ASX LMI & ETP Monthly Update - December 2009

Transcription

1 ASX LMI & ETP Monthly Listed Managed Update July Investments 212 (LMI) Monthly Update - December 29 Month: Jul-12 Trading days: 22 Period ending: Tuesday, 31 July 212 LMI & ETP Market Capitalisation Market Cap, $Billions Market Capitalisation, $billions Month Rolling Average, LMI & ETPs 12 Month Rolling Average LMI & ETP 1,4, 1,2, 1,, 8, 6, 4, 2, Number of LIC Composite Index LIC Composite Index Dec-5 Apr-6 6 Dec-6 Apr-7 7 Dec-7 Apr-8 Index level 8 Dec-8 Apr-9 9 Dec-9 Apr-1 1 Dec-1 Apr Dec-11 Apr-12 Snapshot by Category LMI Segment A-REITs 5 $ 84,322,632, ,833 35,992 2,132,798,149 $ 5,65,55,98 Listed Investment Cos & Trusts (LICs & LITs) 5 $ 16,197,85,953 14, ,22,82 $ 119,51,444 Infrastructure Funds 18 $ 37,66,85, ,552 19, ,87,336 $ 2,465,78,77 ETPs 82 $ 5,37,878,854 16, ,26,57 $ 62,163,12 Absolute Return Funds 11 $ 427,2, ,21,261 $ 3,615,719 TOTAL 211 $ 143,977,685,173 1,25,996 56,863 3,182,216,118 $ 8,274,44,862 Recent Listings No. Market Cap Total (#) per day (#) Entity ASX Code Type Listing Date Last Share Price US Masters Residential Property Fund URF AREIT 23-Jul-212 $1.57 SPDR S&P/ASX Australian Bond Fund BOND ETF 27-Jul-212 $24.87 SPDR S&P/ASX Australian Government Bond Fund GOVT ETF 27-Jul-212 $25. Australian Equities Bear Hedge Fund BEAR MF 9-Jul-212 $23.47 Agriculture (collateralised structured product) ETPAGR SP 4-Jun-212 $9.4 All Commodities (collateralised structured product) ETPCMD SP 4-Jun-212 $14.37 Copper (collateralised structured product) ETPCOP SP 4-Jun-212 $35.77 Corn (collateralised structured product) ETPCRN SP 4-Jun-212 $2.55 Natural Gas (collateralised structured product) ETPGAS SP 4-Jun-212 $.13 Grains (collateralised structured product) ETPGRN SP 4-Jun-212 $7.68 Industrialised Metals (collateralised structured product) ETPIND SP 4-Jun-212 $14.54 Energy (collateralised structured product) ETPNRG SP 4-Jun-212 $8.88 Brent Crude (collateralised structured product) ETPOIL SP 4-Jun-212 $59. Wheat (collateralised structured product) ETPWHT SP 4-Jun-212 $1.64 Volume (#) Value Disclaimer: This material is general and summary information only and does not constitute financial product advice. Any advice or recommendation should be obtained from an Australian Financial Services Licensee or other professional adviser.

2 ASX LMI & ETP Listed Monthly Managed Update July Investments 212 (LMI) Monthly Update - December 29 Market Capitalisation Trends Performance and Trading Activity Breakdown by LMI Category 16 A-REITs Jun-1 Jun-2 Jun-3 Jun-4 Jun-5 Jun-6 Jun-7 Jun-8 Jun-9 Jun-1 Jul-1 Jul-11 % change Jul-12 % change Market Cap ($b) % Number listed (actual) % 5-1.7% 12 month avg trades 58,636 63, , % 12 month avg value ($b) more info Jun-1 Jun-2 Jun-3 Jun-4 Jun-5 Jun-6 Jun-7 Jun-8 Jun-9 Jun-1 Listed Investment Companies & Trusts Jul-1 Jul-11 % change Jul-12 % change Market Cap ($b) % Number listed (actual) month avg trades 39,623 31, , % 12 month avg value ($b) % % more info Jun-1 Jun-2 Jun-3 Jun-4 Jun-5 Jun-6 Jun-7 Jun-8 Jun-9 Jun-1 Infrastructure Funds Jul-1 Jul-11 % change Jul-12 % change Market Cap ($b) % Number listed (actual) % 12 month avg trades 36, ,12-8.1% 468, month avg value ($b) % more info Millions ($) 2, 1,5 1, 5 Jul-6 Jan-7 Jul-7 Jan-8 Jul-8 Jan-9 Jul-9 Jan-1 Jul-1 Jan-11 Jul-11 Jan-12 Absolute Return Funds Jul-1 Jul-11 % change Jul-12 % change Market Cap ($m) % % Number listed (actual) % 12 month avg trades % 12 month avg value ($m) % more info Millions ($) 5, 4, 3, 2, 1, ETPs Jul-1 Jul-11 % change Jul-12 % change Market Cap ($m) 4,356 5, % 5, Number listed (actual) % month avg trades 18,742 18,876.7% 19, % 12 month avg value ($m) % more info LMI & ETP Liquidity A-REITs 89.91% TOTAL LMIs & ETPs Jul-1 Jul-11 % change Jul-12 % change Listed Investment Companies 8.5 Market Cap ($b) Infrastructure Funds 83. Number listed (actual) % Exchange Traded Products % 12 month avg trades 1,,23 985, ,25, Absolute Return Funds 19.5% 12 month avg value ($b) % % more info Disclaimer: This material is general and summary information only and does not constitute financial product advice. Any advice or recommendation should be obtained from an Australian Financial Services Licensee or other professional adviser.

3 Spotlight on ETPs (ETFs / Managed Funds / Structured Products) July Listed 212 Managed Investments (LMI) Monthly Update - December 29 Month: Jul-12 Trading days: 22 Period ending: Tuesday, 31 July 212 ISSUER & PRODUCT SUMMARY Asset Spread of ETPs, July 212 FUM (A$) 9 ETP Market Growth 6, 2% 13%.45% 51% Broad Based International Number ETP Listed Jan 7 Jul 7 Jan 8 Jul 8 Jan 9 Jul 9 Jan 1 Jul 1 Jan 11 Jul 11 Jan 12 Jul 12 5, 4, 3, 2, 1, Market Capitalisation, millions Number of Products by Issuer, % 1% 32% 11% 13% 1% 3% FUM by Issuer, % 11% 1%. 23% 5% Valued Traded by Issuer, July 212 % Value Traded by Asset, July 212 $m 7%.8 1% 1% % 9.8 7% 5 Broad Based International 52% Top 5 ETPs by Value Traded, July 212 $m FUM Change by Asset Spread, July 212 $2.9 $15.44 STW SPDR S&P/ASX 2 $47.51 $27.33 GOLD Physical Gold RDV Russell High Dividend Australian Shares ETF IHD S&P/ASX High Dividend Yield 2,56,9 6,952,14 19,468,838 34,594,32 87,883 $295.1 QRE Beta Shares S&P/ASX 2 Resources Sector ETF Broad Based International 12,545,412 18,971,3 116,815,56

4 Sptlight Spotlight on on ASX ETPs ASX ETPs ETPs (ETFs / Managed Funds / Structured Products) July Listed Managed Investments (LMI) 212 Monthly Update - December 29 ASX ETP PROFILES ASX Code Type* Fund Name MER (% p.a) FUM ($m) FUM ($m) Traded Value ($) Change Traded Volume Number of % Spread* Bid Depth (A$'s)** Ask Depth (A$'s)** IOZ ETF MSCI Australia ,667, , ,383 1,91 ILC ETF S&P/ASX ,995,7 274, ,643 2,18 ISO ETF S&P/ASX Small Ordinaries ,29, , STW ETF SPDR S&P/ASX ,12,53 7,591,229 5,628.5% 5,73 7,771 SFY ETF SPDR S&P/ASX ,19, , % 2, SSO ETF SPDR S&P/ASX 2 Small Ordinaries Fund ,498 11, ,614 1,49 VAS ETF Australian Shares Index ,482, , ,41 1,625 VLC ETF MSCI Australian Large Companies Index ,11 1, % 3,717 3,75 VSO ETF MSCI Australian Small Companies Index ,331 18, ,286 3,31 FIX ETF Aii S&P 2 Financials X a-reit ,799 13, ,251 1,468 ENY ETF Aii S&P2 Energy ,467 7, ,439 1,169 FIN ETF Aii S&P 2 Financials ,96 6, , MAM ETF Aii S&P 3 Metals and Mining , , % 1, IDD ETF Aii S&P 2 Industrials , RSR ETF Aii S&P 2 Resources ,251,17 1,149, , DGA ETF DIGGA Australian Mining Fund ,688 26, % OZF ETF SPDR S&P/ASX 2 Financials ex A-REITs Fund ,343,752 95, % 2, OZR ETF SPDR S&P/ASX 2 Resource Fund ,381,55 148, % 1, VAP ETF Australian Propertry Securities Index ETF ,8,244 4, ,698 3,328 SLF ETF SPDR S&P/ASX 2 Listed Property Fund ,43,973 1,397,959 1, QFN ETF Beta Shares S&P/ASX 2 Financials Sector ETF ,81 17, % 2,553 1,973 QRE ETF Beta Shares S&P/ASX 2 Resources Sector ETF ,443,686 2,979, ,69 1,27 EEU ETF Euro ETF ,827 57, % 2,829 3,185 POU ETF British Pound ETF , % 4,386 4,797 USD ETF U.S Dollar ETF ,756,44 1,322, ,46 1,73 International IAA ETF S&P Asia 5 Index Fund ,9,227 77, % 851 1,542 IBK ETF MSCI BRIC Index Fund ,92 25, ITW ETF MSCI Taiwan ,285, , ,974 1,751 IKO ETF MSCI South Korea ,7,8 2, % 4,738 6,989 IHK ETF MSCI Hong Kong ,613 26, % ISG ETF MSCI Singapore ,228 25, % 1,863 2,133 IRU ETF Russell ,23,631 16, ,152 1,254 IZZ ETF FTSE China ,63,859 49, % IJP ETF MSCI Japan ,797,87 24, , IEM ETF MSCI Emerging Markets ,31, ,879 1, % IOO ETF S&P Global ,533, , ,17 1,638 IVV ETF S&P ,315,37 115, % 4,13 4,23 IJH ETF Midcap ,945 1, ,285 1,655 IJR ETF ishares S&P Smallcap ,442 6, ,171 IVE ETF MSCI EAFE ,465,779 3, % IEU ETF S&P Europe ,113,121 65, % VEU ETF All-World ex US Shares Index ,835,316 46, VTS ETF US Total Market Shares Index ,273,66 33, ,537 6,49 IXI ETF S&P Global Consumer Staples ,759,392 25, % 759 1,55 IXJ ETF S&P Global Healthcare ,468 5, ,44 1,268 IXP ETF S&P Global Telecommunications ,623 2, % BEAR MF Australian Equities Bear Hedge Fund ,448, , ,8 3,955 IHD ETF S&P/ASX High Dividend Yield ,89,939 1,497, % 2,31 1,891 RDV ETF Russell High Dividend Australian Shares ETF ,333,663 1,23, % 3, RVL ETF Russell Australian Value ETF ,169 1, % 2,643 4,299 SYI ETF SPDR MSCI Australia Select High Dividend Yield Fund ,812, , % 2,651 2,584 VHY ETF Australian Shares High Yield ETF ,465,735 11, % 2,728 2,949 & Cash BOND ETF SPDR S&P/ASX Australian Bond Fund , n/a n/a n/a GOVT ETF SPDR S&P/ASX Australian Government Bond Fund n/a n/a n/a AAA ETF Betashares Australian High Interest Cash ETF ,715, , % 17,37 19,612 IAF ETF UBS Composite Bond Index Fund ,98,651 57, % 211 2,411 ILB ETF UBS Government Inflation Index Fund ,67,132 24, % 1,548 1,525 IGB ETF UBS Treasury Index Fund ,488,29 137, % 1,72 2,62 RGB ETF Russell Australian Government Bond ETF ,516,873 35, % 1,45 1,97 RSM ETF Russell Australian Semi-Government Bond ETF ,469, , % 1,63 1,871 RCB ETF Russell Australian Select Corporate Bond ETF ,62, , ,283 1,199 VGB ETF Australian Governnment Bond Index ETF ,816 14, Type: ETF = Exchange Traded Fund, SP = Structured Product, MF = Managed Fund, Share = Redeemab ** Average Dollar value of bids/offers at the 5 best price levels. * Average % Spread = (offer-bid /midpoint as measured from 1.3am pm) All values are as at July 212. MERs sourced from issuer publications. Spreads in international ETFs and some ETCs can vary throughout the day due to opening hours of the underlying markets. Please contact the product issuers for further information.

5 Spotlight on on ETPs ASX ETPs (ETFs / Managed Funds / Structured Products) July Listed Managed Investments (LMI) July 212 Monthly Update - December 29 ASX ETP PROFILES ETF Code Type* Fund Name MER FUM ($m) FUM ($m) Traded Value ($) (% p.a) Change Traded Volume Number of % Spread* Bid Depth (A$'s)** Ask Depth (A$'s)** QAG ETF Agriculture ETF- Hedged (Synthetic) ,262 22, % 861 1,15 QAU ETF Gold Bullion ETF (AU$ Hedged) ,738,32 352, % 1, QCB ETF Commodities Basket ETF- Hedged (Synthetic , % OOO ETF Betashares Crude Oil Index ETF- Hedged (Synthetic) ,48 8, % 1,136 1,418 ETPAGR SP Agriculture (collateralised structured product) ,851 1, ETPCMD SP All Commodities (collateralised structured product) , % ETPCOP SP Copper (collateralised structured product) , ETPCRN SP Corn (collateralised structured product) , % ETPGAS SP Natural Gas (collateralised structured product) ,883 25, % 1,21 13 ETPGRN SP Grains (collateralised structured product) , ETPIND SP Industrialised Metals (collateralised structured product) ,42 8, 3.82% ETPNRG SP Energy (collateralised structured product) , % ETPMPM SP Precious Metals Basket ,7 1, % 1,57 1,668 ETPMPT SP Physical Platinum ,641 2, % 1,449 3,24 ETPMAG SP Physical Silver ,21, , % 377 1,32 ETPMPD SP Physical Palladium , % ETPOIL SP Brent Crude (collateralised structured product) , ETPWHT SP Wheat (collateralised structured product) % GOLD Share Physical Gold ,57, ,334 1,458.25% 3,131 1,56 PMGOLD SP Perth Mint Gold ,221,121 28, Type: ETF = Exchange Traded Fund, SP = Structured Product, MF = Managed Fund, Share = Redeemable Preference Share * Average % Spread = (offer-bid /midpoint as measured from 1.3am pm) ** Average Dollar value of bids/offers at the 5 best price levels. All values are as at June 212. MERs sourced from issuer publications. Spreads in international ETFs and some ETCs can vary throughout the day due to opening hours of the underlying markets. Please contact the product issuers for further information. Contacts Australia Australia Jonathan Morgan Kim-Ly White Business Development Manager Manager, AQUA & Warrants Jonathan.Morgan@asx.com.au Kim-Ly.White@asx.com.au Asia Europe North America Andrew Musgrave Regional Manager Asia Andrew.Musgrave@asx.com.au James Keeley Regional Manager Europe James.Keeley@asx.com.au David Ricthie Regional Manager USA David.Ritchie@asx.com.au Disclaimer: This material is general and summary information only and does not constitute financial product advice. Any advice or recommendation should be obtained from Australian Financial Services Licensee or other professional adviser.