ASX Monthly Activity Report For December 2007

ASX Limited (ASX) announces its monthly activity information for cash and derivatives markets for December 2007.

• Total cash markets trades for December 2007 were 6.2 million, up 110% on the previous corresponding period (pcp). Average daily trades of 325,560 were also 110% up on pcp. Total cash trades in calendar year 2007 were 69.2 million, 81% higher than calendar 2006.
• Total cash market traded value was $112.5 billion in December 2007, up 29% on pcp, with a daily average value of $5.9 billion, up 29% on pcp. Total cash market traded value in calendar year 2007 was $1,597.5 billion, 44% higher than calendar 2006.
• The second-largest trading day by volume in cash market history was recorded on 18 December 2007 when 473,601 trades, valued at $7.7 billion, were executed.

• Equity derivatives volume (excluding SPI 200) for December was 1.7 million contracts, up 5% on pcp, with a daily average of 89,556 contracts, also up 5% on pcp.
• Total futures and options on futures contracts volume (excluding equity derivatives and CFDs) for December 2007 was 8.4 million, up 7% on the pcp, with a notional value of $2.8 trillion. Average daily contracts during December 2007 of 442,412 were also up 7% on pcp. Total futures and options on futures contracts volume (excluding equity derivatives and CFDs) for calendar year 2007 was 92.7 million, up 16% on calendar 2006, with a notional value of $41.4 trillion.
• A daily record for the SPI 200 futures contract of 287,114 contracts was achieved on 18 December 2007, representing a notional value of $44.6 billion. This represents an increase of 6% on the previous record traded on 19 June 2007.
• A total of 7,289 ASX CFD trades were transacted in December 2007 comprising a volume of 8,575,734 contracts. The total notional value of all CFD trades for December was $254.9 million, and the value of CFD open interest at the end of December was $92.9 million. December CFD activity was significantly up on the initial month of November where 4,660 trades were transacted comprising a volume of 4,760,437 contracts with a notional value of $153.8 million. In comparison open interest at the end of November was $38.3 million.

• In December 2007, 58 new entities¹ were listed, up 26% on the pcp, bringing total listed entities to 2,209 (2,014 pcp). In calendar year 2007, 314 new entities listed, compared to 245 in calendar 2006.
• Total capital raised in December 2007 amounted to $8.7 billion, down 5% on the pcp but up 12% on a financial year-to-date basis. Capital raisings year-to-date comprise initial raisings of $10.1 billion, up 2% on pcp, and secondary raisings of $32.1 billion, up 15% on pcp. Total capital raised in calendar year 2007 was $82.4 billion, 34% higher than in calendar 2006.

¹ Entities include companies and trusts with quoted equities (including individual entities that trade as stapled securities) and also other entities with debt securities only.

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