ASX EQUITY DERIVATIVES Options and Futures Statistics March 2018
|
|
- Christine Shelton
- 5 years ago
- Views:
Transcription
1 Jan/9 Jul/9 Jan/1 Jul/1 Jan/11 Jul/11 Jan/12 Jul/12 Jan/13 Jul/13 Jan/14 Jul/14 Jan/15 Jul/15 Jan/16 Jul/16 Jan/17 Jul/17 Jan/18 Jan9 Jul9 Jan1 Jul1 Jan11 Jul11 Jan12 Jul12 Jan13 Jul13 Jan14 Jul14 Jan15 Jul15 Jan16 Jul16 Jan17 Jul17 Jan18 Number of Contracts Traded (') Number of Contracts Open (') Notional value ($b) Jan/9 Jul/9 Jan/1 Jul/1 Jan/11 Jul/11 Jan/12 Jul/12 Jan/13 Jul/13 Jan/14 Jul/14 Jan/15 Jul/15 Jan/16 Jul/16 Jan/17 Jul/17 Jan/18 Jan/9 Jul/9 Jan/1 Jul/1 Jan/11 Jul/11 Jan/12 Jul/12 Jan/13 Jul/13 Jan/14 Jul/14 Jan/15 Jul/15 Jan/16 Jul/16 Jan/17 Jul/17 Jan/18 Number of Contracts Traded (') Number of Contracts Open (m) Notional value ($b) ASX EQUITY DERIVATIVES Options and Futures Statistics March 218 Average Daily Volume (ADV) and Open Interest (OI) Single Stock and XJO traded on ASX Single Stock Options ADV (adj) Single Stock Options OI (adj) and Notional Value OI SS SS Notional Value ($b) XJO Options ADV XJO Options OI and Notional Value 8 1, , Index Option OI XJO Notional Value ($b) NOTE: For comparison purposes, Single Stock ETO volumes and Open Interest (OI) were retrospectively adjusted due to the 1, to 1 contract size conversion. Single Stock ETO volumes and Open Interest premay 211 were adjusted by a factor of 1.
2 Jan/15 Apr/15 Jul/15 Oct/15 Jan/16 Apr/16 Jul/16 Oct/16 Jan/17 Apr/17 Jul/17 Oct/17 Jan/18 Open Interest (') 214 Q1 214 Q2 214 Q3 214 Q4 215 Q1 215 Q2 215 Q3 215 Q4 216 Q1 216 Q2 216 Q3 216 Q4 217 Q1 217 Q2 217 Q3 217 Q4 218 Q1 A$ b Jan15 Apr15 Jul15 Oct15 Jan16 Apr16 Jul16 Oct16 Jan17 Apr17 Jul17 Oct17 Jan18 No. Contracts Traded (') ADV (Hundreds) ASX EQUITY DERIVATIVES SPI 2 INDEX FUTURES (AP) March 218 Average Daily Volume (ADV), Notional Value and Open Interest (OI) SPI 2 Futures (AP) traded on ASX 24 AP Futures Volume and ADV 2,1 1,8 1,5 1, Night Day Rolling 3 month ADV (RHS) AP Futures Quarterly Notional Value $6 $5 $4 $3 $2 $1 $ AP Futures Open Interest * partial quarter
3 ASX EQUITY DERIVATIVES SPI 2 INDEX FUTURES (AP) March 218 Roll Volume SPI 2 Futures (AP) traded on ASX 24 Roll Volume v Total Volume (roll months only) 2,,. 1,8,. 1,6,. 1,4,. 1,2,. 1,,. 8,. 6,. 4,. 2,. 8% 7% 5% 4% 3% 2% 1% % Mar15 Jun15 Sep15 Dec15 Mar16 Jun16 Sep16 Dec16 Mar17 Jun17 Sep17 Dec17 Mar18 NonRoll Volume Roll Volume % Roll Volume to Total Volume
4 ASX EQUITY DERIVATIVES March 218 Options Top Classes by Volume RANK Mar18 VOLUME % MKT OPEN INTEREST VOL/OP SHARE VOLUME DLR* PUT/ CALL Net Calls** Net Puts** 1 XJO 1,17, % 957, % n/a n/a 154.1% 11,165 18,967 2 TLS 727, ,15, ,525, 12.% ,828 51,15 3 FMG 631,28 8.3% 544, ,169, 16.3% 185.7% 18,92 35,87 4 BHP 548, % 493, % 16,495, n/a 77.7% 16,438 37,233 5 RIO 448, , % 46,423, % 11,256 22,133 6 CBA 352, , % 6,241, 58.5% 79.4% 8,32 1,98 7 WBC 27, , % 136,94, 19.8% 76.1% 15,136 17,359 8 NAB 269, , % 113,278, 23.8% 14.8% 11 15,79 9 S32 257,84 3.4% 229, % 553,562, 4.7% 135.1% 53,411 9,31 1 ANZ 215, % 235, ,432, % 3,96 16, NCM 194, , % 65,224, 29.8% 125.7% 1,12 8, QBE 178,39 2.4% 154, % 114,327, , 7, WPL 175, % 174, ,675, 27.1% 18.8% 14,931 1, STO 173, % 28, % 19,335, % 13, CSL 143, , % 18,7, % MQG 117, , % 17,828, 66.% , TCL 9, % 18, ,54, 8.7% 27.4% 1,43 3, OSH 89, % 195, % 1,754, ,51 19 WES 84,72 1.1% 11, % 5,21, 16.7% 78.2% 3,219 2,4 2 GMG 76,14 1.% 43, % 79,35, ,76 21 AMP 65, , % 183,217, % 1,155 4, BXB 64, , ,133, 7.% 58.1% 3,33 1,29 23 HVN 62,663.8% 61, % 86,789, 7.2% 89.8% 4,881 6, WOW 6,282.8% 114, ,768, % 4,69 5,95 25 SYD 58,792.8% 57, ,15, 6.8% 65.8% 6,945 4, BSL 57,987.8% 5, % 75,18, 7.7% ,377 3, AWC 55,23.7% 93, % 36,165, 1.8% 16.8% 3,58 2, ORG 51,635.7% 214, % 79,251, 6.5% 42.3% 3, MPL 49,784.7% 7, ,91, 3.5% 115.1% 687 5,737 3 AGL 48, , % 43,54, 11.3% 87.2% 1, Market^ 7,586,25 1.% 8,415, % 7,336,334, 1.3% 98.4% 34,472 42,934 * Derivatives Liquidity Ratio (DLR) is options volume (in shares) / volume of underlying security ** The net calls/puts are the number of options contracts bought minus the number of options contracts sold, excluding Market Makers ^ ETO classes only included NOTE: Figures for the above charts are doublesided
5 ASX EQUITY DERIVATIVES March 218 Options Market Share by Value and Volume Traded Top 1 Brokers by Value Top 1 Brokers by Volume 4% 3% 5% 7% 7% 8% 1% 35% Shaw BTIG D2MX Pty Ltd UBS Bell Potter Phillip Capital Commonwealth ABN AMRO Clear Merrill Lynch Macquarie Retai 5% 5% 4% 4% 5% 1% 11% 38% Commonwealth Shaw Bell Potter D2MX Pty Ltd SILA UBS Morgan Stnly WM Macquarie Retai BTIG AIEX Top 5 Market Makers by Value Top 5 Market Makers by Volume 12% 17% 8% 25% 2 Eclipse HK MM Susquehanna Liquid Capital Metark Trading Mako APAC 8% 15% 22% 1 3% Eclipse HK MM Susquehanna Metark Trading UBS WMM Liquid Capital Top 5 LEPO Participants by Value Top 5 LEPO Particpants by Volume 11% 7% 17% 47% Morgan Stnly WM Credit Suisse Morgans Susquehanna Macquarie Insto 12% 21% 5% 4% 4% 54% Morgan Stnly WM Credit Suisse Phillip Capital Macquarie Insto Pershing NOTE: The above charts include contracts traded in both Single Stock and Index options LEPOs are excluded from these charts
6 ASX EQUITY DERIVATIVES March 218 Top 1 Call and Put Options Contracts 3, 2, 1, Call Option Contracts (excluding Market Makers) 7, 6, 5, 4, 3, 1, 2, TLS XJO BHP CBA FMG WBC RIO NAB ANZ STO 2, 1, 1, 2, 3, Contracts Long (Bought) Contracts Short (Sold) Net Mar 218 (RHS) Net Feb 218 (RHS) 3, 4, 3, 2, 1, 1, 2, 3, 4, Put Option Contracts (excluding Market Makers) XJO FMG RIO TLS BHP CBA S32 NAB QBE WBC 4, 3, 2, 1, 1, 2, 3, 4, 5, 6, Contracts Long (Bought) Contracts Short (Sold) Net Mar 218 (RHS) Net Feb 218 (RHS) NOTE: The charts above show the number of contracts bought and sold by nonmarketmaking participants in the top 1 underlying securities
7 Jan9 Jul9 Jan1 Jul1 Jan11 Jul11 Jan12 Jul12 Jan13 Jul13 Jan14 Jul14 Jan15 Jul15 Jan16 Jul16 Jan17 Jul17 Jan18 Jan9 Jul9 Jan1 Jul1 Jan11 Jul11 Jan12 Jul12 Jan13 Jul13 Jan14 Jul14 Jan15 Jul15 Jan16 Jul16 Jan17 Jul17 Jan18 S&P/ASX 2 Net bought (written) contracts Jan9 Jul9 Jan1 Jul1 Jan11 Jul11 Jan12 Jul12 Jan13 Jul13 Jan14 Jul14 Jan15 Jul15 Jan16 Jul16 Jan17 Jul17 Jan18 ASX EQUITY DERIVATIVES March 218 S&P/ASX 2 VIX Options Net Buy/Sell Volume (excluding market makers) 7, 1, 6, 5, 5, 4, 3, 5, 2, 1, Net Bought (Written) Calls Net Bought (Written) Puts S&P/ASX2 (LHS) NOTE: Single Stock options expressed in terms of 1, per contract in above chart. 125% PutCall Indicators 1% 75% 5% P/C Volume % P/C OI %
8 ASX EQUITY DERIVATIVES March 218 Options Volume, Value and Open Interest Volume PERIOD CALL PUT TOTAL OPTIONS EQUITY OPTIONS EQUITY LEPO ASX INDEX OPTION INDEX LEPO Mar18 3,824,294 3,761,956 7,586,25 6,287, ,392 1,16,3 1,64 Feb18 4,148,957 3,644,366 7,793,323 6,297, ,67 1,343, Variance 7.8% 3.2% 2.7%.2% 85.% 24.4% 171. Mar17 5,174,98 4,494,54 9,669,484 8,58, , ,458 3,4 Variance 26.1% 16.3% 21.5% 26.1% % 46. Cal Yr to date 11,446,338 1,556,28 22,2,366 18,35, ,767 3,216,733 2,44 Fin Yr to date 37,85,72 31,899,465 69,75,185 58,75,147 1,81,72 9,138,579 14,757 Value ($m) PERIOD CALL PUT TOTAL OPTIONS EQUITY OPTIONS EQUITY LEPO INDEX OPTION INDEX LEPO Mar , Feb , Variance 45.7% 16.8% % 174.5% 31.4% 174. Mar17 1, , Variance 42.5% 27.1% 27.8% % 6.3% 44.8% Cal Yr to date 2,279 1,552 3,831 1, , Fin Yr to date 7,753 3,87 11,623 4,44 2,621 4, Open Interest PERIOD CALL PUT TOTAL OPTIONS EQUITY OPTIONS EQUITY LEPO INDEX OPTION INDEX LEPO Mar18 4,677,297 3,738,651 8,415,948 6,958, , , Feb18 5,344,328 4,359,82 9,74,148 8,123, ,2 1,83,25 1,123 Variance 12.5% 14.2% 13.3% 14.3%.8% 11.7% 41.8% Mar17 5,684,2 4,27,232 9,711,432 8,332,91 643, ,82 1,575 Variance 17.7% 7.2% 13.3% 16.5% 22.3% 3.4% 58.5% Cal Yr to date 4,677,297 3,738,651 8,415,948 6,958, , , Fin Yr to date 4,677,297 3,738,651 8,415,948 6,958, , , ASX takes no responsibility for any errors or omissions contained within this document and will not be liable for any reason including without limitation negligence, for losses, consequential or otherwise, arising from in connection with decisions made in reliance upon this information. More information Gregory Pill Manager, Equity Derivatives Dawn Lay Manager, Index & Equity Futures Sales Phone: Phone: Greg.Pill@asx.com.au dawn.lay@asx.com.au
ASX EQUITY DERIVATIVES Options and Futures Statistics June 2018
Jan9 Jul9 Jan1 Jul1 Jan9 Jul9 Jan1 Jul1 Number of Contracts Traded (') Number of Contracts Open (') Notional value ($b) Jan9 Jul9 Jan1 Jul1 Jan9 Jul9 Jan1 Jul1 Number of Contracts Traded (') Number of
More informationASX EQUITY DERIVATIVES Options and Futures Statistics February 2018
Jan9 Jul9 Jan1 Jul1 Jan9 Jul9 Jan1 Jul1 Number of Contracts Traded (') Number of Contracts Open (') Notional value ($b) Jan9 Jul9 Jan1 Jul1 Jan9 Jul9 Jan1 Jul1 Number of Contracts Traded (') Number of
More informationASX EQUITY DERIVATIVES Options and Futures Statistics August 2018
Options and Futures Statistics August 218 Average Daily Volume (ADV) and Open Interest (OI) Single Stock and XJO traded on ASX Number of Contracts Traded (') 9 8 7 6 5 4 3 2 1 Single Stock Options ADV
More informationDERIVATIVES EQUITY AND INDEX OPTIONS ASX Options Statistics and Analysis August 2017
Jan-9 Jul-9 Jan-1 Jul-1 Jan-9 Jul-9 Jan-1 Jul-1 Number of Contracts Traded (') Number of Contracts Open (') Jan-9 Jul-9 Jan-1 Jul-1 Jan-9 Jul-9 Jan-1 Jul-1 Number of Contracts Traded (') Number of Contracts
More informationDERIVATIVES EQUITY AND INDEX OPTIONS ASX Options Statistics and Analysis December 2016
Jan-9 Jul-9 Jan-1 Jul-1 Jan-9 Jul-9 Jan-1 Jul-1 Number of Contracts Traded (') Number of Contracts Open (') Jan-9 Jul-9 Jan-1 Jul-1 Jan-9 Jul-9 Jan-1 Jul-1 Number of Contracts Traded (') Number of Contracts
More informationDERIVATIVES EQUITY AND INDEX OPTIONS ASX Options Statistics and Analysis January 2015
ASX Options Statistics and Analysis Average Daily Volume and Open Interest Single Stock Options ADV (adj) Single Stock Options OI (adj) Number of Contracts Traded 9, 8, 7, 6, 5, 4, 3, 2, 1, Number of Contrcts
More informationASX Centre Point Liquidity Report Jun 2018
Jun 218 ASX Centre Point $9. billion traded with an average trade size of $3,197 143 securities traded in ASX Centre Point with a price improvement of $23.9 million $569 billion matched in ASX Centre Point
More informationASX Centre Point Liquidity Report February 2018
ASX Centre Point Liquidity Report ASX Centre Point $9.6 billion traded with an average trade size of $3,307 1043 securities traded in ASX Centre Point with a price improvement of $24.8 million $533 billion
More informationASX ETO MARKET MAKING SCHEME
ASX ETO MARKET MAKING SCHEME November 2017 Role of ETO Market Makers Market Makers play an important role in the ASX options market. Market Makers compete against one another while trading on their own
More informationASX ETO Market Making Scheme
ASX ETO Market Making Scheme APRIL 2016 Role of ETO Market Makers Market Makers play an important role in the ASX options market. Market Makers compete against one another while trading on their own accounts
More informationASX Centre Point Liquidity Report February 2015
ASX Centre Point Liquidity Report ASX Centre Point Record traded value $6.9 billion with an average trade size of $5,309 663 securities traded in ASX Centre Point with a price improvement of $13 million
More informationChanges to the ASX ETO Market Making Scheme; Key differences before and after 28 March 2011
Changes to the ASX ETO Market Making Scheme; Key differences before and after 28 March 2011 Background Market Makers play an important role in the ASX options market. Market Makers compete against one
More informationInvestor presentation
Argo Investments Limited Investing in Australia since 1946 Investor presentation May 2014 ABN: 35 007 519 520 Disclaimer Argo Investments Limited has prepared this presentation in good faith. However,
More informationFinancial Year Summary
Mr Israel Lewis 1 PIER STREET PERTH WA 6000 Financial Year Summary Summary Information A/C 157211 Holdings valuation at start of period Holdings valuation at end of period +/- $11,062,132.02 $11,062,132.02
More informationAurora Funds Management Generating Income from Equities
Aurora Funds Management Generating Income from Equities Australian ASX Presentation February 2009 Issuer & Responsibile Entity Disclaimer Neither the information or presentation is intended to be an offer
More informationEquity and Index Options Listing Guidelines for ASX equity markets
Equity and Index Options Listing Guidelines for ASX equity markets JANUARY 2016 CONTENTS Introduction... 3 Overview... 3 Equity and Index Options Class Listing Guidelines... 4 Standard Exchange Traded
More informationAuscap Asset Management The Long and the Short of it
Auscap Asset Management The Long and the Short of it Asset Strategy Forum October/November 2017 Auscap Asset Management Limited ACN 158 929 143 AFSL 428014 ARSN 615 542 213 Who are we? 2 Auscap Long Short
More informationIndependent Investment Research
AUSTRALIAN A Independent Investment Research INVESTMENT RESEARCH SPDR S&P/ASX 200 Fund (STW) www. spdrs.com.au Company Overview STW is an exchange traded fund (ETF) that offers investors the ability to
More informationCitiFirst Reset Instalments. Product Disclosure Statement IOO and IOI Series Regular and High Yield Instalments 25 June 2013
INSTALMENTS SELF-FUNDING INSTALMENTS MINIS TRADING WARRANTS TURBOS CitiFirst Reset Instalments Product Disclosure Statement IOO and IOI Series Regular and High Yield Instalments 25 June 2013 Issued by
More informationASX 50 financial reporting insights
ASX 5 financial 31 ember 2 reporting season April 215 Introduction: KPMG has analysed the financial reports of the ASX 5 through the latest reporting season (1 July 2 to 31 ember 2) with a focus on: considering
More informationIndependent Investment Research
AUSTRALIAN A Independent Investment Research INVESTMENT RESEARCH SPDR S&P/ASX 50 Fund (SFY) www.spdrs.com.au Company Overview SFY is an exchange traded fund (ETF) that offers investors the ability to invest
More informationProtected Loan Taxation Guide
Protected Loan Taxation Guide An Explanatory Note The taxation implications of your Protected Loan (PL) can depend on a number of factors. In order to assist you in identifying the implications of your
More informationInstalment Warrants. Supplementary Product Disclosure Statement
Instalment Warrants Supplementary Product Disclosure Statement Issue date: 13 April 2015 Issued by: Commonwealth Bank of Australia ABN 48 123 123 124 AFSL 234945 2 Instalment Warrants SPDS This document
More informationDISCLAIMER: The following material was presented at ASX Investor Hour.
ASX Investor Hour DISCLAIMER: The following material was presented at ASX Investor Hour. The views, opinions or recommendations of the presenter are solely those of the presenter and do not in any way
More informationSpheria Australian Smaller Companies Fund
29-Jun-18 $ 2.7686 $ 2.7603 $ 2.7520 28-Jun-18 $ 2.7764 $ 2.7681 $ 2.7598 27-Jun-18 $ 2.7804 $ 2.7721 $ 2.7638 26-Jun-18 $ 2.7857 $ 2.7774 $ 2.7690 25-Jun-18 $ 2.7931 $ 2.7848 $ 2.7764 22-Jun-18 $ 2.7771
More informationTuesday, 28 October About the CBG Fund 1. CBG Australian Equities Fund Performance
MARKET ANNOUNCEMENT CBG Fund September 2014 Quarterly Report Tuesday, 28 October 2014 The September 2014 Quarterly Report from CBG Asset Management Limited (CBG) on the performance of its CBG Australian
More informationCitiFirst Instalment MINIs. Investment Product: Not a Deposit Not Insured No Bank Guarantee May Lose Value
INSTALMENT MINIS INSTALMENTS SELF-FUNDING INSTALMENTS MINIS TRADING WARRANTS TURBOS CitiFirst Instalment MINIs Investment Product: Not a Deposit Not Insured No Bank Guarantee May Lose Value Product Disclosure
More informationMacquarie Equity Lever Investment Menu and Sample Portfolios
Macquarie Equity Lever Investment Menu and Sample Portfolios Investment Menu Macquarie does not make any representations regarding the securities included in this Investment Menu, their suitability or
More informationBlue Chip Report simulation from July '01 to June '02
Blue Chip Report simulation from July '01 to June '02 VSL 2,824 (3.54) 10,000 7,286 (2.58) SOLD TOL 2,053 (4.87) 10,000 16,260 SGN 2,732 (3.66) 10,000 8,606 (3.15) SOLD WES 416 (24.03) 10,000 10,492 (25.22)SOLD
More informationThis Term Sheet relates to the offer of UBS Share Builders with the specifications set out below:
UBS Share Builders (Term Sheet Number: SB160531a) Term Sheet dated 31 May 2016 Issued by UBS AG, Australia Branch (ABN 47 088 129 613, AFSL number 231087) This Term Sheet supplements the Master Product
More informationListed Managed Investments
Australian MANAGED INVESTMENTS ANALYSIS Listed Managed Investments March 2009 Quarterly Review EXTRACT Environment for equity markets remain challenging but some positive signs emerge Contents This is
More informationMONTHLY PERFORMANCE REPORT August 2018
MONTHLY PERFORMANCE REPORT August 2018 GENERAL INFORMATION Base Currency: AUD Entity Type: Strategy PMs: Neill Colledge (CIO) Marcel von Pfyffer Launch date: Jul-2018 Benchmark: ASX200 TR Fees: 0.8% and
More informationXML Publisher Balance Sheet Vision Operations (USA) Feb-02
Page:1 Apr-01 May-01 Jun-01 Jul-01 ASSETS Current Assets Cash and Short Term Investments 15,862,304 51,998,607 9,198,226 Accounts Receivable - Net of Allowance 2,560,786
More informationASX50 financial reporting insights
ASX5 financial 3 2 reporting season October 2 Introduction: KPMG has analysed the financial reports of the ASX5 through the latest reporting season (1 January 2 to 3 2) with a focus on: considering the
More informationRESEARCH PAPER QUANTITATIVE ANALYSIS OF THE PERFORMANCE OF PROTECTED EQUITY LOANS 1 JANUARY OCTOBER 2014
RESEARCH PAPER QUANTITATIVE ANALYSIS OF THE PERFORMANCE OF PROTECTED EQUITY LOANS 1 JANUARY 1994 30 OCTOBER 2014 RESEARCH PAPER PREPARED BY TONY RUMBLE, PhD FOUNDER LPAC ONLINE PTY LTD WWW.LPACONLINE.COM.AU
More informationModule One: The Basic Mechanics of ASX Quoted Instalments
Module One: The Basic Mechanics of ASX Quoted Instalments Disclaimer: This material contains information only. ASX does not represent or warrant that it is complete or accurate. The information is for
More informationAustralian Banks. Funding markets open for now
AUSTRALIA Weekly performance 4% 2% % -2% -4% -6% -8% -1% Source: IRESS, August 212 Rolling monthly performance 8% 6% 4% 2% % -2% -4% -6% Source: IRESS, August 212 Rolling yearly performance % 15% 5% -5%
More informationDJERRIWARRH INVESTMENTS LIMITED ABN
DJERRIWARRH INVESTMENTS LIMITED ABN 38 006 862 693 APPENDIX 4D STATEMENT FOR THE HALF-YEAR ENDING 31 DECEMBER 2008 CONTENTS Media Release Results for announcement to the market Appendix 4D Accounts Independent
More informationS&P/ASX 200 VIX Futures SECTOR FUTURES
S&P/ASX 200 VIX Futures SECTOR FUTURES S&P/ASX 200 VIX futures provide an exchange-traded mechanism to efficiently isolate, trade, hedge and arbitrage anticipated volatility in the Australian equity market.
More informationAustralian Banks. Money Talks vertically challenged AUSTRALIA. Inside. Majors average short positions and banks index
Jun- Dec- Jun- Dec- Jun- Dec- Jun-1 Dec-1 Jun-11 Dec-11 Jun-1 Dec-1 Jun-1 Dec-1 Jun-1 Dec-1 Jun- Dec- AUSTRALIA Repricing generally follows an election s Nov Aug 1 Sep 1 1-1 Source: RBA, Macquarie Research,
More informationAnnual Australian Cash Equity Market
Annual Australian Cash Equity Market ASX Equity Market Turnover Average Total Market Capitalisation and Liquidity (1987 to 212) A$B 1,8 1,6 1,4 1,2 1, 8 6 4 2 11 1 9 8 7 6 5 4 3 2 1 Percentage (%) 1987
More informationIndependent Investment Research
AUSTRALIAN A Independent Investment Research INVESTMENT RESEARCH BKI Investment Company Limited (BKI) www.bkilimited.com.au Company Overview BKI came into existence as a result of the acquisition of the
More informationLiquidity Monitor. 1 August Amy Auster Katie Dean Amber Rabinov Jasmine Robinson Economics & Markets Research
Liquidity Monitor 1 August 20 Amy Auster Katie Dean Amber Rabinov Jasmine Robinson Economics & Markets Research 60 50 40 30 20 10 0 The Fed remains committed to shoring up liquidity in the market Daily
More informationFor personal use only
ASX Release INVESTOR PRESENTATION Tuesday, 26 April 2016 Absolute Equity Performance Fund Limited ACN 608 552 496 (ASX:AEG) advises that the attached presentation is to be delivered to investors and analysts
More informationUBS Dividend Builders
UBS Dividend Builders (Term Sheet Number: DB141017a) Term Sheet dated 17 October 2014 Issued by UBS AG, Australia Branch (ABN 47 088 129 613, AFSL number 231087) This Term Sheet supplements the Master
More informationEquity Strategy. March Equity Market Review AUSTRALIA. Event. Impact. Market and sector EPS growth (%) Market and sector PEs (x)
AUSTRALIA Market and sector EPS growth (%) Pro-rated to June FY14A FY15E FY16E Market and sector PEs (x) Market and sector DPS growth (%) Market and sector Dividend Yield (%) Source: Macquarie Research,
More informationAs at 31 December 2016, Bentley had ~$3.97 million (29.3% of its net assets) invested in the CBG Fund (30 September 2016: ~$3.99 million (27.7%)).
Tuesday, 31 January 2017 MARKET ANNOUNCEMENT CBG Fund December 2016 Quarterly Report The December 2016 Quarterly Report from CBG Asset Management Limited (CBG) on the performance of its CBG Australian
More informationDISCLAIMER: The following material was presented at ASX Investor Hour.
ASX Investor Hour DISCLAIMER: The following material was presented at ASX Investor Hour. The views, opinions or recommendations of the presenter are solely those of the presenter and do not in any way
More informationSuncorp Metway Ltd. John Mulcahy, Chief Executive Officer. UBS Global Financial Services Conference. 12 May 2008
Suncorp Metway Ltd John Mulcahy, Chief Executive Officer UBS Global Financial Services Conference 12 May 2008 Agenda Overview of Suncorp Key numbers Key challenges Summary Suncorp at a glance Group total
More informationReturns To: 1mth 3mths 6mths 1yr 2yrs 3yrs Inception 30 June 2016 (%) (%) (%) (%) (% p.a.) (% p.a.) (% p.a.) T (08) T (08)
Friday, 29 July 2016 MARKET ANNOUNCEMENT CBG Fund June 2016 Quarterly Report The June 2016 Quarterly Report from CBG Asset Management Limited (CBG) on the performance of its CBG Australian Equities Fund
More informationEquity Exchange Traded Options (ETO) Market. - ETO Market Structure Reform Proposals
Equity Exchange Traded Options (ETO) Market - ETO Market Structure Reform Proposals 2012-2014 Contents 1.0 INTRODUCTION... 3 1.1 How to Respond to this Consultation Paper... 4 1.2 The Approach of this
More informationMARKET ANNOUNCEMENT. Monthly Trading Report for ASX and SFE Markets
MARKET ANNOUNCEMENT 5 September 2006 Monthly Trading Report for ASX and SFE Markets Please see attached monthly trading information for August 2006 for ASX and SFE Markets. For further information on ASX
More informationThe Great Muddle Through. Wayne McGauley Head of Retail, IML March 2014
The Great Muddle Through Wayne McGauley Head of Retail, IML March 2014 1 Agenda Intro to IML The Great Muddle Through Investment strategy Portfolio focus for clients Summary 2 Agenda Intro to IML The Great
More informationFor personal use only
For personal use only Half-Year Review to 31 December 2016 For personal use only CONTENTS 1 Half-Year in Summary 2 Review of Operations and Activities 11 Top 20 Investments 12 Income Statement 13 Balance
More informationFor personal use only
Strong portfolio performance drives record pre-tax profit increase of 158.8% to $62.7 million and record fully franked dividend Highlights Record profit before tax increased 158.8% to $62.7 million Investment
More informationHUD NSP-1 Reporting Apr 2010 Grantee Report - New Mexico State Program
HUD NSP-1 Reporting Apr 2010 Grantee Report - State Program State Program NSP-1 Grant Amount is $19,600,000 $9,355,381 (47.7%) has been committed $4,010,874 (20.5%) has been expended Grant Number HUD Region
More informationAustralian Quant Action
Average Monthly Long/Short Return Jul-96 Feb-97 Sep-97 Apr-98 Nov-98 Jun-99 Jan-00 Aug-00 Mar-01 Oct-01 May-02 Dec-02 Jul-03 Feb-04 Sep-04 Apr-05 Nov-05 Jun-06 Jan-07 Aug-07 Mar-08 Oct-08 May-09 Dec-09
More informationDaniel Wilkie, CFO SUNCORP METWAY LTD. UBS Warburg June 6, 2001
Daniel Wilkie, CFO SUNCORP METWAY LTD UBS Warburg June 6, 2001 2 1996 Merger SUNCORP METWAY 3 Stockmarket position Market cap A$6.2b, ranking 24* Australian All Ords Index weighting: 0.83%* MSCI (Australia)
More informationIOOF Presentation. Peter Mahoney. April 2012
IOOF Presentation Peter Mahoney April 2012 1 contents 1. philosophy & process 2. investment team 3. performance 4. stock insight & strategy 5. summary 6. appendices 2 1 proven investment approach the way
More informationClass SMSF Benchmark Report
Class SMSF Benchmark Report In this issue Feature: How SMSFs use platforms Key statistics An overview of data included in this report Investment insights A more detailed look at investment allocations
More informationHistorical Pricing PJM COMED, Around the Clock. Cal '15 Cal '16 Cal '17 Cal '18 Cal '19 Cal '20 Cal '21 Cal '22
$50 Historical Pricing PJM COMED, Around the Clock $48 $46 $44 $42 $40 $38 $36 $34 $32 $30 $28 $26 Cal '15 Cal '16 Cal '17 Cal '18 Cal '19 Cal '20 Cal '21 Cal '22 The information presented above was gathered
More informationAsset Manager Performance Comparison
Cape Peninsula University of Technology Retirement Fund August 2017 DISCLAIMER AND WARNINGS: Towers Watson (Pty) Ltd, a Willis Towers Watson company, is an authorised financial services provider. Although
More informationMEDIA RELEASE. Designated Price Makers appointed for Exchange Traded CFDs
MEDIA RELEASE 6 September 2006 Designated Price Makers appointed for Exchange Traded CFDs Designated Price Makers (DPMs) have been appointed for the world s first Exchange Traded CFDs, to be available
More informationBusiness & Financial Services December 2017
Business & Financial Services December 217 Completed Procurement Transactions by Month 2 4 175 15 125 1 75 5 2 1 Business Days to Complete 25 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 217 Procurement
More informationFUEL PRICE RISK MANAGEMENT POLICY REPORT "FUEL HEDGE"
FUEL PRICE RISK MANAGEMENT POLICY REPORT "FUEL HEDGE" Sep-18 FUEL PRICE RISK MANAGEMENT POLICY REPORT Sep-18 (Office of Management and Budget 09/30/2018) The Fuel Price Risk Management Policy approved
More informationAsset Manager Performance Comparison
Cape Peninsula University of Technology Retirement Fund September 2017 DISCLAIMER AND WARNINGS: Towers Watson (Pty) Ltd, a Willis Towers Watson company, is an authorised financial services provider. Although
More informationDAC Wealth Builder: $10,000 Growth from Inception
DAC Wealth Builder: $10,000 Growth from Inception $13,500 $13,416 $13,000 $12,500 $12,000 $11,500 $11,000 $10,500 $10,000 12/2014 03/2015 06/2015 09/2015 12/2015 03/2016 06/2016 09/2016 12/2016 03/2017
More informationFUEL PRICE RISK MANAGEMENT POLICY REPORT "FUEL HEDGE"
FUEL PRICE RISK MANAGEMENT POLICY REPORT "FUEL HEDGE" December 2018 FUEL PRICE RISK MANAGEMENT POLICY REPORT December 2018 The Fuel Price Risk Management Policy approved by the Board on February 16, 2006
More informationOptimality in Capital Management. Karen Phin Managing Director Head of Capital Management UBS Investment Bank
Optimality in Capital Management Karen Phin Managing Director Head of Capital Management UBS Investment Bank October 2006 Outline of presentation Current trends in capital management The great buy-back
More informationHalf Year Result Presentation 6 months to 31 December 2013
Half Year Result Presentation 6 months to 31 December 2013 Disclaimer This material has been prepared by BKI Investment Company Limited. The information within this document is not intended to provide
More informationDAC Wealth Protector: $10,000 Growth from Inception
DAC Wealth Protector: $10,000 Growth from Inception $11,600 $11,661 $11,400 $11,200 $11,000 $10,800 $10,600 $10,400 $10,200 $10,000 12/2014 03/2015 06/2015 09/2015 12/2015 03/2016 06/2016 09/2016 12/2016
More informationHistorical Pricing PJM PSEG, Around the Clock. Cal '15 Cal '16 Cal '17 Cal '18 Cal '19 Cal '20 Cal '21 Cal '22
$70 Historical Pricing PJM PSEG, Around the Clock $65 $60 $55 $50 $45 $40 $35 $30 $25 Cal '15 Cal '16 Cal '17 Cal '18 Cal '19 Cal '20 Cal '21 Cal '22 The information presented above was gathered and compiled
More informationGuide to your Panorama Annual Investor Statements
Guide to your Panorama Annual Investor Statements This guide to your Panorama Annual Investor Statements shows examples of each report and explains the terminology used and the calculation methods. Important
More informationWESTWOOD LUTHERAN CHURCH Summary Financial Statement YEAR TO DATE - February 28, Over(Under) Budget WECC Fund Actual Budget
WESTWOOD LUTHERAN CHURCH Summary Financial Statement YEAR TO DATE - February 28, 2018 General Fund Actual A B C D E F WECC Fund Actual Revenue Revenue - Faith Giving 1 $ 213 $ 234 $ (22) - Tuition $ 226
More informationCapturing equity gains whilst protecting portfolios
Capturing equity gains whilst protecting portfolios Edward Park Q2 2018 MSCI North America Total Return in USD (2017 Discrete Calendar Months) 4.00% 3.50% 3.00% 2.50% 2.00% 1.50% 1.00% 0% 0.00% Jan-17
More informationPresentation of Half Year Results 13 February
Presentation of Half Year Results 13 February 2001 www.commbank.com.au Disclaimer The material that follows is a presentation of general background information about the Bank s activities current at the
More informationREST Investor Briefing Investor Briefing
REST Investor Briefing 2017 1 Damian Hill Chief Executive Officer 2 Disclaimer This presentation contains general advice current as at March 2017 and has been prepared without taking account of your objectives,
More informationProblems with Guided Answers by Roger Juchau
Problems with Guided Answers by Roger Juchau 2013 Reed International Books Australia Pty Limited trading as LexisNexis. Permission to download and make copies for classroom use is granted. Reproducing
More informationMacquarie Flexi 100 Trust June 2011 Offer
June 2011 Offer Important Dates Open / Close Date 6 April 2011 / 30 June 2011 Unit Issue Date 30 June 2011 Maturity Dates 5.5 Year Fixed Distribution Classes 3.5 Year Fixed Distribution Classes Variable
More informationTerm Deposits. Figure 1. Term Deposit Spread over Relevant BBSW: November v October. 3 Month Spread. Background on Term Deposits
Deposit Review November 2016 Term Deposits Jack Pobjoy Credit Analyst (+61) 3 9670 8615 jack.pobjoy@bondadviser.com.au While global interest rate volatility continues, term deposit (TD s) rate spreads
More informationDay-of-the-week effects: another evidence from top 50 Australian stocks
Griffith Research Online https://research-repository.griffith.edu.au Day-of-the-week effects: another evidence from top 50 Australian stocks Author Liu, Benjamin, Li, Bin Published 2010 Journal Title European
More informationFoundations of Investing
www.edwardjones.com Member SIPC Foundations of Investing 1 5 HOW CAN I STAY ON TRACK? 4 HOW DO I GET THERE? 1 WHERE AM I TODAY? MY FINANCIAL NEEDS 3 CAN I GET THERE? 2 WHERE WOULD I LIKE TO BE? 2 Develop
More informationWestpac Vanilla Instalment Equity Warrants
Westpac Vanilla Instalment Equity Warrants Supplementary Product Disclosure Statement 31 January 2017 to the Product Disclosure Statement dated 14 April 2014 Issued by Westpac Banking Corporation ABN 33
More informationDenning Pryce Tailored Income Fund October 2016
Denning Pryce Pty Ltd ABN 67 116 639 251 AFSL 298851 Tel: 02 9222 1359 www.denningpryce.com.au Denning Pryce Tailored Income Fund October 2016 Market Overview Corporate earnings season and the pending
More informationUBS Investment Loans offered by UBS AG, Australia Branch ABN AFS Licence
UBS Investment Loan - Market Growth Term Sheet and Application Form for a Principal Loan for the Upfront Payment Amount for UBS Market Growth Instalments offered by Supplementary PDS dated 29 April 2015
More informationKey IRS Interest Rates After PPA
Key IRS Rates - After PPA - thru 2011 Page 1 of 10 Key IRS Interest Rates After PPA (updated upon release of figures in IRS Notice usually by the end of the first full business week of the month) Below
More informationEthical and Socially Responsible Super
Ethical and Socially Responsible Super Simon O Connor, CEO, Responsible Investment Association Australia Arti Prasad-Naidu, Head of Responsible Investment, QIC Lisa Domagala, ESG Analyst, Solaris Investment
More informationAugust 8, 2006 Authorized for Public Release 148 of 158. Appendix 1: Materials used by Mr. Kos
August 8, 6 Authorized for Public Release 148 of 158 Appendix 1: Materials used by Mr. Kos Class II -- Restricted FR Page 1 of 4 Realized Volatility of MSCI Equity Indices 35 25 15 5 22 August 8, 6 Authorized
More informationComparative Annuity Reports Your guide to comparing data about Single Premium Immediate Annuity programs
Comparative Annuity Reports Your guide to comparing data about Single Premium Immediate Annuity programs January 2016 1-800-872-6684 www.immediateannuities.com/comparativeannuityreports/ Volume 37 Issue
More informationYarra Investment Fund
Investment Commentary Quarter to 31 December 2018 Yarra Investment Fund Gross returns as at 31 December 2018 1 month 3 months 1 year 3 years p.a. 5 years p.a. 10 years p.a. Since inception* p.a. Yarra
More informationMedia Release 12 October Corporate Performance Awards Winners announced
Media Release 12 October 2016 2016 Corporate Performance Awards Winners announced East Coles Australia is pleased to announce the Winners of the 2016 Corporate Performance Awards. The winners were announced
More informationFixed Income Portfolio Management
Fixed Income Portfolio Management Presented By: Marty Hammond, Managing Director Samantha Myers, Senior Analyst February 2019 PFM Asset Management LLC 821 Alexander Road Suite 110 Princeton, NJ 08540 609.452.0263
More informationUBS Dividend Builders
UBS Dividend Builders (Term Sheet Number: DB171101a) Term Sheet dated 1 November 2017 Issued by UBS AG, Australia Branch (ABN 47 088 129 613, AFSL number 231087) This Term Sheet supplements the Master
More informationListed Managed Investments
Australian MANAGED INVESTMENTS ANALYSIS Listed Managed Investments March 2008 Quarterly Review EXTRACT Defensive strategies provide some downside protection in a volatile market Contents This is an extract
More informationAlgo Trading System RTM
Year Return 2016 15,17% 2015 29,57% 2014 18,57% 2013 15,64% 2012 13,97% 2011 55,41% 2010 50,98% 2009 48,29% Algo Trading System RTM 89000 79000 69000 59000 49000 39000 29000 19000 9000 2-Jan-09 2-Jan-10
More information11,000 10,500 10,000 9,500. 9,000 Dec Source: Bloomberg. Cash
Commentary Growth of $, INCOME REINVESTED PORTFOLIO COMMENTARY The big news in markets for the month of June centred around the UK's decision to leave the European Union, this generally impacted equity
More informationBANK OF GUYANA. BANKING SYSTEM STATISTICAL ABSTRACT Website:
BANK OF GUYANA BANKING SYSTEM STATISTICAL ABSTRACT Website: www.bankofguyana.org.gy RESEARCH DEPARTMENT November 2010 STATISTICAL ABSTRACT TABLES CONTENTS 1. MONETARY AUTHORITY 1.1 Bank of Guyana: Assets
More informationClass SMSF Benchmark Report
Class SMSF Benchmark Report June 2016 In this issue Feature: The SMSF Transit Lounge Analysis of smaller balance funds Key statistics An overview of data about SMSFs and administrators Investment insights
More informationPerformance Report October 2018
Structured Investments Indicative Report October 2018 This report illustrates the indicative performance of all Structured Investment Strategies from inception to 31 October 2018 Matured Investment Strategies
More informationFOR RELEASE: MONDAY, MARCH 21 AT 4 PM
Interviews with 1,012 adult Americans conducted by telephone by Opinion Research Corporation on March 18-20, 2011. The margin of sampling error for results based on the total sample is plus or minus 3
More information