Trading – Cash Markets (including equities, interest rate and warrant trades)
- In April 2018, the average daily number of trades was 5% higher than the pcp. The average daily value traded onmarket of $3.9 billion was down 8% on the pcp.
- Volatility (as measured by the average daily movement in the All Ordinaries Index) was 0.3% in April down on the previous month (0.6%).
- Expected future volatility (as measured by the S&P/ASX 200 VIX) in April was an average of 13.3 (compared to 14.0 in March).
Trading – Futures
- In April 2018, average daily futures and options on futures volumes were down 6% on the pcp. Average daily futures volume was down 5% and average daily options volume was down 49% on the pcp.
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