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ASX Equity Derivatives Monthly



Equity Derivatives Monthly - August 2018

Strong futures volumes led the equity derivatives market in August with SPI volumes increasing over 21% compared with August 2017. Whilst options were mixed with index volumes up 4% and single stock down 14%.

Volatility dipped below 10, it got as low as 9.4, continuing a long term low volatility trend. Whilst VIX finished the month up at 11.7 it was lower than expected during reporting season hence the lower options volumes.

Equity market-wise the Australian market closed at its highest level in a decade (6369) with the market rallying 1.4% for the month, notwithstanding the spill of the sitting Prime Minister, accelerating trade war tensions and a sell-off in the AUD. Our market performed in-line with global peers in local currency terms, but underperformed in USD terms. Telco's led the rise again, while resources dragged.

Hope to see many of you in the next few weeks as we visit buy-side customers providing further updates on the Australian equity derivatives market.



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Want to see more? Contact us and let us know what data you would like to see in our monthly newsletter.

Kind regards,

Graham O’Brien
Senior Manager, Equity Derivatives
M:+61 438 649 911

Dawn Lay
Manager, Equity Derivatives
P:+612 9227 0115

ASX Equity Derivative Statistics