ASX Centre Point Liquidity Report February 2015

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Byron Burns
5 years ago
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1 ASX Centre Point Liquidity Report ASX Centre Point Record traded value $6.9 billion with an average trade size of $5, securities traded in ASX Centre Point with a price improvement of $13 million $171 billion matched in ASX Centre Point since inception - $402 million of price improvement Centre Point Block $3.3 billion traded, $1.3 billion as single fill MAQ ASX Sweep Record $22.5 billion traded with Centre Point Sweep orders ($947m matched in ASX Centre Point) Dark Limit $1 billion traded Top 5 Centre Point Block Stocks Top 5 Centre Point Sweep Stocks ASX CODE BHP WOW TLS WBC 156,907, ,511, ,402, ,008, ,061,321 ASX CODE 88,495,992 BHP 47,157,062 WOW 46,876,327 WBC 35,928,865 CSL 32,314,745 ASX Centre Point Traded Value, $bn ASX Centre Point - % of Traded Value , 2,000,000 1, - 100% 90% 80% 70% 60% 50% 40% 30% 20% 10% 0% Value Traded Number of Trades ASX Centre Point Orders Centre Point Block Orders Centre Point Sweep Preference Matching Single Fill MAQ Dark Limit

2 Top 50 Stocks by Value BSL 3 5, % 9.6% 6.8% 4.7% 6.1% 11.6% 6.1% % 9.7% 18.3% 13.0% 8.3% % 9.8% 5.7% 9.6% 7.9% % 6.7% 11.9% 5.3% 14.4% 6.9% 10.8% 4.8% 10.7% % 3.6% 11.8% 11.2% 10.5% 18.7% 2.9% 8.5% 6.2% 8.0% 4.5% 14.3% 3.5% 8.6% 3.1% 17.8% NCM CWN EGP ORI HGG BLD DUE IPL AWC AGL SYD QAN AZJ AIO BXB MQG ORG RMD AMC GFF WPL SGP TCL NVN RIO MGR SUN WFD WES MPL CSL ANZ AMP IAG NAB WOW BHP SCG WBC ,429 7,776 10,303 8,043 8,251 12, ASX CODE % OF ASX 30.0% 9.0% 5.1% 3.9% 14.1% 19, % TOL ($M) AVERAGE TRADE SIZE PRICE IMPROVE [BPS] 5,258 6,200 7,198 7,621 6,420 6,087 13,986 15,588 15,669 13,852 10,677 13, % 7,345 10,104 7,346 8,538 3,416 5,756 4,569 4,995 4,927 5,385 4,095 5,850 5,938 6,143 6,143 5,100 6,546 GPT OSH 4,859 6, GMG QBE 7,980 6, FDC STO 5,589 8, FMG ,915 7,014 7,243 8,348 8,355 6, , TLS ASX Centre Point Liquidity Report

3 Centre ASX Centre Point Point Liquidity Liquidity Report Report Top 50 Participants by Value RANK PARTICIPANT PRICE IMPROVE PRICE IMPROVE AVERAGE NAME ($M) ($) (BPS) TRADE SIZE UBS Macquarie Securities Citigroup Merrill Lynch Morgan Stanley Deutsche Securities Commsec J.P. Morgan Credit Suisse Virtu Financial Aus ABN Amro Clear ITG Australia CLSA KCG Australia Goldman Sachs BBY Instinet Susquehanna Pacific Etrade Australia RBS Morgans Bell Potter Securities Eclipse Futures CIMB Wealthhub Securities Evans & Partners Pershing Liquid Capital Australia Morgan Stan Wealth Management Moelis Australia Citadel Ord Minnett Wilson HTM Patersons Securities BTIG Australia Taylor Collison Octa Phillip Shaw Stockbroking E.L.&C. Baillieu RBC Securities Macquarie Equities Euroz Securities State One Stockbroking Canaccord Jump Trading Pacific Hartleys D2MX CMC Markets Petra Capital AUSIEX Argonaut Securities 1, ,717, ,435 1, ,038, ,092 1, ,129, ,053 1, , ,591 1, , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , ,616

4 ASX Centre Point Liquidity Report Top 20 ASX Centre Point trades by traded value RANK ASX DATE VOLUME % ADV* PRICE VALUE BEST CODE ( ) ($) BID 1 TOL 2 TOL 3 GFF 4 TOL 5 TOL 6 TOL 7 TOL 8 TOL 9 TOL 10 TOL 11 TOL 12 GFF 13 TOL 14 TOL 15 TOL 16 TOL 17 TOL 18 TOL 19 TOL 20 GFF 26/02/ /02/ /02/ /02/ /02/2015 1,499, % 13,417,169 1,395,751 1, , , , , , ,158 7,330, , , , , , % 88.3% 10.8% 10.2% 9.0% 8.5% 8.0% 43.1% 5.9% ,484,993 9,712,500 8,94 8,944,669 8,91 8,012,493 7,516,376 6,633,952 6,261,500 5,923,003 4,893,165 4,467,500 4,467,500 4,456,136 4,449,630 4,435,101 4,397,374 4,349, BEST OFFER /02/2015 6,174, % ,121, PRICE IMPROVE (BPS) PRICE IMPROVE ($) 7, ,979 37,500 4,479 4,201 3,708 3,500 3,311 18,326 2,500 2,500 2,499 2,490 2,479 2,464 2,431 15,436 Top 20 ASX Centre Point trades by percentage of average daily volume RANK ASX DATE VOLUME % ADV* PRICE VALUE BEST BEST PRICE PRICE 1 NGF 2 NGF 3 ONC 4 GFF 5 NGF 6 NGF 7 ONC 8 ONC 9 OBS 10 CUP 11 CHN 12 CUP 13 RCT 14 CMG 15 OBS 16 OBS 17 OBS 18 OBS 19 GFF 20 AZZ CODE ( ) ($) BID OFFER IMPROVE IMPROVE 10/02/ , % , /02/ , % , /02/ , % ,625 12/02/2015 1, % ,712, /02/ , % , , /02/ , % , /02/ % , ,250 3/02/ % , ,250 13/02/ , % , /02/ % , /02/ , % , /02/ , % , /02/ , % , /02/ % , ,500 11/02/ , % , /02/ , % , /02/ , % , /02/ , % , /02/2015 7,330, % ,893, ,326 4/02/ , % , (BPS) ($) ,875

5 ASX Centre Point Liquidity Report 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. 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 execution certainty. 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: Melissa Cooper Sales Manager Trade Execution & Sales T M E melissa.cooper@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 2015 ASX Limited ABN All rights reserved For these products the market is operated by ASX Limited ACN

ASX 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