Warrants Monthly Update - November 2015 - ASX

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MACQUARIE BANK LIMITED. 22. -91.9%. 0.3%. 2.9%. RBS GROUP (AUSTRALIA) PTY LTD. 36. -54.4%. 0.5%. 0.8%. THE ROYAL BANK OF
Warrants Monthly Update - November 2015 Month of:

Oct-15

Trading Days: COMMONWEALTH BANK OF AUSTRALIA 0.2%

Value Traded by Issuer Current Month UBS INVESTMENTS AUSTRALIA PTY LTD 3.7% UBS AG 2.4%

22

Period Ending:

30-Oct

Value Traded by Product Type Current Month

WESTPAC BANKING CORPORATION 2.2%

Instalment Vanilla 12%

MINIs Commodity 2%

Instalment Rolling 2%

MINIs Index 27%

RBS GROUP (AUSTRALIA) PTY LTD 0.5%

Instalment Self funding 5%

THE ROYAL BANK OF SCOTLAND PLC 0.2%

Structured Invest. Products 1%

MACQUARIE BANK LIMITED 0.3%

Trading Equity 5% Trading Index 0%

KO Equity 0% CITIWARRANTS (CITIGROUP GLOBAL MARKETS AUST P/L) 90.5%

MINIs Equity 45%

Warrant Turnover - Value

$2,000

Value in $ millions

$1,800 $1,600

$1,400 $1,200 $1,000 $800 $600 $400 $200 $0

Nov-15

Nov-14

Nov-13

Nov-12

Nov-11

Nov-10

Nov-09

Nov-08

Nov-07

Nov-06

Nov-05

Warrants Value

1200

7000

1000

6000 5000

800

4000 600 3000 400

2000

200

1000

0

0

Nov-15

Nov-14

Month-end Totals

Nov-13

Nov-12

Nov-11

Nov-10

Nov-09

Nov-08

Nov-07

Nov-06

Nov-05

New Listings

Month-end Totals

New listings

Warrants - New Listings & Month-end Totals

Warrants Monthly Update - November 2015

%

179

96

TOTAL

Self funding

10

WESTPAC

71

UBS

10

169

UBS AG

187

Rolling

RBS PLC

Instalments

RBS

Vanilla

Warrant Type by Issuer

MACQUARIE

CBA

Oct-15 CITIWARRANTS

Month of:

14

38 74

127

98

26

3

228

263

317

10.9%

278

9.6%

969

33.4%

29

1.0%

4

0.1%

Endowments Structured Inv. Products DLC Warrants *

2

2

Trading

Equity

40

43

1.5%

Index

10

1

2

10

0.3%

KO Equity

25

25

0.9%

KO Index

7

7

0.2%

1,092

37.7%

85

2.9%

41

1.4%

Currency Commodity Knock-out

MINIs

Equity

1,092

Index

85

Commodity

41

TOTAL

1,835

81

77

153

111

364

2

277

2,900

* Dual Listed Company Warrant

$400

4,000

$350

3,500

$350

3,500

$300

3,000

$300

3,000

$250

2,500

$250

2,500

$200

2,000

$200

2,000

$150

1,500

$150

1,500

$100

1,000

$100

1,000

$50

500

$0

0

Nov-15

Total on Issue

May-15

Nov-14

May-14

Nov-13

Value Traded

May-13

Nov-12

May-12

Nov-11

May-11

Nov-10

Nov-15

Total on Issue

May-15

Nov-14

May-14

Nov-13

May-13

Nov-12

May-12

Nov-11

May-11

Nov-10

May-10

Nov-09

Value

500

May-10

0

$50

Nov-09

$0

Turnover Value $ millions

4,000

Total Series on Issue

Turnover Value $ millions

$400

Total Series on Issue

MINI's

Instalments

Warrants Monthly Update - November 2015 Month of:

Oct-15

Monthly Value Traded Daily Average (in vs Prev 12 $,000) Mnth

Issuer

CITIWARRANTS (CITIGROUP GLOBAL MARKETS AUST P/L) 6,787

Mkt Share

Prev 12 Mnth Mkt Share

-2.3%

90.5%

74.3%

COMMONWEALTH BANK OF AUSTRALIA

15

-96.0%

0.2%

3.9%

MACQUARIE BANK LIMITED

22

-91.9%

0.3%

2.9%

RBS GROUP (AUSTRALIA) PTY LTD

36

-54.4%

0.5%

0.8%

THE ROYAL BANK OF SCOTLAND PLC

11

-88.0%

0.2%

1.0%

UBS AG

182

-62.1%

2.4%

5.1%

UBS INVESTMENTS AUSTRALIA PTY LTD

278

-70.8%

3.7%

10.2%

WESTPAC BANKING CORPORATION

168

3.8%

2.2%

1.7%

7,499

-19.8%

0%

10%

20%

30%

40%

50%

60%

70%

80%

90%

100%

CITIWARRANTS (CITIGROUP GLOBAL… COMMONWEALTH BANK OF AUSTRALIA MACQUARIE BANK LIMITED RBS GROUP (AUSTRALIA) PTY LTD

Value Traded Current Month

THE ROYAL BANK OF SCOTLAND PLC UBS AG UBS INVESTMENTS AUSTRALIA PTY LTD

Value Traded Previous Month

WESTPAC BANKING CORPORATION

Monthly Value Traded

Product Type

Daily Average (in vs Prev 12 $,000) Mnth

Mkt Share

Prev 12 Mnth Mkt Share

Instalment Vanilla

901

-17.8%

12.0%

11.7%

Instalment Rolling

169

-44.1%

2.3%

3.2%

Instalment Self funding

365

-23.9%

4.9%

5.1%

Instalment Endowments

-

1.3%

Structured Invest. Prod.

98

-17.4%

1.3%

5

-98.4%

0.1%

3.0%

369

-72.4%

4.9%

14.3%

-37.9%

0.4%

0.5%

0.1%

0.7%

DLC Warrants * Trading Equity Trading Index

29

Trading Currency

-

Trading Commodity

-

KO Equity KO Index

#DIV/0!

#DIV/0! #DIV/0! 7

-88.9%

34

25.4%

0.4%

0.3%

MINIs Equity

3,372

-14.2%

45.0%

42.1%

MINIs Index

2,044

27.0%

27.3%

17.2%

105

108.8%

1.4%

0.5%

7,499

-19.8%

MINIs Commodity

Warrants Monthly Update - November 2015 Month of:

Oct-15

0%

5%

10%

15%

20%

25%

30%

35%

40%

45%

50%

Instalment Vanilla Instalment Rolling Instalment Self funding Instalment Endowments Structured Invest. Products

Value Traded Current Month

DLC Warrants * Trading Equity

Value Traded Previous Month

Trading Index Trading Currency Trading Commodity KO Equity KO Index MINIs Equity MINIs Index MINIs Commodity

Contacts

Australia

Australia

Australia

Marcus Christoe

Kim-Ly White

Charmaine Breadon

Martin Dinh

Senior Analyst, AQUA & Warrants

Senior Analyst, AQUA & Warrants

+61 2 9227 0654 [email protected]

+61 2 9227 0318 [email protected]

Senior Manager, Funds & Investment Products Manager, AQUA & Warrants +61 2 9227 0237 +61 2 9227 0575 [email protected] [email protected]

Australia

Most Activity Traded Underlying by Value this month

Most Activity Traded Warrant by Value this month

Underlying Value ($ths)

MKT%

Underlying

XJO

42,800

25.9%

XJOQOP

11,396

6.91%

BHP

14,761

8.9%

XJOMOD

10,238

6.21%

CBA

11,521

7.0%

XJOQOW

7,954

4.82%

ANZ

10,524

6.4%

FX1WUA

6,048

3.67%

NAB

7,203

4.4%

XJOKOY

3,084

1.87%

RIO

7,178

4.4%

XJOQOI

2,603

1.58%

FX1

6,450

3.9%

RIOQOP

2,353

1.43%

WBC

4,911

3.0%

BHPKOA

2,025

1.23%

FXU

4,413

2.7%

BHPKOS

2,005

1.22%

BHPKOV

MQG

Value ($ths)

MKT%

4,200

2.5%

1,975

1.20%

TOP10

113,961

69.1%

TOP10

49,681

30.11%

TOTAL

164,972

100.0%

TOTAL

164,972

100.00%

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