Warrants Monthly Update - October 2015 - ASX

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RBS. T. OT. AL. UBS. UBS. AG. 0. 500. 1,000. 1,500. 2,000. 2,500. 3,000. 3,500. 4,000. $0. $50. $100. $150. $200. $250.
Warrants Monthly Update - October 2015 Month of:

Oct-15

Value Traded by Issuer Current Month

Trading Days: COMMONWEALTH BANK OF AUSTRALIA 0.2%

22

Period Ending:

30-Oct

Value Traded by Product Type Current Month Instalment Vanilla 9%

WESTPAC BANKING CORPORATION 1.8%

MINIs Commodity 0%

UBS INVESTMENTS AUSTRALIA PTY LTD 12.4%

Instalment Rolling 3%

MINIs Index 23%

Instalment Self funding 5%

UBS AG 1.9% RBS GROUP (AUSTRALIA) PTY LTD 0.5%

Structured Invest. Products 2%

THE ROYAL BANK OF SCOTLAND PLC 0.3%

MACQUARIE BANK LIMITED 2.5%

Trading Equity 16%

CITIWARRANTS (CITIGROUP GLOBAL MARKETS AUST P/L) 80.4%

Trading Index 0% KO Equity 0%

MINIs Equity 42%

Warrant Turnover - Value

$2,000

Value in $ millions

$1,800 $1,600

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

Oct-15

Oct-14

Oct-13

Oct-12

Oct-11

Oct-10

Oct-09

Oct-08

Oct-07

Oct-06

Oct-05

Warrants Value

1200

7000

1000

6000 5000

800

4000 600 3000 400

2000

200

1000

0

0

Oct-15

Oct-14

Month-end Totals

Oct-13

Oct-12

Oct-11

Oct-10

Oct-09

Oct-08

Oct-07

Oct-06

Oct-05

New Listings

Month-end Totals

New listings

Warrants - New Listings & Month-end Totals

Warrants Monthly Update - October 2015

%

179

54

TOTAL

Self funding

12

WESTPAC

71

UBS

10

111

UBS AG

270

Rolling

RBS PLC

Instalments

RBS

Vanilla

Warrant Type by Issuer

MACQUARIE

CBA

Oct-15 CITIWARRANTS

Month of:

5

38 74

250

351

11.7%

220

7.3%

959

31.8%

128

99

229

26

3

42

71

2.4%

2

4

0.1%

Endowments Structured Inv. Products DLC Warrants *

2

Trading

Equity

40

43

1.4%

Index

10

1

2

10

0.3%

KO Equity

26

26

0.9%

KO Index

7

7

0.2%

1,205

40.0%

73

2.4%

43

1.4%

Currency Commodity Knock-out

MINIs

Equity

1,205

Index

73

Commodity

43

TOTAL

1,964

81

77

154

114

365

2

255

3,012

* 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

Oct-15

Total on Issue

Apr-15

Oct-14

Apr-14

Oct-13

Value Traded

Apr-13

Oct-12

Apr-12

Oct-11

Apr-11

Oct-10

Oct-15

Total on Issue

Apr-15

Oct-14

Apr-14

Oct-13

Apr-13

Oct-12

Apr-12

Oct-11

Apr-11

Oct-10

Apr-10

Oct-09

Value

500

Apr-10

0

$50

Oct-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 - October 2015 Month of:

Oct-15

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

Issuer

CITIWARRANTS (CITIGROUP GLOBAL MARKETS AUST P/L) 6,806 COMMONWEALTH BANK OF AUSTRALIA MACQUARIE BANK LIMITED RBS GROUP (AUSTRALIA) PTY LTD THE ROYAL BANK OF SCOTLAND PLC UBS AG UBS INVESTMENTS AUSTRALIA PTY LTD WESTPAC BANKING CORPORATION

0%

10%

20%

30%

Mkt Share

Prev 12 Mnth Mkt Share

-3.9%

80.4%

70.9%

18

-95.3%

0.2%

3.9%

212

-73.3%

2.5%

7.9%

41

-48.6%

0.5%

0.8%

27

-72.3%

0.3%

1.0%

158

-67.1%

1.9%

4.8%

1,051

15.6%

12.4%

9.1%

152

-6.3%

1.8%

1.6%

8,465

-15.3%

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

791

-29.4%

9.3%

11.2%

Instalment Rolling

225

-25.2%

2.7%

3.0%

Instalment Self funding

452

-3.5%

5.3%

4.7%

Instalment Endowments

-

Structured Invest. Prod.

134

17.5%

1.6%

1.1%

0

-100.0%

0.0%

8.2%

1,341

3.8%

15.8%

12.9%

-72.6%

0.2%

0.5%

0.2%

0.7%

DLC Warrants * Trading Equity Trading Index

#DIV/0!

14

Trading Currency

-

#DIV/0!

Trading Commodity

-

#DIV/0!

KO Equity KO Index

15

-79.4%

28

8.5%

0.3%

0.3%

MINIs Equity

3,539

-12.3%

41.8%

40.4%

MINIs Index

1,896

15.7%

22.4%

16.4%

30

-40.8%

0.4%

0.5%

8,465

-15.3%

MINIs Commodity

Warrants Monthly Update - October 2015 Month of:

Oct-15

0%

5%

10%

15%

20%

25%

30%

35%

40%

45%

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

38,967

20.9%

FX1WUA

22,727

12.20%

FX1

27,310

14.7%

XJOKOY

7,048

3.78%

BHP

13,570

7.3%

XJOQOS

5,948

3.19%

CBA

10,745

5.8%

FX1WMA

4,583

2.46%

ANZ

10,736

5.8%

XJOQOP

4,014

2.16%

NAB

6,991

3.8%

BHPQOY

3,298

1.77%

RIO

6,571

3.5%

XJOKOS

3,245

1.74%

MQG

5,354

2.9%

XJOQOG

2,405

1.29%

STO

5,275

2.8%

XJOKOQ

2,301

1.24%

RIOQOP

QAN

Value ($ths)

MKT%

3,740

2.0%

2,049

1.10%

TOP10

129,260

69.4%

TOP10

57,617

30.94%

TOTAL

186,231

100.0%

TOTAL

186,231

100.00%

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