13 12 79
6 January 2016
The value of ASX-listed stocks, as measured by the All Ordinaries Index, rose 2.4% in December 2015. This performance was stronger than all other major markets, including Singapore up 0.9%, Germany down 5.6%, Japan down 3.6%, the UK down 1.8%, the US down 1.8% and Hong Kong down 0.4%.
Volatility measures for the Australian equity market remained above long-term averages during December:
Volatility (as measured by the average daily movement in the All Ordinaries Index) was 0.8% in December, consistent with the previous month (0.8%).
Expected future volatility (as measured by the S&P/ASX 200 VIX) fell in December to an average of 18.0 (compared to 19.1 in November).
LISTINGS AND CAPITAL RAISINGSIn December 2015, total capital raised was $8.7 billion, up 3% on the previous corresponding period (pcp).
In calendar year 2015, 126 new listed entities listed, compared to 109 in calendar year 2014. Total capital raised in calendar year 2015 totalled $104.9 billion, compared to $67.9 billion in calendar year 2014.
Listings and Capital Raisings
December
2015
Month
December
2014
Month
December
2015
Financial
YTD
December
2014
Financial
YTD
New listed entities admitted
25
19
77
71
Change on pcp
Total Listed entities (at end of month)
2,238
2,208
Change on pcp
Initial capital raised ($million)
2,562
3,016
13,477
18,956
Secondary capital raised ($million)
5,826
4,963
35,597
17,746
Other capital raised including scrip-for-scrip
($million)
263
406
5,501
1,860
Total secondary capital raised ($million)
6,089
5,369
41,098
19,606
Change on pcp
13%
110%
Total capital raised including other ($million)
8,651
8,385
54,575
38,562
Change on pcp
3%
42%
TRADING - CASH MARKETS (INCLUDING EQUITIES, INTEREST RATE AND WARRANTS TRADES)In December 2015, the average daily number of trades was 26% higher than the pcp. The average daily value traded on-market of $3.8 billion was 4% higher than the pcp.
In calendar year 2015, the average daily number of trades was 817,927 which was 14% higher than in calendar year 2014, and the average daily value traded on-market was $4.1 billion which was 20% higher.
Cash Markets
December
2015
Month
December
2014
Month
December
2015
Financial
YTD
December
2014
Financial
YTD
Total trading days
(Cash market includes equity, warrant and interest rate market transactions)
21
21
130
130
Cash market volume
Total trades
18,694,940
14,783,228
110,090,882
92,984,142
Change on pcp
26%
18%
Average daily trades
890,235
703,963
846,853
715,263
Change on pcp
26%
18%
Cash market value
Open trading ($billion)
57.231
54.621
390.115
326.180
Auctions trading ($billion)
18.051
17.311
103.701
91.469
Centre Point ($billion)
5.180
5.277
35.725
36.657
Trade reporting* ($billion)
10.207
9.080
75.727
72.258
Total value ($billion)
90.669
86.289
605.268
526.564
Change on pcp
5%
15%
Average daily value on-market ($billion)
3.831
3.677
4.073
3.495
Change on pcp
4%
17%
Average daily value ($billion)
4.318
4.109
4.656
4.050
Change on pcp
5%
15%
Average value per trade ($)
4,850
5,837
5,498
5,663
Change on pcp
-17%
-3%
Non-billable value (above cap) ($billion)
1.364
0.961
8.752
6.857
Total billable value ($billion)
89.304
85.328
596.515
519.707
*Trade reporting means the value of trades executed outside the order books of ASX or Chi-X that is subsequently reported to ASX for publication.
TRADING - FUTURESIn December 2015, average daily futures and options on futures volumes were flat on the pcp. Average daily futures volume was up 1% on the pcp and average daily options volume was down 17% on the pcp.
In calendar year 2015, average daily futures and options on futures volume was 505,613 which was 8% higher than in calendar year 2014.
Futures | December 2015 Month | December 2014 Month | December 2015 Financial YTD | December 2014 Financial YTD |
Futures and options total trading days (includes interest rate, ASX SPI 200, commodities and energy contracts) | 21 | 21 | 130 | 130 |
Futures volume | ||||
Total contracts | 11,888,725 | 11,806,351 | 62,521,482 | 58,866,933 |
Change on pcp | 1% | 6% | ||
Average daily contracts | 566,130 | 562,207 | 480,934 | 452,823 |
Options on futures volume | ||||
Total contracts | 132,947 | 159,357 | 919,685 | 1,478,523 |
Change on pcp | -17% | -38% | ||
Average daily contracts | 6,331 | 7,588 | 7,075 | 11,373 |
Total futures and options on futures volume | ||||
Total contracts | 12,021,672 | 11,965,708 | 63,441,167 | 60,345,456 |
Change on pcp | 0% | 5% | ||
Average daily contracts | 572,461 | 569,795 | 488,009 | 464,196 |
Change on pcp | 0% | 5% |
ASX Limited issued this content on 2016-01-06 and is solely responsible for the information contained herein. Distributed by Public, unedited and unaltered, on 2016-01-06 05:24:27 UTC
Original Document: http://www.asx.com.au/documents/asx-news/ASXGroupMonthlyActivityReportDecember2015.pdf