ASX Centre Point Liquidity Report Jun 2018
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1 Jun 218 ASX Centre Point $9. billion traded with an average trade size of $3, securities traded in ASX Centre Point with a price improvement of $23.9 million $569 billion matched in ASX Centre Point since inception - $1,222 million of price improvement Centre Point Block $5.6 billion traded, $4.3billion as single fill MAQ ASX Sweep $26.3 billion traded with Centre Point Sweep orders ($767m matched in ASX Centre Point) Dark Limit $511 million traded Top 5 Centre Point Block Stocks Top 5 Centre Point Sweep Stocks ASX CODE TLS CBA RIO BHP CSL 322,893,98 16,599,97 141,742, ,92, ,882,97 ASX CODE CSL 82,63,496 CBA 8,4,876 RIO 77,894,349 BHP 61,853,89 WES 56,53,13 ASX Centre Point Traded Value, $bn ASX Centre Point - % of Traded Value 12,. 1,. 8,. 6,. 4,. 2,.. 1% 9% 8% 7% 6% 5% 4% 3% 2% 1% % Number of Trades Value Traded Dark Limit Preference Matching Centre Point Block Orders Single Fill MAQ Centre Point Sweep ASX Centre Point Orders
2 Top 5 Stocks by Value AZJ ,479 3,992 6,58 4,349 4,438 4, , TLS ORG TWE 4,343 4, APA SYD 5,882 4, TCL AMC 4,431 3, ,2 3,332 5,434 3,346 3,254 3,24 4,326 3,228 3,928 2,814 4,92 3,98 4,944.8 ($M) AVERAGE TRADE SIZE PRICE IMPROVE [BPS] 2,57 3,359 4,553 4,587 4,675 2,743 2,752 9,45 7,61 5,768 7,93 8, % 4,189 3,989 5,627 4,174 ASX CODE % OF ASX 7.2% 13.8% 1.9% 6.3% 6.6% 1, % CBA ,437 1,49 6,435 8,25 6,634 4, NAB MQG WPL ANZ S32 RIO CSL BHP WBC WES MGR SCG RHC QBE NCM ALL FMG AMP BXB WOW STO EVN MIN LLC CYB VCX TAH A2M COH QAN BSL OSH DMP SGP URW AWC GMG WHC AGL MTS 6.8% 1.1% 12.% 11.5% 11.2% 9.8% 18.8% 13.6% 12.8% 8.7% 18.7% 5.3% 11.8% 11.4% 15.2% 15.1% 8.% 1.4% 9.9% 1.2% 11.8% 13.4% 9.% % 7.6% 16.8% 9.7% 1.6% 12.2% 2.8% 11.9% 8.1% 11.7% 9.4% 1.5% 11.5% 12.7% 15.8% 12.1% CTX ,47 Jun 218
3 Centre ASX Centre Point Point Liquidity Liquidity Report Report Jun 218 Top 5 Participants by Value RANK PARTICIPANT PRICE IMPROVE PRICE IMPROVE AVERAGE NAME ($M) ($) (BPS) TRADE SIZE UBS 2,21.2 2,621, ,49,82 Merrill Lynch 1, ,51, ,722,251 Deutsche 1, ,316, ,615,29 Macquarie Insto 1,49.4 1,319, ,74,627 Citigroup 1, ,36, ,757,112 Morgan Stanley 1,24.8 1,141, ,831,847 Goldman Sachs ,61, ,674,383 JPMorgan , ,248,62 Credit Suisse , ,569,378 ABN AMRO Clear , ,958 InstinetNomura , ,717,949 Commonwealth ,35, ,933,79 ITG Aust , ,124 OpenMarkets ,255, ,679,48 CLSA , ,893 Evans & Partner , ,647 Metark Trading , ,487 Morgans , ,474,491 Virtu Financial , ,244 Bell Potter , ,831,78 AIEX , ,74,131 Eclipse HK MM , ,754 Shaw , ,732 Wealthhub Sec , ,34,573 Macquarie Retai , ,829 Pershing , ,672,81 Susquehanna , ,551 Ord Minnett , ,391 Wilsons , ,62,626 Taylor , ,78 SILA , ,89,627 Canaccord , ,282 BTIG , ,841 Hartleys , ,67,962 Euroz , ,293 Morgan Stnly WM , ,26 Baillieu , ,779 Moelis Sec , ,777 FinEx , ,46 RBC Securities , ,775 CMC Mkts , ,778,76 Patersons , ,263,468 Ascot , ,367 CCZ Statton , ,94 State One Stock , ,377,41 Liquid Capital , ,169 CMC Markets , ,582 Phillip Capital , ,246,356 D2MX Pty Ltd , ,341 Morrison 8.9 3, ,875
4 Jun 218 Top 2 ASX Centre Point trades by traded value RANK ASX DATE VOLUME % ADV* PRICE VALUE BEST CODE ( ) ($) BID 1 NAB 2 DLX 3 DLX 4 TLS 5 MGR 6 AZJ 7 CHC 8 AGO 9 DLX 1 DLX 11 SYD 12 RIO 13 TLS 14 TLS 15 TLS 16 CBA 17 WPL 18 RIO 19 DLX 2 FET , 1.% 2,72 2,726, , ,13 688,44 82, , ,899 35,, 196, , ,617 16,945 52,76 5, 466,78 18,81 38,887 16, ,372.7% 3.1% 3.4% 9.3% 7.9% 9.5% 9.% 2.2%.7%.5%.5%.5%.3%.9%.7% 8.4% , , , , ,386,694 1,384,955 1,382,5 1,379,122 1,369,838 1,335,574 1,333,84 1,333, ,87 62.% ,39, ,293,278 2,285,954 1,917,25 1,769,321 1,677,975 1,538,952 1,522,5 1,52,441 1,446,727 1,443, BEST OFFER PRICE IMPROVE (BPS) PRICE IMPROVE ($) 1,5.84 1, , , , , , , , , ,443.9 Top 2 ASX Centre Point trades by percentage of average daily volume RANK ASX DATE VOLUME % ADV* PRICE VALUE BEST BEST PRICE PRICE 1 GFY 2 SKT 3 CUL 4 AHX 5 PSQ 6 AHX 7 SKT 8 SKT 9 MEB 1 FET 11 MGC 12 AUB 13 MGC 14 CAF 15 MPW 16 MGC 17 APZ 18 APZ 19 ASG 2 SKT CODE ( ) ($) BID OFFER IMPROVE IMPROVE (BPS) ($) , 277.% , , % , , ,39, 193.2%.15 3, , % , ,1 16.6% , , ,791 1% , , 86.3% , , 86.3% , , 69.3% , , ,87 62.% ,39, , , % , , % 1, , , % , , % , , 5.9% , , % , , % , , % , , 43.8% , , 43.1% ,
5 Jun 218 ASX Centre Point: Advanced Order Types Centre Point non-displayed liquidity matched at the midpoint or other permitted price step inside the National Best Bid and Offer (NBBO). Centre Point Block attach a user defined Minimum Acceptable Quantity (MAQ) to your ASX Centre Point order and only execute when the MAQ is satisfied. Helps users source natural block liquidity and protect orders from pinging. Centre Point Any Price Block: Orders can execute at any price at or outside the NBBO subject to meeting the pre-trade transparency block trade tiers. ASX Sweep in one transaction, seamlessly interact with dark liquidity in ASX Centre Point and lit liquidity in ASX TradeMatch. Remaining liquidity rests in ASX TradeMatch. ASX Sweep offers the fastest possible routing between these two liquidity venues for aggressive order flow whilst minimising routing signals and increasing Centre Point Preferencing enables users to maximise crossings. Single Fill (MAQ) orders execute only where the MAQ is satisfied by a single, opposing order. Enables users to discover natural block liquidity, minimise information leakage and have some level of control over which counterparties they engage with inside the system. Dark Limit orders execute at any permitted dark price up to your order s limit price. Enables users to leverage price improvement opportunities within the NBBO. ASX Sweep Dual Post simultaneously rest orders in ASX Centre Point and ASX TradeMatch at limit +1/2 tick with no risk of over fill. Further Information For more information on this month's report, please contact: Trading Services Trade Execution E TradeExecution@asx.com.au Disclaimer: This is not intended to be financial product advice. To the extent permitted by law, ASX Limited ABN and its related bodies corporate excludes all liability for any loss or damage arising in any way including by way of negligence. This document is not a substitute for the Operating Rules of the relevant ASX entity and in the case of any inconsistency, the Operating Rules prevail. ASX Trademarks The trademarks listed below are trademarks of ASX. Where a mark is indicated as registered, it is registered in Australia and may also be registered in other countries. Nothing contained in this document should be construed as being any licence or right to use of any trademark contained within the document. ASX, Centre Point Order, ASX TradeMatch Copyright 218 ASX Limited ABN All rights reserved 218. For these products the market is operated by ASX Limited ACN
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