ASX Group publishes Activity Report for April 2016
The value of ASX-listed stocks, as measured by the All Ordinaries Index, rose 3.2% in April 2016. This performance was stronger than all major markets including Hong Kong up 1.4%, the UK up 1.1%, Germany up 0.7% and the US up 0.3%. Japan was down 0.6% and Singapore down 0.1%.
Volatility measures for the Australian equity market remained above long-term averages during April:
- Volatility (as measured by the average daily movement in the All Ordinaries Index) was 0.7% in April, consistent with the previous month.
- Expected future volatility (as measured by the S&P/ASX 200 VIX) rose in April to an average of 17.4 (compared to 17.1 in March).
LISTINGS AND CAPITAL RAISINGS
- In April 2016, total capital raised was $9.4 billion, up 119% on the previous corresponding period (pcp).
TRADING – CASH MARKETS (INCLUDING EQUITIES, INTEREST RATE AND WARRANTS TRADES)
- In April 2016, the average daily number of trades was 30% higher than the pcp. The average daily value traded on-market of $3.9 billion was 2% lower than the pcp.
TRADING – FUTURES
- In April 2016, average daily futures and options on futures volumes were up 13% the pcp. Average daily futures volume was up 13% and average daily options volume was down 25% on the pcp.
CLEARING – OTC MARKETS
- In April 2016, the notional value of OTC interest rate derivative contracts centrally cleared was $126.0 billion, compared to $140.1 billion in the pcp.
Source: ASX
