Australian financial market exchanges ASX Group released its November 2020 volumes. The company reported total capital raised of $8.4 billion, an 10.5% MoM increase compared to October 2020 and down by 13% YoY.
Cash Markets
During November 2020, the average daily number of trades was 4%YoY lower than the November 2019. The average daily value traded on-market of $6.6 billion rose by 29%, compared to the same period last year. Market volatility was 0.7%, from 0.5% in November 2019. The expected future volatility was average of 18.0 (11.1 in the pcp).
Futures
The average daily futures volumes fell by 1% and average daily options volume was down 83%YoY. Total average daily futures and options on futures volumes was down 2%YoY.
OTC Markets
The notional value of OTC interest rate derivative contracts centrally cleared reached $257.9 billion in November 2020, compared to $665.2 billion in November 2019.
