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 $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 156,907,022 156,511,444 150,402,891 113,008,386 104,061,321 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, $bn ASX Centre Point - % of Traded Value 8.0 7.0 4.0 3.0 1.0 0.0 2, 2,000,000 1, - 100% 90% 80% 70% 60% 50% 40% 30% 20% 10% 0% Value Traded Number of Trades ASX Centre Point Orders Centre Point Block Orders Centre Point Sweep Preference Matching Single Fill MAQ Dark Limit
Top 50 Stocks by Value BSL 3 5,942 4.5 4.5 4.3 12.9 3.3 5.4 9.3 19.7 14.2 16.6 38.6 10.3 19.9 8.6 7.4 1.1 6.7 4.4 18.1 7.1 8.7 11.6 1.9 11.6 21.2 1.2 4.2 1.6 20.4 0.8 1.8 8.5 8.8 1.7 0.7 14.0 1.7 8.8% 9.6% 6.8% 4.7% 6.1% 11.6% 6.1% % 9.7% 18.3% 13.0% 8.3% 2 11.4% 9.8% 5.7% 9.6% 7.9% 23.7 4.0% 6.7% 11.9% 5.3% 14.4% 6.9% 10.8% 4.8% 10.7% % 3.6% 11.8% 11.2% 10.5% 18.7% 2.9% 8.5% 6.2% 8.0% 4.5% 14.3% 3.5% 8.6% 3.1% 17.8% NCM CWN EGP ORI HGG BLD DUE IPL AWC AGL SYD QAN AZJ AIO BXB MQG ORG RMD AMC GFF WPL SGP TCL NVN RIO MGR SUN WFD WES MPL CSL ANZ AMP IAG NAB WOW BHP SCG WBC 42.1 40.4 39.6 39.2 37.9 51.5 51.5 48.2 45.2 42.2 57.4 56.3 55.2 53.9 53.7 68.0 66.2 6 62.8 58.4 143.3 95.1 94.1 90.4 86.7 84.2 106.7 101.7 100.4 97.4 95.7 8,429 7,776 10,303 8,043 8,251 12,524 140.9 140.0 124.4 118.7 107.6 ASX CODE % OF ASX 30.0% 9.0% 5.1% 3.9% 14.1% 19,578 13.5% 543.7 415.1 TOL 266.9 253.4 244.1 143.6 7.9 ($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 13,864 3.8% 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 6,743 72.3 71.5 GMG QBE 7,980 6,641 83.2 82.7 FDC STO 5,589 8,576 69.8 69.3 FMG 21.2 7,915 7,014 7,243 8,348 8,355 6,019 83.9 39,730 7.9 TLS ASX Centre Point Liquidity Report
Centre ASX Centre Point Point Liquidity Liquidity Report Report Top 50 Participants by Value RANK 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 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 1,704.1 1,717,456 14.3 4,435 1,380.6 1,038,029 8.1 5,092 1,199.1 1,129,931 11.4 12,053 1,053.1 833,861 10.1 4,591 1,034.7 994,346 9.9 8,695 980.3 941,510 9.7 3,342 687.8 877,881 16.7 7,203 532.6 453,714 9.4 7,028 378.4 421,858 14.4 6,306 363.7 538,936 19.4 2,175 360.5 402,611 13.9 3,602 323.6 369,742 12.9 4,175 318.5 245,634 7.3 5,947 310.1 219,853 8.7 4,092 300.5 303,939 13.2 4,349 299.4 337,362 1 10,075 271.9 261,705 7.6 2,625 236.9 159,217 8.7 10,659 210.0 234,190 15.9 8,312 175.9 209,055 13.8 7,145 167.8 179,893 11.7 8,693 148.5 68,882 4.7 22,909 142.8 74,399 3.6 5,308 126.9 124,402 15.2 9,122 104.7 99,322 12.8 8,177 92.9 104,801 14.9 6,045 91.2 25,715 3.5 17,468 83.8 76,610 10.7 8,897 64.4 70,184 9.7 10,050 58.7 19,016 4.6 7,775 57.8 90,895 16.2 7,337 53.8 75,976 14.6 6,734 52.9 55,671 14.4 9,020 42.7 40,336 12.8 7,547 41.4 85,243 21.4 7,394 38.8 45,497 14.7 8,698 3 44,485 14.9 4,827 33.9 38,365 14.8 8,809 3 38,205 15.7 7,076 31.5 74,477 22.6 6,020 30.0 64,703 28.6 4,460 21.3 68,063 42.8 3,897 19.7 36,369 21.4 4,536 16.8 3,565 2.6 4,980 13.8 24,078 23.0 4,343 11.8 11,779 16.3 6,083 11.7 13,372 16.5 8,182 10.6 22,981 17.7 6,241 10.2 8,200 8.3 10,421 6.8 19,435 35.7 3,616
ASX Centre Point Liquidity Report Top 20 ASX Centre Point trades by traded value RANK ASX DATE VOLUME % ADV* PRICE VALUE BEST CODE ( ) ($) BID 1 TOL 2 TOL 3 GFF 4 TOL 5 TOL 6 TOL 7 TOL 8 TOL 9 TOL 10 TOL 11 TOL 12 GFF 13 TOL 14 TOL 15 TOL 16 TOL 17 TOL 18 TOL 19 TOL 20 GFF 26/02/2015 12/02/2015 26/02/2015 17/02/2015 19/02/2015 1,499,963 18.1% 13,417,169 1,395,751 1,000 999,963 895,751 840,288 741,638 700,000 662,158 7,330,585 499,847 498,000 495,819 492,703 486,200 16.9% 88.3% 10.8% 10.2% 9.0% 8.5% 8.0% 43.1% 5.9% 64.75 891.50 66.75 891.50 892.50 12,484,993 9,712,500 8,94 8,944,669 8,91 8,012,493 7,516,376 6,633,952 6,261,500 5,923,003 4,893,165 4,467,500 4,467,500 4,456,136 4,449,630 4,435,101 4,397,374 4,349,059 64.5 891.0 66.5 891.0 BEST OFFER 6 67.0 16/02/2015 6,174,539 36.3% 66.75 4,121,505 66.5 67.0 PRICE IMPROVE (BPS) PRICE IMPROVE ($) 7,500 38.6 37.4 37.4 6,979 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 ( ) ($) BID OFFER IMPROVE IMPROVE 10/02/2015 375,465 152.2% 19.25 72,277 19.0 19.5 129.8 939 27/02/2015 300,000 121.6% 19.25 57,750 19.0 19.5 129.8 750 3/02/2015 750,000 109.2% 28.75 215,625 12/02/2015 1,000 88.3% 64.75 9,712,500 64.5 10/02/2015 200,000 81.1% 19.25 38,500 28.5 6 38.6 37,500 19.5 129.8 500 26/02/2015 200,000 81.1% 19.25 38,500 19.0 19.5 129.8 500 3/02/2015 72.8% 28.75 143,750 28.5 29.0 86.9 1,250 3/02/2015 72.8% 28.75 143,750 28.5 29.0 86.9 1,250 13/02/2015 287,500 70.1% 70.75 203,406 70.5 71.0 35.3 719 19/02/2015 4 65.2% 112.25 50,513 11 112.5 22.2 113 5/02/2015 200,000 61.3% 12.75 25,500 12.5 13.0 196 500 25/02/2015 40,000 58.0% 113.25 45,300 113.0 113.5 22 100 17/02/2015 16,617 52.4% 290 49,186 295.8 296.3 8.4 42 12/02/2015 50.8% 53.25 532,500 53.0 53.5 46.9 2,500 11/02/2015 200,000 48.8% 70.75 141,500 70.5 71.0 35.3 500 12/02/2015 200,000 48.8% 70.75 141,500 70.5 71.0 35.3 500 12/02/2015 200,000 48.8% 70.75 141,500 70.5 71.0 35.3 500 11/02/2015 180,724 44.1% 70.75 127,862 70.5 71.0 35.3 452 17/02/2015 7,330,585 43.1% 66.75 4,893,165 66.5 67.0 37.4 18,326 4/02/2015 133,000 37.0% 20.50 27,265 20.3 20.8 121.9 333 19.0 (BPS) ($) 29.0 86.9 1,875
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 +61 2 9227 0178 M +61 412 630 668 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 98 008 624 691 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 98 008 624 691. All rights reserved 2015. For these products the market is operated by ASX Limited ACN 008 624 691