ASX Centre Point Liquidity Report February 2018
|
|
|
- Wilfred Wade
- 5 years ago
- Views:
Transcription
1 ASX Centre Point Liquidity Report ASX Centre Point $9.6 billion traded with an average trade size of $3, securities traded in ASX Centre Point with a price improvement of $24.8 million $533 billion matched in ASX Centre Point since inception - $1,128 million of price improvement Centre Point Block $6.1 billion traded, $4.2billion as single fill MAQ ASX Sweep $28.8 billion traded with Centre Point Sweep orders ($630m matched in ASX Centre Point) Dark Limit $628 million traded Top 5 Centre Point Block Stocks Top 5 Centre Point Sweep Stocks ASX CODE TLS BHP S32 RIO CBA 245,590, ,636, ,257, ,327, ,574,385 ASX CODE RIO 84,914,589 CBA 81,181,915 BHP 76,026,827 CSL 67,563,473 WOW 54,123,972 ASX Centre Point Traded Value, $bn ASX Centre Point - % of Traded Value 100% % % 70% 60% 50% 40% 30% 20% 10% % Value Traded Number of Trades Dark Limit Preference Matching Centre Point Block Orders Single Fill MAQ Centre Point Sweep ASX Centre Point Orders
2 Top 50 Stocks by Value AMP 9.7 4,767 4,475 4,484 3,987 3,240 4, , RIO QAN SGP 4,192 3, MPL TAH 4,915 4, TCL BLD 3,507 3, ,793 2,527 5,098 3,399 5,289 4,743 3,159 4,079 2,795 2,839 3,286 3,777 3, ($M) AVERAGE TRADE SIZE PRICE IMPROVE [BPS] 3,473 3,274 2,406 4,168 4,207 4,169 3,421 8,700 11,172 4,863 7,549 6, % 6,945 7,165 5,750 5,913 ASX CODE % OF ASX 24.5% 8.4% 7.3% 17.8% 10.1% 8, % TLS ,092 9,241 7,435 4,044 7,990 8, WBC WES FMG NAB WOW BHP CBA S32 CSL WPL SCG MGR JHX VCX EVN MQG ANZ A2M IAG AMC NCM TWE GMG SHL SYD BSL QBE WFD GPT AGL ALL DMP WHC AZJ LLC BXB SUN ORG JHG STO 7.7% 12.5% 15.6% 24.1% 21.9% 24.9% 22.0% 17.2% 5.8% 10.2% 19.1% 15.0% 16.8% 6.8% 11.9% 10.0% 1% 10.3% 13.8% 22.4% 9.7% 18.6% 23.5% 16.3% 15.1% % 13.6% 15.2% 1% 12.9% 16.2% 17.1% 14.4% 13.5% 10.1% 10.4% 16.9% 9.0% 7.8% 11.4% 13.1% 17.7% 19.7% MIN ,897 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 Merrill Lynch Deutsche Macquarie Insto Morgan Stanley Citigroup JPMorgan Credit Suisse Goldman Sachs ABN AMRO Clear Commonwealth OpenMarkets InstinetNomura ITG Aust. CLSA Virtu Financial Evans & Partner Bell Potter Morgans Eclipse HK MM Macquarie Retai Susquehanna Wealthhub Sec Taylor SILA Shaw Pershing Ord Minnett BTIG AIEX Wilsons Hartleys Euroz Morgan Stnly WM Metark Trading Canaccord RBC Securities Moelis Sec Baillieu Patersons State One Stock FinEx CCZ Statton CMC Markets Third Party Phillip Capital Liquid Capital Ascot Petra Capital D2MX Pty Ltd 2, ,837, ,852 2, ,298, ,750 1, ,690, ,207 1, ,579, ,067 1, ,171, ,678 1, ,240, , , , , , , , , , ,206, , ,107, , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , ,137
4 ASX Centre Point Liquidity Report Top 20 ASX Centre Point trades by traded value RANK ASX DATE VOLUME % ADV* PRICE VALUE BEST CODE ( ) ($) BID 1 SRX 2 SCG 3 AAA 4 JHX 5 SRX 6 VCX 7 WPL 8 SCG 9 SCG 10 WBC 11 AMC 12 ACX 13 WPL 14 BHP 15 TCL 16 JHX 17 RIO 18 ACX 19 TLS 20 WSA , % 2, ,294, ,943 49,526 99,500 83, ,698 75, , ,000 66, , ,000 65,000 56, ,000 74,677 23, , , % 59.3% 6.3% 9.5% 6.4% % 4.4% 4.4% 1.2% 2.9% 8.4% % 0.7% 2.3% 4.7% 1.0% 7.6% % 5, , , , , , , , , , , ,967,919 2,482,986 2,327,803 2,289,217 2,224,904 2,154,750 2,136,750 2,136,750 2,102,094 2,029,904 1,931,250 1,875,250 1,768,274 1,748,250 1,747,442 1,740,368 1,731,613 1,672, BEST OFFER , % ,566, PRICE IMPROVE (BPS) 3.6 1, PRICE IMPROVE ($) 3, , , , ,407 1, ,121 2, , Top 20 ASX Centre Point trades by percentage of average daily volume RANK ASX DATE VOLUME % ADV* PRICE VALUE BEST BEST PRICE PRICE 1 PSM 2 ALT 3 LKO 4 MRM 5 BPF 6 RHS 7 IPT 8 CLY 9 ICG 10 MXI 11 BKY 12 CLZ 13 PME 14 TGP 15 RHS 16 AAA 17 CLZ 18 MGX 19 SLR 20 FSF CODE ( ) ($) BID OFFER IMPROVE IMPROVE (BPS) ($) ,000, % , , ,000, % , , ,265, % , ,312, % , ,400, % , , ,000 12% , ,950, % 5 54, , ,800, % , , ,700, % , , , % , , % , ,178, % , , , % , , % , , % , , % 5, ,482, ,788, % , , , % , , , % , , , % , , ,562.50
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. 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 execution 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 2018 ASX Limited ABN All rights reserved For these products the market is operated by ASX Limited ACN
ASX 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
ASX 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 $13 million
DERIVATIVES EQUITY AND INDEX OPTIONS ASX Options Statistics and Analysis December 2016
Jan-9 Jul-9 Jan-1 Jul-1 Jan-9 Jul-9 Jan-1 Jul-1 Number of Contracts Traded (') Number of Contracts Open (') Jan-9 Jul-9 Jan-1 Jul-1 Jan-9 Jul-9 Jan-1 Jul-1 Number of Contracts Traded (') Number of Contracts
ASX EQUITY DERIVATIVES Options and Futures Statistics February 2018
Jan9 Jul9 Jan1 Jul1 Jan9 Jul9 Jan1 Jul1 Number of Contracts Traded (') Number of Contracts Open (') Notional value ($b) Jan9 Jul9 Jan1 Jul1 Jan9 Jul9 Jan1 Jul1 Number of Contracts Traded (') Number of
ASX EQUITY DERIVATIVES Options and Futures Statistics March 2018
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
DERIVATIVES 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
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 ($b) Jan9 Jul9 Jan1 Jul1 Jan9 Jul9 Jan1 Jul1 Number of Contracts Traded (') Number of
ASX EQUITY DERIVATIVES Options and Futures Statistics August 2018
Options and Futures Statistics August 218 Average Daily Volume (ADV) and Open Interest (OI) Single Stock and XJO traded on ASX Number of Contracts Traded (') 9 8 7 6 5 4 3 2 1 Single Stock Options ADV
ASX ETO MARKET MAKING SCHEME
ASX ETO MARKET MAKING SCHEME November 2017 Role of ETO Market Makers Market Makers play an important role in the ASX options market. Market Makers compete against one another while trading on their own
ASX ETO Market Making Scheme
ASX ETO Market Making Scheme APRIL 2016 Role of ETO Market Makers Market Makers play an important role in the ASX options market. Market Makers compete against one another while trading on their own accounts
DERIVATIVES EQUITY AND INDEX OPTIONS ASX Options Statistics and Analysis January 2015
ASX Options Statistics and Analysis Average Daily Volume and Open Interest Single Stock Options ADV (adj) Single Stock Options OI (adj) Number of Contracts Traded 9, 8, 7, 6, 5, 4, 3, 2, 1, Number of Contrcts
Changes to the ASX ETO Market Making Scheme; Key differences before and after 28 March 2011
Changes to the ASX ETO Market Making Scheme; Key differences before and after 28 March 2011 Background Market Makers play an important role in the ASX options market. Market Makers compete against one
ASX 50 financial reporting insights
ASX 5 financial 31 ember 2 reporting season April 215 Introduction: KPMG has analysed the financial reports of the ASX 5 through the latest reporting season (1 July 2 to 31 ember 2) with a focus on: considering
Annual Australian Cash Equity Market
Annual Australian Cash Equity Market ASX Equity Market Turnover Average Total Market Capitalisation and Liquidity (1987 to 212) A$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
Macquarie 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
ASX50 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
Investor 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,
For 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
MONTHLY 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
Macquarie PPM Core Australian Equity Strategy Overview November 2016
Macquarie PPM Core Australian Equity Strategy Overview November 2016 Macquarie Investment Management Market Overview It was a positive month for the Australian equities market despite a surprise US election
This 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
Blue 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
Instalment 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
First State Investments Annual Order Execution Report Year Ending April 2018
First State Investments Annual Order Execution Report Year Ending 2017 April 2018 Introduction References to First State Investments in this report is a reference to First State Investments International
Ethical 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
UBS 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
CitiFirst 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
Media 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
RESEARCH 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
Financial 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
CitiFirst 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
Equity 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,
For 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
Wealth Creators Report 2006 Bank of Queensland
Note: analysis to 2005 has been prepared on the basis of AGAAP. 2006 analysis has been prepared on the basis of AIFRS. Wealth Creators Report 2006 Bank of Queensland Justin Bown Managing Director Australia
FNArena. Reporting Season Monitor 45.5% 27.3% 27.3% Misses 3. Beats 5. In Line 3. Latest. Previous Reporting Season Updates
Reporting Season Monitor 's Australian corporate Reporting Season Monitor for February 2018 TOTAL STOCKS: 11 Total Rating Upgrades: 5 Beats 5 In Line 3 Misses 3 45.5% 27.3% 27.3% Latest Company Result
Arrangements for Anomalous Order Thresholds. September 2011
Arrangements for Anomalous Order Thresholds September 2011 Contents 1 Introduction... 3 2 Framework... 3 3 Order Validation... 3 4 Determination of Reference Price... 4 5 Threshold Security Groups... 4
AMP CAPITAL INVESTORS LIMITED TRADE MANAGEMENT POLICY. December 2017
AMP CAPITAL INVESTORS LIMITED TRADE MANAGEMENT POLICY December 2017 TABLE OF CONTENTS 1. AMP Capital Trade Management Policy 3 1.1 Scope 3 1.2 Review and compliance with the Policy 3 2. Trade execution
US Debt and Equity Offers by Australian and New Zealand Companies
US Debt and Equity Offers by Australian and New Zealand Companies - 2018 Transurban Equity ("low doc") A$4.2 billion Macquarie / Morgan Stanley / UBS Westpac Debt US$3.0 billion SEC-registered BoA Merrill
UBS 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
PERLS VI. Perpetual Exchangeable Resaleable Listed Securities. Prospectus and PERLS IV Reinvestment Offer Information
Issuer Commonwealth Bank of Australia ABN 48 123 123 124 Date of Prospectus 3 September 2012 Prospectus and PERLS IV Reinvestment Offer Information PERLS VI Perpetual Exchangeable Resaleable Listed Securities
DJERRIWARRH 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
Half 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
COMMBANK PERLS VIII CAPITAL NOTES
Prospectus and PERLS III Reinvestment Offer Information COMMBANK PERLS VIII CAPITAL NOTES Issuer Commonwealth Bank of Australia ABN 48 123 123 124 Date of Prospectus: 24 February 2016 Arrangers Joint Lead
Direct Investment Option Rates of Return - Pension
Direct Investment Option Rates of Return - Pension The legalsuper Direct Investment option (DIO) was established in December 2012. August 2017 The DIO has a Trustee Approved List of investments that Members
For personal use only
Presentation to Shareholders Disclaimer This material has been prepared by BKI Investment Company Limited. The information within this document is not intended to provide advice to investors or take into
Electricity TradeAccept Guide
Electricity TradeAccept Guide Version 1.0 March 2018 Electricity TradeAccept Guide 1/8 Contents Introduction 3 1. Purpose Error! Bookmark not defined. 2. Overview 3 3. Set up and access to TradeAccept
Equity Strategy. FY1 EPS Downgrades (LHS) CRZ SKE GPT AMP ILU WES HGG DMP DOW AWC. Source: I/B/E/S, Macquarie Research, August 2012
AQP AWC CRZ DOW HGG ILU AMP SKE GPT DMP WES MND ARP IAG CGF PRY GFF BHP FBU MBN TAH RIO AUT APN NCM PNA OZL EGP ARI WSA BSL AUSTRALIA Macquarie s bottom-up market & sector EPS growth (%) Pro-rated to June
COMMONWEALTH BANK LAUNCHES COMMBANK PERLS VII CAPITAL NOTES OFFER Expected Margin of between 2.80% and 3.00% per annum
COMMONWEALTH BANK LAUNCHES COMMBANK PERLS VII CAPITAL NOTES OFFER Expected Margin of between 2.80% and 3.00% per annum NOT FOR DISTRIBUTION IN THE UNITED STATES Sydney, 18 August 2014: Commonwealth Bank
Day-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
Aurora 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
Auscap 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
Placement and Non-Renounceable Rights Issue 5 September 2013
Placement and Non-Renounceable Rights Issue 5 September 2013 Contents August 2013 Update 3 Details of Capital Raise 6 Why invest in BKI Investment t Company 10 About BKI Investment Company 21 Risk Factors
Independent 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
legalsuper s Direct Investment Option November 2016 Approved Investment Menu General Rules Is the Approved Investment Menu a recommendation?
The super fund for Australia s legal community legalsuper s Direct Investment Option November 2016 Approved Investment Menu The legalsuper Direct Investment Option (DIO) offers members more control and
MARKET 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
ASX Trade Q and Q Releases Appendices to ASX Notice
ASX Trade Q1 2015 and Q2 2015 Releases Appendices to ASX Notice Table of Contents 1. APPENDIX 1: TECHNICAL DESCRIPTION OF ASX TRADE Q1 2015 AND Q2 2015 RELEASE ENHANCEMENTS... 4 1.1. CROSSING DEALING CAPACITY...
Autobahn Equity Americas
http://autobahn.db.com Autobahn Equity Americas US Routing Logic Smarter Liquidity Innovation with Integrity September 2016 This document describes the routing logic used for orders sent to the Autobahn
GENERATION INVESTMENT MANAGEMENT LLP
GENERATION INVESTMENT MANAGEMENT LLP BEST EXECUTION REPORT FOR 2017 APRIL 2018 1. BACKGROUND Following the implementation of MiFID II on 3 January 2018, Generation is required to make certain annual disclosures
FlexShares ETFs. Agenda. II. Understanding ETF Liquidity. III. ETF Capital Markets. I. ETF Trading. IV. Appendix
FlexShares ETFs Understanding ETF Trading Edward Rosenberg: Director, ETF Capital Markets & Analytics For Use With Financial Intermediaries Not For Public Distribution 2012 Northern Trust Corporation Agenda
Denning 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
Morgan Stanley s EMEA Equity Order Handling & Routing. Frequently Asked Questions. (Last Updated: February, 2017)
Morgan Stanley s EMEA Equity Order Handling & Routing Frequently Asked Questions (Last Updated: February, 2017) This document is part of Morgan Stanley International plc s ( Morgan Stanley ) ongoing efforts
Order Execution Policy
Order Execution Policy Disclosure Statement February 2018 2 Introduction The primary service Stewart Investors provides to clients is that of portfolio management. We manage funds and portfolios on behalf
TABLE OF ASX CLEAR ACCEPTABLE COLLATERAL
TABLE OF ASX CLEAR ACCEPTABLE COLLATERAL EFFECTIVE 22 December 2014 APPROVED SECURITIES AND COVER Subject to approval and on such conditions as ASX Clear may determine from time to time, the following
Henderson Global Investors Limited (HGIL) Annual Best Execution Disclosure 2017
For promotional purposes. This document is solely for the use of professionals and is not for general public distribution. The value of an investment and the income from it can fall as well as rise and
Prospectus. Simple steps to invest in a new security called ANZ StEPS
Prospectus Simple steps to invest in a new security called ANZ StEPS Co-managers ABN AMRO Morgans Limited ANZ Securities Limited Bell Potter Securities Limited Citigroup Global Markets Australia Pty Limited
This material has been prepared by BKI Investment Company Limited.
Disclaimer This material has been prepared by BKI Investment Company Limited. The information within this document is not intended to provide advice to investors or take into account an individual s financial
Macquarie 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
MEDIA 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
Australian 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
Independent 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
COMMONWEALTH BANK LAUNCHES COMMBANK PERLS IX CAPITAL NOTES OFFER
COMMONWEALTH BANK LAUNCHES COMMBANK PERLS IX CAPITAL NOTES OFFER Expected Margin of between 3.90% and 4.10% above bank bill rate NOT FOR DISTRIBUTION IN THE UNITED STATES Sydney, 20 February 2017: Commonwealth
Republic of Ecuador Senior Unsecured CDS. Credit Event Auction Summary
Republic of Ecuador Senior Unsecured CDS Credit Event Auction Summary January 14, 2009 Credit Event Auction Summary - Republic of Ecuador Reference Data Republic of Ecuador Final Price 31.375 Auction Date
Listed 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
Half Year Review Six months to 30 September 2013
ABN 92 009 657 489 Half Year Review Six months to 30 September 2013 Right Solutions Right Partner Review of Half Year ended 30 September 2013 (issued 25 November 2013) ALS Limited recorded an interim net
ST. JAMES S PLACE UNIT TRUST GROUP ORDER EXECUTION POLICY
ST. JAMES S PLACE UNIT TRUST GROUP ORDER EXECUTION POLICY 1. PURPOSE AND BACKGROUND This document is a description of the St. James s Place approach to order execution and the placement of orders in financial
How do we calculate total returns?
DECEMBER 2014 A MONTGOMERY WHITE PAPER How do we calculate total returns? This White Paper provides investors with an explanation of how total return figures are calculated for The Montgomery Fund and
Yarra 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
Investment Outlook Clouds Gathering But No Recession Forecast
June 2017 Investment Outlook Clouds Gathering But No Recession Forecast NZ Equities Australian Equities BUY NZ King Salmon, Metlifecare and Z Energy - page 12 BUY Boral, Caltex Australian and Ramsay Healthcare
Class 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
Australian Equity Strategy
Australian Equity Strategy Macroeconomic and equities overview David Pobucky Macquarie Securities (Australia) Limited +61 2 8232 2746 David.Pobucky@Macquarie.com 15 October 2018 In preparing this research,
BBSW Schedule of Fees DECEMBER 2016 VERSION
BBSW Schedule of Fees DECEMBER 2016 VERSION 2016.1 Contents Contents 2 Subscriber Licenses 3 Product Details 3 Subscriber License Fees 4 Distribution Licenses 5 Product Details Live Products 5 Product
UBS 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
SEC Rule 606 Report Interactive Brokers 1st Quarter 2018
SEC Rule 606 Report Interactive Brokers 1st Quarter 2018 Scottrade Inc. posts separate and distinct SEC Rule 606 reports that stem from orders entered on two separate platforms. This report is for Scottrade,
Macquarie Quant Action
Average Information Co-efficient AUSTRALIA Stocks that typically perform well in high Uncertainty environments ranking well on the Macquarie Quant model Stock Code Description Alpha and Uncertainty Rank
Class 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
COMMBANK PERLS IX CAPITAL NOTES
Prospectus COMMBANK PERLS IX CAPITAL NOTES Issuer Commonwealth Bank of Australia ABN 48 123 123 124 Arrangers Commonwealth Bank of Australia Morgan Stanley Australia Securities Limited Date of Prospectus:
Morgan Stanley s EMEA Equity Order Handling & Routing. Frequently Asked Questions. (Last Updated: March, 2018)
Morgan Stanley s EMEA Equity Order Handling & Routing Frequently Asked Questions (Last Updated: March, 2018) This document is part of Morgan Stanley International plc s ( Morgan Stanley ) ongoing efforts
Half Year Results Presentation December February 2008
JB Hi-Fi Limited Half Year Results Presentation December 2007 12 February 2008 AGENDA 1. Performance 2. Historical Performance 3. Trading Update 4. Financial Detail 5. Dividends 6. Store Update 7. Investment
Credit Suisse Asia Pacific Crossfinder User Guidelines 2017
Credit Suisse Asia Pacific Crossfinder User Guidelines 2017 July 2017 2 Credit Suisse Crossfinder User Guidelines Asia Pacific Important Matters Relating to Orders Routed to Crossfinder Credit Suisse s
Idearc Inc. Senior Secured LCDS. Credit Event Auction Summary
Idearc Inc. Senior Secured LCDS Credit Event Auction Summary April 23, 2009 Credit Event Auction Summary - Idearc Inc. LCDS Reference Data Idearc Inc. LCDS Final Price 38.5 Auction Date 23Apr09 Deliverable
Technology and Models for Quantifying the Benefits and Costs of Trading in Dark Pools
Technology and Models for Quantifying the Benefits and Costs of Trading in Dark Pools Richard Coggins May, 2012 Overview Analysing infrastructure and modelling requirements for trading in the dark Qualifying
D. E. Shaw & Co. (London), LLP Annual Summary of Execution Arrangements
D. E. Shaw & Co. (London), LLP Annual Summary of Execution Arrangements 30 April 2018 Introduction D. E. Shaw & Co. (London), LLP (the Partnership ) is a member of the D. E. Shaw group, a global investment
SHORT SELLING IN AUSTRALIA PARTIAL LIFTING OF BAN AND NEW DISCLOSURE OBLIGATIONS
18 November 2008 Dear Client SHORT SELLING IN AUSTRALIA PARTIAL LIFTING OF BAN AND NEW DISCLOSURE OBLIGATIONS As you will be aware, most forms of short selling (including covered short sales) of securities
NEWTON ORDER EXECUTION POLICY
NEWTON ORDER EXECUTION POLICY Version 1.7 December 2017 Effective 3 January 2018 CONTENTS I. Purpose and scope II. Exclusions III. How will orders be executed for the client? IV. Best execution obligation
Conservative. Quarterly Performance Update: Q Brad Bugg Head of Fixed Interest & Currency
Quarterly Performance Report Q3 15 Brad Bugg Head of Fixed Interest & Currency +61 976 4569 brad.bugg@ibbotson.com Peter Bull Head of Equities & Property +61 976 458 peter.bull@ibbotson.com Quarterly Performance
SEC Rule 606 Report Interactive Brokers 3 rd Quarter 2017 Scottrade Inc. posts separate and distinct SEC Rule 606 reports that stem from orders entered on two separate platforms. This report is for Scottrade,
Scottrade does not have or seek agreements regarding the minimum amount of order flow that the Firm routes to a particular execution destination.
SEC Rule 606 Report Scottrade 3rd Quarter 2017 Scottrade posts two separate and distinct SEC Rule 606 reports that stem from orders entered on two separate platforms. This report is for Scottrade's regular
EODBABs Calculation Methodology
Methodology 4 th December 2017 Methodology 1/7 Contacts For general enquiries, please contact: T 131 279 E benchmarks@asx.com.au Contents Executive Summary 3 Overview... 3 EODBAB Calculation Methodology
Westpac Capital Notes 5
Capital Notes 5 Prospectus and CPS Reinvestment Offer Information Issuer Banking Corporation ABN 33 007 457 141 Date of this Prospectus 5 February 2018 Arranger Institutional Bank Joint Lead Managers Institutional
Listed 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