ASX Group Monthly Activity Report - September 2020

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7 October 2020Australian Securities and Investments CommissionMr Nathan BourneSenior Executive Leader, Market InfrastructureLevel 5, 100 Market StreetSYDNEY NSW 2000ASX Market Announcements OfficeASX Limited20 Bridge StreetSYDNEY NSW 2000ASX GROUP MONTHLY ACTIVITY REPORT – SEPTEMBER 2020Attached is a copy of the ASX Group Monthly Activity Report for September 2020.Release of market announcement authorised by:Daniel CsillagCompany Secretary20 Bridge StreetSydney NSW 2000ASX Limited ABN 98 008 624 691PO Box H224Australia Square NSW 1215Customer service 13 12

Market Announcement7 October 2020ASX Group Monthly Activity Report – September 2020Listings and Capital Raisings In September 2020, total capital raised was 7.9 billion, up 46% on the previous corresponding period (pcp).Listings and Capital RaisingsSeptember2020MonthSeptember2019MonthNew listed entities admittedDe-listingsTotal listed entities (at end of month)Change on pcp9122,164-3%7102,242Initial capital raised ( million)Change on pcp1,649194%Secondary capital raised ( million)Other capital raised including scrip-for-scrip ( million)Total secondary capital raised ( million)Change on pcpTotal capital raised including other ( million)Change on pcp7 October 6%5,40917,27914%15,092Market Announcement 1/6

Trading – Cash Markets (including equities, interest rate and warrant trades) In September 2020, the average daily number of trades was 10% lower than the pcp. The average daily valuetraded on-market of 6.2 billion was up 14% on the pcp.Volatility (as measured by the average daily movement in the All Ordinaries Index) was 1.1% in September(compared to 0.3% in the pcp).Expected future volatility (as measured by the S&P/ASX 200 VIX) in September was an average of 20.8 (comparedto 13.1 in the pcp).Cash %1,509,557-12%112,882,356Cash market valueOpen trading ( billion)Auctions trading ( billion)Centre Point ( billion)On-market valueChange on 52336.512Trade reporting* ( billion)21.77027.50156.81776.874Total cash market value ( billion)Change on pcp157.41512%140.775447.3748%413.386On-market average daily value ( billion)Change on pcp6.16614%5.3945.91816%5.099Total average daily value ( billion)Change on pcp7.1557%6.7046.7788%6.263Average value per trade ( )Change on pcp4,57518%3,8794,49023%3,662All Ordinaries Index (average daily movement)Change on pcp1.1%0.8%0.3%S&P/ASX 200 VIX (average daily value)Change on pcp20.859%13.1Total trading days(Cash market includes equity, warrant and interest rate markettransactions)Cash market volumeTotal tradesChange on pcpAverage daily tradesChange on pcp1,728,3451,710,339*Trade reporting means the value of trades executed outside the order book of ASX that is subsequently reported to ASX for publication7 October 2020Market Announcement 2/6

Trading – Futures In September 2020, average daily futures volume was down 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 1Futures volumeTotal contractsChange on pcpAverage daily contractsChange on pcp18,168,847-12%825,857-16%20,749,238Options on futures volumeTotal contractsChange on pcpAverage daily contractsChange on -17%20,889,359Futures and options total trading ,562(includes interest rate, ASX SPI 200, commodities and energycontracts)Total futures and options on futures volumeTotal contractsChange on pcpAverage daily contractsChange on pcp988,0596,672994,731676,4275,354681,781Volume of futures trading by individual contract is available at the following markets-report200930.pdfClearing – OTC Markets In September 2020, the notional value of OTC interest rate derivative contracts centrally cleared was 802.9 billion,compared to 1,425.7 billion in the pcp.OTC MarketsTotal notional cleared value ( billion)Change on pcpOpen notional cleared value ( billion)(at end of month)Change on pcp7 October -33%Market Announcement 3/6

Trading – Equity Options In September 2020, single stock options average daily contracts traded were down 25% and index options averagedaily contracts traded were down 24% on the pcp.Equity OptionsExchange-traded options total trading 769-35%23,678-35%2,402,769(includes single stock equity options and index options)Single stock equity options volumeTotal contractsChange on pcpAverage daily contractsChange on pcpIndex options volumeTotal contractsChange on pcpAverage daily contractsChange on pcp300,69233,474274,56536,406Clearing – Exchange-Traded Markets Participant margin balances held on balance sheet at month-end totalled 13.2 billion in September 2020,compared to 11.5 billion in September 2019.ASX Clearing CorporationCollateral Balances – At End of MonthCash margins held on balance sheet:- ASX Clear ( billion)- ASX Clear (Futures) ( billion)Cash equivalents held on balance sheet – ASX Clear(Futures) ( billion)Total cash margins held on balance sheetChange on pcpCollateral cash cover held off balance sheet (equitiesand guarantees) – ASX Clear ( billion)Change on pcpTotal billable cash market value cleared ( billion)Change on pcp7 October .01219%123.850Market Announcement 4/6

Settlement The value of securities held in CHESS was 5% lower than the pcp. The number of dominant settlement messages inSeptember 2020 was 27% higher than pcp.The value of securities held in Austraclear was 23% higher than the pcp.ASX SettlementValue of CHESS holdings – period end ( billion)Change on pcpDominant settlement messages (million)Change on pcpAustraclear Settlement and DepositoryAustraclear securities holdings – period end ( billion)Change on articipantsDuring the month of September there were no participant admissions or resignations.ASX Market Participants 1New admissionsResignations and removalsMarket/Clearing/Settlement Participants at month endASX Futures ParticipantsNew admissionsResignations and removalsTrading/Clearing Participants at month 00480047Figures exclude Special Settlement Participants set up to effect a specific corporate action as their participation is only temporary.7 October 2020Market Announcement 5/6

ASX Rule Changes, Waivers and Exemptions Details of rule and guidance note changes can be accessed online ule-amendments.htm Details of waivers and exemptions granted by ASX can be accessed online -notes-and-waivers.htmThe weekly Australian Cash Market Report is available here: tralian-cash-market-report.htmFurther enquiries:MediaDavid ParkCorporate Communications AdviserT 61 2 9227 0010M 0429 595 788E edia-releases.htm7 October 2020Analysts/InvestorsJosie AshtonHead of Investor RelationsT 61 2 9227 0646M 0416 205 234E /investor-relations.htmMarket Announcement 6/6

ASX Group Monthly Activity Report – September 2020 Listings and Capital Raisings In September 2020, total capital raised was 7.9 billion, up 46% on the previous corresponding period (pcp). Listings and Capital Raisings September 2020 Month September 2019 Month September 2020 Financial YTD September 2019 Financial YTD

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