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 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 245,590,501 190,636,949 186,257,228 176,327,906 154,574,385 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, $bn ASX Centre Point - % of Traded Value 100% 12 4.0 90% 10 8 6 4 2 3.5 3.0 2.5 2.0 1.0 0.5 80% 70% 60% 50% 40% 30% 20% 10% 0 0.0 0% Value Traded Number of Trades Dark Limit Preference Matching Centre Point Block Orders Single Fill MAQ Centre Point Sweep ASX Centre Point Orders
Top 50 Stocks by Value AMP 9.7 4,767 4,475 4,484 3,987 3,240 4,752 96.3 8,772 0.8 RIO QAN SGP 4,192 3,982 90.9 90.2 MPL TAH 4,915 4,114 95.9 94.8 TCL BLD 3,507 3,792 90.1 89.7 2,793 2,527 5,098 3,399 5,289 4,743 3,159 4,079 2,795 2,839 3,286 3,777 3,747 14.4 ($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 6,868 11.3% 6,945 7,165 5,750 5,913 ASX CODE % OF ASX 24.5% 8.4% 7.3% 17.8% 10.1% 8,785 14.3% 331.3 325.6 TLS 324.6 278.8 249.6 214.0 4,092 9,241 7,435 4,044 7,990 8,791 196.2 193.6 182.4 165.6 152.9 205.6 111.6 106.9 106.5 102.0 97.4 140.9 13 123.2 12 116.3 76.3 75.9 75.0 72.6 72.6 8 81.2 79.4 79.0 78.9 65.6 65.2 65.0 64.6 63.3 72.5 69.0 68.0 66.8 66.6 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% 0.8 14.5 0.5 13.6% 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% 0.6 5.3 6.7 3.6 1.3 9.8 2.0 4.4 6.8 16.0 10.7 9.3 12.9 24.1 2.6 19.6 18.0 2.5 2.4 3.0 6.3 2.3 12.6 5.0 6.1 10.5 10.1 2.2 11.3 10.9 7.7 5.3 3.8 5.7 1.3 3.3 3.3 MIN 63.3 2,897 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 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 2,433.2 2,837,603 1 4,852 2,049.0 2,298,203 11.2 1,750 1,885.9 1,690,979 9.0 3,207 1,863.1 1,579,511 8.5 5,067 1,336.7 1,171,513 8.8 4,678 1,174.4 1,240,779 10.6 2,724 900.4 964,776 10.7 3,425 819.5 985,992 12.0 4,052 699.4 847,623 12.1 1,071 611.4 788,664 12.9 3,629 434.7 2,206,870 50.8 4,687 405.7 1,107,496 27.3 7,475 376.8 405,290 10.8 6,653 350.3 426,614 12.2 4,596 348.6 306,864 8.8 3,309 334.9 461,753 13.8 1,486 270.1 315,231 1 7,036 245.8 351,921 14.3 5,331 244.8 374,840 15.3 6,705 217.3 98,231 4.5 19,768 187.2 153,204 8.2 5,755 160.0 173,089 10.8 7,940 152.0 360,504 23.7 5,410 150.9 126,332 8.4 4,584 133.5 394,028 29.5 4,913 125.6 175,603 14.0 6,044 111.0 414,922 37.4 4,999 108.0 148,027 13.7 4,868 96.7 212,536 22.0 4,860 96.6 301,359 31.2 4,533 96.5 125,209 13.0 4,539 73.2 315,820 43.1 4,377 70.8 182,334 25.8 3,874 59.7 65,049 10.9 6,500 55.2 40,444 7.3 13,389 5 118,226 22.1 3,916 51.1 64,094 12.5 7,612 47.9 56,937 11.9 6,783 44.1 146,827 33.3 5,459 33.5 116,841 34.9 5,422 32.0 281,763 87.9 3,900 22.1 30,552 13.8 5,393 19.4 30,911 16.0 4,653 19.3 87,360 45.3 3,953 19.0 17,902 9.4 2,772 17.2 148,243 86.1 5,216 14.4 12,631 8.8 13,653 14.3 35,259 24.6 3,557 13.6 17,193 12.6 4,685 12.7 30,882 24.4 5,137
ASX Centre Point Liquidity Report Top 20 ASX Centre Point trades by traded value RANK ASX DATE VOLUME % ADV* PRICE VALUE BEST CODE ( ) ($) BID 1 SRX 2 SCG 3 AAA 4 JHX 5 SRX 6 VCX 7 WPL 8 SCG 9 SCG 10 WBC 11 AMC 12 ACX 13 WPL 14 BHP 15 TCL 16 JHX 17 RIO 18 ACX 19 TLS 20 WSA 20180205 20180222 20180207 20180220 20180201 20180219 20180205 20180206 20180228 120,000 13.7% 2,745.0 3,294,000 27.440 763,943 49,526 99,500 83,320 860,698 75,000 550,000 550,000 66,935 140,090 250,000 65,000 56,216 150,000 74,677 23,004 224,157 500,000 6.1% 59.3% 6.3% 9.5% 6.4% % 4.4% 4.4% 1.2% 2.9% 8.4% % 0.7% 2.3% 4.7% 1.0% 7.6% % 5,013.5 2,339.5 2,747.5 258.5 2,873.0 3,140.5 1,449.0 772.5 2,885.0 3,145.5 1,165.5 2,340.0 7,565.5 772.5 334.5 2,967,919 2,482,986 2,327,803 2,289,217 2,224,904 2,154,750 2,136,750 2,136,750 2,102,094 2,029,904 1,931,250 1,875,250 1,768,274 1,748,250 1,747,442 1,740,368 1,731,613 1,672,500 50.130 23.390 27.470 2.580 28.720 31.400 14.480 7.720 28.840 31.450 11.650 75.650 7.720 3.340 BEST OFFER 27.460 50.140 27.480 2.590 28.740 31.410 14.500 7.730 28.860 31.460 11.660 75.660 7.730 3.350 460,133 20.4% 340.5 1,566,753 00 10 PRICE IMPROVE (BPS) 3.6 1,200.44 0.9 2.1 19.3 6.9 6.4 4.2 0 0.6 6.4 14.9 14.7 PRICE IMPROVE ($) 3,824.64 247.65 497.61 416.68 4,313 750.26 2,753.54 2,753.54 334.73 1,407 1,250.81 650.23 281.12 750.32 0.00 115.03 1,121 2,503.74 2,304.05 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 ( ) ($) BID OFFER IMPROVE IMPROVE (BPS) ($) 20180228 2,000,000 217.2% 1.25 25,000 0.012 0.013 416.6 1,041.67 20180208 4,000,000 208.4% 0.65 26,000 0.006 0.007 833.3 2,166.67 20180201 18,265,305 180.3% 0.15 27,398 20180215 1,312,346 126.2% 25.00 328,087 0.245 20180223 1,400,000 122.2% 14.25 199,500 0.140 0.002 5000 13,698.98 20180226 290,000 12% 26.75 77,575 0.265 0.270 94.3 734 20180213 2,950,000 115.9% 5 54,575 0.018 0.019 277.7 1,515.97 6,800,000 111.6% 0.45 30,600 0.004 0.005 1250 3,825.00 20180226 5,700,000 103.8% 0.55 31,350 0.005 0.006 1000 3,135.00 20180212 69,216 98.2% 74.00 51,220 0.735 0.745 68 348.43 20180214 85,600 78.4% 84.75 72,546 0.845 0.850 29.5 214.63 20180209 8,178,100 69.9% 0.55 44,980 0.005 0.006 1000 4,497.96 20180227 58,134 67.0% 825.00 479,606 8.240 8.260 12.1 582.05 20180201 170,932 64.0% 100 173,496 1.015 1.015 0 0.00 20180227 150,000 63.0% 26.75 40,125 0.265 0.270 94.3 378.54 20180222 49,526 59.3% 5,013.50 2,482,986 50.130 50.140 0.9 247.65 20180209 6,788,185 58.0% 0.55 37,335 0.005 0.006 1000 3,733.50 20180223 600,000 56.4% 43.00 258,000 0.425 0.435 117.6 3,035.29 20180226 999,696 55.9% 37.25 372,387 0.370 0.375 67.5 2,516.13 8,950 54.6% 567.00 50,747 5.660 5.680 17.6 89.66 0.001 0.255 204 6,695.64 0.145 178.5 3,562.50
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 +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 2018 ASX Limited ABN 98 008 624 691. All rights reserved 2018. For these products the market is operated by ASX Limited ACN 008 624 691