DERIVATIVES EQUITY AND INDEX OPTIONS ASX Options Statistics and Analysis August 2017

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1 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 Open (m) DERIVATIVES EQUITY AND INDEX OPTIONS ASX Options Statistics and Analysis August 217 Average Daily Volume (ADV) and Open Interest (OI) Single Stock Options ADV (adj) Single Stock Options OI (adj) XJO Options ADV 1,2 1, XJO Options OI 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 pre-may 211 were adjusted by a factor of 1.

2 August 217 Top Classes by Volume RANK Aug-17 VOLUME % MKT OPEN INTEREST VOL/OP SHARE VOLUME DLR* PUT/ CALL Net Calls** Net Puts** 1 TLS 1,654,5 17.3% 1,592, % 1,47,412, 15.8% 87.4% -143,83-3,812 2 BHP 1,25, , ,614, 59.1% 24.3% -59,626-3,373 3 FMG 943, % 656, ,229, 23.1% 45.2% -61,362 35,926 4 XJO 929, , , n/a 148.8% -9,865-11,789 5 CBA 589,64 6.2% 349, ,487, % -2,154-18,216 6 STO 484, % 43, % 21,734, 24.% 145.5% -44,433 2,457 7 RIO 449, , % 46,73, 97.5% 114.5% -12,95-17,861 8 NCM 211,48 2.2% 166, ,226, 33.4% 47.8% -7,72-2,46 9 WBC 21,41 2.2% 326, % 115,666, 18.2% ,258-8,88 1 ANZ 177, , ,778, ,593-13, QBE 161, , ,242, 1.1% 127.4% -3,117-15, CSL 153, , % 2,947, 73.4% 115.3% -78-2, MQG 149, , % 16,577, 9.2% 124.3% -7,7-2, NAB 141, % 289, % 94,569, % 8-4,93 15 WES 127, % 128, % 52,75, 24.2% , AMP 124, % 27, % 22,167, % -7,719-8, WOW 119, % 137, % 67,351, ,817-5, WPL 119, % 128, % 49,788, % -1,798-5,51 19 OSH 18, % 329, % 117,996, 9.2% 39.% -15,73-9,784 2 SUN 17, % 114,6 94.% 117,163, 9.2% 69.2% -8,892-24, BXB 98,323 1.% 213, % 92,394, 1. 5.% 1, AWC 95,849 1.% 71, ,86, 4.1% 1.4% -18,358-3, MPL 83, , ,954, 3.8% 14.1% -17,799 2, S32 83, , % 429,87, % -4,226-12, FXJ 8,943.8% 267, % 198,467, 4.1% 55.2% -6,87 4, ORG 66,8. 22, % 117,312, % -1,529 4, BSL 61,48. 47, % 11,534, 6.1% ,858-7,32 28 IAG 47,529.5% 15, ,86, 2.8% ,13-5,44 29 WFD 45,111.5% 247, % 119,648, 3.8% 115.4% -8,461-1,848 3 MYR 44,819.5% 64,38 7.% 6,366, 7.4% 46.4% 9, Market^ 9,585,92 1.% 1,45, ,395,987, 11.4% 73.4% -58,49-36,215 * 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 double-sided

3 August 217 Market Share by Value and Volume Traded Top 1 Brokers by Value Top 1 Brokers by Volume 5% 4% 8% 1% 35% Shaw D2MX Pty Ltd Pershing ABN AMRO Clear Bell Potter Deutsche UBS Commonwealth BTIG BGC (Sec) Aus 4% 4%4% 5% 1 31% Shaw Commonwealth D2MX Pty Ltd Macquarie Retai Pershing BTIG UBS SILA Bell Potter Deutsche Top 5 Market Makers by Value Top 5 Market Makers by Volume 12% 1% 2% 28% Susquehanna IMC Pacific Liquid Capital Metark Trading 13% 12% 3 Susquehanna UBS WMM Metark Trading Liquid Capital 21% 24% Top 5 LEPO Participants by Value Top 5 LEPO Particpants by Volume 8% 12% 1% 14% 2 3% Morgans Liquid Capital Credit Suisse IMC Pacific 1% 11% 22% 3 Morgan Stnly WM Phillip Capital Pershing Susquehanna NOTE: The above charts include contracts traded in both Single Stock and Index options LEPOs are excluded from these charts

4 August 217 Top 1 Call and Put Options Contracts 7, 6, 5, 4, 3, 2, 1, -1, -2, -3, -4, -5, -6, -7, Call Option Contracts (excluding Market Makers) 25, -25, -5, BHP TLS FMG XJO CBA RIO STO WBC NCM AWC -75, -1, -125, -15, Contracts Long (Bought) Contracts Short (Sold) Net Aug 217 (RHS) Net July 217 (RHS) 5, 4, 3, 2, 1, -1, -2, -3, -4, -5, Put Option Contracts (excluding Market Makers) TLS XJO CBA FMG STO RIO BHP QBE MPL CSL 6, 4, 2, -2, -4, -6, Contracts Long (Bought) Contracts Short (Sold) Net Aug 217 (RHS) Net July 217 (RHS) NOTE: The charts above show the number of contracts bought and sold by non-market-making participants in the top 1 underlying securities

5 Jan-9 Jul-9 Jan-1 Jul-1 Jan-9 Jul-9 Jan-1 Jul-1 S&P/ASX 2 Net bought (written) contracts Jan-9 Jul-9 Jan-1 Jul-1 DERIVATIVES EQUITY AND INDEX OPTIONS August 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% Put-Call Indicators 1% 75% 5% P/C Volume % P/C OI %

6 August 217 Volume, Value and Open Interest Volume PERIOD CALL PUT TOTAL OPTIONS EQUITY OPTIONS EQUITY LEPO ASX INDEX OPTION INDEX LEPO Aug-17 5,527,391 4,58,529 9,585,92 8,574,391 81, ,292 2,618 4,43,222 3,774,514 8,24,736 7,195,138 71, ,825 1,515 Variance 24.8% 7.5% 16.8% 19.2% 14.5% -1.% 72.8% Aug-16 4,948,768 3,53,23 8,478,971 7,417, , , Variance % 13.1% % % Cal Yr to date 39,223,55 31,442,157 7,665,662 62,227,311 1,75,97 6,67,864 17,39 Fin Yr to date 9,957,613 7,833,43 17,79,656 15,769, ,877 1,864,117 4,133 Value ($m) PERIOD CALL PUT TOTAL OPTIONS EQUITY OPTIONS EQUITY LEPO INDEX OPTION INDEX LEPO Aug , , Variance 1.1% 4.2% 7.5% % -8.3% 73.% Aug , Variance -32.2% % -3.3% % Cal Yr to date 9, 3,38 12,38 4,529 3,438 3, Fin Yr to date 1, , Open Interest PERIOD CALL PUT TOTAL OPTIONS EQUITY OPTIONS EQUITY LEPO INDEX OPTION INDEX LEPO Aug-17 5,851,18 4,599,817 1,45,997 9,98, , ,854 1,363 5,211,776 4,431,747 9,643,523 8,38,17 512, ,69 1,176 Variance 12.3% 3.8% 8.4% % Aug-16 6,46,947 3,855,286 1,262,233 8,217,71 1,13, , Variance % 1.8% % % Cal Yr to date 5,851,18 4,599,817 1,45,997 9,98, , ,854 1,363 Fin Yr to date 5,851,18 4,599,817 1,45,997 9,98, , ,854 1,363 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 and Equity Derivatives Phone: Greg.Pill@asx.com.au