ASX-listed stocks value falls 0.1%, volatility is up 0.4% MoM in September


The value of Australia Securities Exchange (ASX)-listed stocks, as measured by the All Ordinaries Index, fell 0.1% in September 2016. This performance was in contrast to some major markets, including the UK up 1.7%, Singapore up 1.7% and Hong Kong up 1.4%.

Declines were also observed in Japan down 2.6%, Germany down 0.8% and the US down 0.1%.

Volatility measures for the Australian equity market increased during September:

  • Volatility (as measured by the average daily movement in the All Ordinaries Index) was 0.6% in September, up on the previous month (0.4%).
  • Expected future volatility (as measured by the S&P/ASX 200 VIX) rose in September to an average of 14.4 (compared to 13.2 in August).

Listings and capital raisings

  • In September 2016, total capital raised was $3.3 billion, down 66% on the previous corresponding period (pcp).

asx-volumes

TRADING – CASH MARKETS (INCLUDING EQUITIES, INTEREST RATE AND WARRANTS TRADES)

  • In September 2016, the average daily number of trades was 16% higher than the pcp. The average daily value traded on-market of $4.3 billion was 2% lower than the pcp.

TRADING – FUTURES

  • In September 2016, average daily futures and options on futures volumes were up 20% on the pcp. Average daily futures volume was up 20% and average daily options volume was down 25% on the pcp.

CLEARING – OTC MARKETS

  • In September 2016, the notional value of OTC interest rate derivative contracts centrally cleared was $446.5 billion, compared to $61.9 billion in the pcp.

TRADING – EQUITY OPTIONS

  • In September 2016, the average daily number of exchange-traded options decreased 15% on the pcp. Single stock options average daily contracts traded were down 14% on the pcp and index options average daily contracts traded were down 16% on the pcp.

For the full report, click here.

Related News

arrow

ASX-listed stocks value falls 0.1%, volatility is up 0.4% MoM in September

2

Send this to a friend