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 since inception - $1,222 million of price improvement Centre Point Block $5.6 billion traded, $4.3billion as single fill MAQ ASX Sweep $26.3 billion traded with Centre Point Sweep orders ($767m matched in ASX Centre Point) Dark Limit $511 million traded Top 5 Centre Point Block Stocks Top 5 Centre Point Sweep Stocks ASX CODE TLS CBA RIO BHP CSL 322,893,98 16,599,97 141,742,834 138,92,856 118,882,97 ASX CODE CSL 82,63,496 CBA 8,4,876 RIO 77,894,349 BHP 61,853,89 WES 56,53,13 ASX Centre Point Traded Value, $bn ASX Centre Point - % of Traded Value 12,. 1,. 8,. 6,. 4,. 2,.. 1% 9% 8% 7% 6% 5% 4% 3% 2% 1% % Number of Trades Value Traded Dark Limit Preference Matching Centre Point Block Orders Single Fill MAQ Centre Point Sweep ASX Centre Point Orders
Top 5 Stocks by Value AZJ 11.7 5,479 3,992 6,58 4,349 4,438 4,18 93.8 9,281 18.3 TLS ORG TWE 4,343 4,98 88.6 87.5 APA SYD 5,882 4,469 92.3 88.8 TCL AMC 4,431 3,32 79.6 79. 3,2 3,332 5,434 3,346 3,254 3,24 4,326 3,228 3,928 2,814 4,92 3,98 4,944.8 ($M) AVERAGE TRADE SIZE PRICE IMPROVE [BPS] 2,57 3,359 4,553 4,587 4,675 2,743 2,752 9,45 7,61 5,768 7,93 8,895 1.2% 4,189 3,989 5,627 4,174 ASX CODE % OF ASX 7.2% 13.8% 1.9% 6.3% 6.6% 1,93 16.8% 43.9 35.5 CBA 279.8 272.8 247.3 26.3 5,437 1,49 6,435 8,25 6,634 4,281 191. 174.5 174.4 153.2 151.8 194.2 17. 12.5 11.2 1.7 99.1 129.1 117.2 115.1 111.1 18.6 72.7 7.5 7. 69.3 69.3 78.3 78. 76.6 75.3 74.3 62.9 62.6 59.2 58.1 57.2 68.3 68.1 67.4 67.3 65.2 NAB MQG WPL ANZ S32 RIO CSL BHP WBC WES MGR SCG RHC QBE NCM ALL FMG AMP BXB WOW STO EVN MIN LLC CYB VCX TAH A2M COH QAN BSL OSH DMP SGP URW AWC GMG WHC AGL MTS 6.8% 1.1% 12.% 11.5% 11.2% 9.8% 18.8% 13.6% 12.8% 8.7% 18.7% 5.3% 11.8% 11.4% 15.2% 15.1% 8.% 1.4% 9.9% 1.2% 11.8% 13.4% 9.%.8.3 1.6 1.8 1.2 9.6% 7.6% 16.8% 9.7% 1.6% 12.2% 2.8% 11.9% 8.1% 11.7% 9.4% 1.5% 11.5% 12.7% 15.8% 12.1% 2. 1.8 13.8 5.7 1.8 1.9.5 1.7 2. 13.4 4.2 3.7 5.6 6.9 5.2 22.7 11.9 1.1 5.5 2.6 7.8 8.5 14.5 3.7 2.8 3.3 18.9 11.1 5.2.3 18.5 3.1 6.1 1.3 12.2 9.8 18.4 5.3 9.1 2.5 3.6 2. CTX 54.6 3,47 Jun 218
Centre ASX Centre Point Point Liquidity Liquidity Report Report Jun 218 Top 5 Participants by Value RANK 1 2 3 4 5 6 7 8 9 1 11 12 13 14 15 16 17 18 19 2 21 22 23 24 25 26 27 28 29 3 31 32 33 34 35 36 37 38 39 4 41 42 43 44 45 46 47 48 49 5 PARTICIPANT PRICE IMPROVE PRICE IMPROVE AVERAGE NAME ($M) ($) (BPS) TRADE SIZE UBS 2,21.2 2,621,784 11.9 4,49,82 Merrill Lynch 1,834.3 2,51,471 11.2 2,722,251 Deutsche 1,468.7 1,316,477 9. 3,615,29 Macquarie Insto 1,49.4 1,319,939 9.4 4,74,627 Citigroup 1,299.4 1,36,528 1.1 2,757,112 Morgan Stanley 1,24.8 1,141,827 9.2 2,831,847 Goldman Sachs 861.2 1,61,171 12.3 1,674,383 JPMorgan 81.5 821,721 1.3 1,248,62 Credit Suisse 629.9 745,192 11.8 1,569,378 ABN AMRO Clear 588.9 69,745 1.4 851,958 InstinetNomura 56.1 649,77 11.6 1,717,949 Commonwealth 452.9 2,35,472 51.9 11,933,79 ITG Aust. 39.6 426,315 1.9 648,124 OpenMarkets 387.7 1,255,32 32.4 3,679,48 CLSA 382.1 334,466 8.8 675,893 Evans & Partner 285.1 229,895 8.1 382,647 Metark Trading 252.9 59,6 2.3 111,487 Morgans 227.7 391,544 17.2 2,474,491 Virtu Financial 217.2 356,283 16.4 659,244 Bell Potter 214.4 396,947 18.5 2,831,78 AIEX 28.2 477,78 22.9 1,74,131 Eclipse HK MM 18.4 77,357 4.3 17,754 Shaw 179.2 234,267 13.1 626,732 Wealthhub Sec 156. 4,275 25.7 1,34,573 Macquarie Retai 155.7 192,282 12.3 374,829 Pershing 153.8 326,129 21.2 1,672,81 Susquehanna 134.3 143,973 1.7 47,551 Ord Minnett 125.4 185,372 14.8 527,391 Wilsons 116.6 168,133 14.4 1,62,626 Taylor 12.4 112,91 1.9 511,78 SILA 99.7 252,112 25.3 1,89,627 Canaccord 77.2 122,521 15.9 35,282 BTIG 75.9 123,58 16.3 416,841 Hartleys 68.9 139,727 2.3 1,67,962 Euroz 61.3 17,97 27.9 996,293 Morgan Stnly WM 59.4 94,115 15.9 28,26 Baillieu 5.2 12,625 2.4 226,779 Moelis Sec 48.4 62,866 13. 77,777 FinEx 4.3 85,38 21.2 282,46 RBC Securities 38.7 89,59 23. 169,775 CMC Mkts 37.5 23,43 54.1 1,778,76 Patersons 31.5 139,268 44.3 1,263,468 Ascot 24.6 37,5 15.1 185,367 CCZ Statton 24.4 36,9 14.8 97,94 State One Stock 24. 233,626 97.3 2,377,41 Liquid Capital 22.2 18,263 8.2 28,169 CMC Markets 15.2 4,139 26.4 156,582 Phillip Capital 11.6 121,461 14.7 1,246,356 D2MX Pty Ltd 9.3 39,54 42.7 232,341 Morrison 8.9 3,37 3.7 1,875
Jun 218 Top 2 ASX Centre Point trades by traded value RANK ASX DATE VOLUME % ADV* PRICE VALUE BEST CODE ( ) ($) BID 1 NAB 2 DLX 3 DLX 4 TLS 5 MGR 6 AZJ 7 CHC 8 AGO 9 DLX 1 DLX 11 SYD 12 RIO 13 TLS 14 TLS 15 TLS 16 CBA 17 WPL 18 RIO 19 DLX 2 FET 218627 21865 21865 21861 218627 218615 218612 218621 21865 218612 218621 218627 21862 21862 218615 218628 218615 21862 21865 1, 1.% 2,72 2,726,5 27.26 299,971 299,13 688,44 82,413 387,971 239,899 35,, 196,526 186,795 191,617 16,945 52,76 5, 466,78 18,81 38,887 16,184 174,372.7% 3.1% 3.4% 9.3% 7.9% 9.5% 9.% 2.2%.7%.5%.5%.5%.3%.9%.7% 8.4% 278.5 22.5 432.5 641.5 753.5 8,183.5 275.5 27 295.5 7,282.5 3,434.5 8,241.5 1,386,694 1,384,955 1,382,5 1,379,122 1,369,838 1,335,574 1,333,84 1,333,74 7.65 7.65 2.79 2.21 4.33 6.42.44 7.65 7.75 21867 487,87 62.% 268.5 1,39,931 2.68 2.69 4.4 774.5 2,293,278 2,285,954 1,917,25 1,769,321 1,677,975 1,538,952 1,522,5 1,52,441 1,446,727 1,443,834 7.64 7.64 2.78 2.2 4.32 6.41.43 7.64 7.74 7.53 81.83 2.75 2.76 2.95 72.82 34.34 82.41 7.64 BEST OFFER 27.27 7.54 81.84 2.76 2.77 2.96 72.83 34.35 82.42 7.65 PRICE IMPROVE (BPS) 1.8 5.9 17.9 22.7 11.5 7.8 116.2 6.4 6.6.6 18.1 18.1 16.9.6 1.4.6 18.6 PRICE IMPROVE ($) 1,5.84 1,496.4 3,448.21 4,21.18 1,942.1 1,2.43 17,73.49 983.27 934.58 958.72 84.73 2,518.1 2,54.53 2,337.5 94.6 194.46 8.92 872.43 2,443.9 Top 2 ASX Centre Point trades by percentage of average daily volume RANK ASX DATE VOLUME % ADV* PRICE VALUE BEST BEST PRICE PRICE 1 GFY 2 SKT 3 CUL 4 AHX 5 PSQ 6 AHX 7 SKT 8 SKT 9 MEB 1 FET 11 MGC 12 AUB 13 MGC 14 CAF 15 MPW 16 MGC 17 APZ 18 APZ 19 ASG 2 SKT CODE ( ) ($) BID OFFER IMPROVE IMPROVE (BPS) ($) 21868 282, 277.% 33.25 93,765.33.335 75.7 71.34 218627 256,943 221.6% 234.5 62,531 2.34 2.35 21.3 1,287.46 218621 2,39, 193.2%.15 3,585 218625 44,756 114.1% 7.75 31,665.75 21864 29,1 16.6% 175. 5,925 1.745.2 5 15,292.5 218621 41,791 1% 7.75 29,567.75.71 35.4 14.85 218627 1, 86.3% 234.5 234,5 2.34 2.35 21.3 51.7 218627 1, 86.3% 234.5 234,5 2.34 2.35 21.3 51.7 218615 575, 69.3% 15.25 87,688.15.155 166.6 1,461.46 21867 487,87 62.% 268.5 1,39,931 2.68 2.69 18.6 2,443.9 218622 345,166 61.8% 23.75 81,977.235.24 16.3 872.9 218614 15,532 58.1% 1,391. 216,5 13.9 13.92 7.1 155.43 218619 33,572 54.3% 23.25 7,58.23.235 18.6 767.18 218614 96,899 51.3% 38.5 37,36.38.39 131.5 49.87 21862 15, 5.9% 19.75 29,625.195.2 128.2 379.81 21867 283,328 5.7% 23.25 65,874.23.235 18.6 716.2 218614 76,667 46.2% 96.75 74,175.965.97 25.9 192.16 218614 76,667 46.2% 96.75 74,175.965.97 25.9 192.16 21864 25, 43.8% 159.75 39,938 1.595 1.6 15.6 62.6 218627 5, 43.1% 234.5 117,25 2.34 2.35 21.3 25.53.1.71 35.4 112.29 1.755 28.6 145.92
Jun 218 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 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: Trading Services Trade Execution E TradeExecution@asx.com.au Disclaimer: This is not intended to be financial product advice. To the extent permitted by law, ASX Limited ABN 98 8 624 691 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 218 ASX Limited ABN 98 8 624 691. All rights reserved 218. For these products the market is operated by ASX Limited ACN 8 624 691