Australian financial market exchanges ASX Group released its September 2020 volumes. The company reported total capital raised of $7.9 billion, an 61.2% MoM increase compared to August 2020 and up by 46% on the pcp.
During September, the average daily number of trades was 10% lower than the pcp. The average daily value traded on-market of $6.2 billion rose by 14% on the pcp. Market volatility was 1.1%, from 0.3% in the pcp. The expected future volatility was average of 20.8 (13.1 in the pcp).
The average daily futures volumes fell by 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.
The notional value of OTC interest rate derivative contracts centrally cleared reached $802.9 billion, compared to $1,425.7 billion in the pcp.