Equity Market Structural Reforms
ASX reviews on a continuous basis the efficiency and effectiveness of its equity market structure and design. As part of this process ASX released a Market Consultation Paper – 'ASX Market Reforms - Enhancing the Liquidity of the Australian Equity Market' (PDF 433KB). The consultation paper outline proposals to change certain aspects of the microstructure of ASX's equity market.
The key decisions are:
- Removal of broker numbers for the equity market (planned for December quarter 2005).
- Change in the minimum price step for stocks priced between $0.50 and $2.00 from 1 cent to 0.5 cents (first quarter 2005).
- Replacing the Undisclosed order type with an Iceberg order type (with the move to CLICK XT planned for March quarter 2006).
- A trial of call auctions and market making for some mid and small cap stocks (further consultation to be conducted).
- An increase in the minimum block special size for some stocks.
Full details of the decisions are detailed in 'Enhancing the Liquidity of the Australian Equity Market – Decisions on reforms' (PDF 206KB).
ASX Market Reforms - Enhancing the Liquidity of the Australian Equity Market
- Decisions on Reforms (PDF 206KB)
- Market Consultation Paper – ASX Market Reforms - 'Enhancing the Liquidity of the Australian Equity Market' (PDF 433KB)
- Minimum Price Step (PDF60KB)
- Business and Technical Description for Clearing and Settlement Impacts (PDF236KB)
- Commercial and Technical Implications for ASX Information Services (PDF250KB)
Related Publications
The following publications are additional references for ASX's Equity Market Reforms:
- The impact of limit order anonymity on market liquidity - Evidence from French, Japanese and Korean stock markets - Carole Comerton-Forde & Alex Frino, SIRCA 2004
- Optimal Spreads and Tick Size on the ASX (PDF 102KB) - James McCulloch 2003. This paper presents arguments for reducing minimum price steps on ASX's equity market and provides additional background information for Section 4 –'Changing Existing Minimum Price Steps to Promote Liquidity' of the market consultation paper.

