ASX Listed CFD Market Update - 12 February 2010

Key highlights for the week ending 12 February 2010

  • Trading volume for the week ending 12 February 2010:  2,905,777 contracts
  • Open Positions as at 12 February 2010:  6,717,796 contracts
  • Open Position value (AUD) as at 12 February 2010:   $105,390,314
  • Total number of ASX Listed CFDs traded since market commencement:  243,526,989 contracts 
  • Total number of trades since market commencement:  216,150  

Top 10 Traded CFDs by Weekly Traded Volume

Weekly Traded Volume DSP Weekly Volume Value (AUD)
TT Telstra CFD         526,542 312        $1,642,811
BJ BHP Billiton CFD        257,353 4082        $10,505,149
CU CBA CFD        143,409 5230        $7,500,291
GP GPT CFD         120,399 58        $69,831
RT  Rio Tinto CFD        117,178 7194        $8,429,785
AU Alumina CFD         109,465 162        $177,333
WL Woolworths CFD         96,600 2555         $2,468,130
AG AGL Energy CFD        96,503 1374        $1,325,951
SL Santos CFD        95,400 1335        $1,273,590
BZ Boral CFD         86,271 560        $483,118

     

Top 10 Traded CFDs by Weekly Traded Volume Value

Weekly Traded Volume DSP Weekly Traded Value (AUD)
IQ S&P/ASX 200 CFD        2,308 4562.1        $10,529,327
BJ BHP Billiton CFD        257,353 4082        $10,505,149
RT Rio Tinto CFD        117,178 7194        $8,429,785
CU CBA CFD        143,409 5230        $7,500,291
GG Gold CFD        5,313 1090        $6,514,985
MB Macquarie Group CFD        70,978 4735        $3,360,808
FR EUR/USD CFD        16,280 1.3668        $2,503,263
WL Woolworths CFD        96,600   2555        $2,468,130
WS Wesfarmers CFD        74,053 2903        $2,149,759
NA NAB CFD         75,676 2440        $1,846,494

         
    

CFD Type Contract Underlying Trading Volume 12/02/00 Weekly Volume Open Interest Close Price Open Interest value (AUD)
Equity AG AGL Energy CFD 1,678,176 96503 122138 1374 1,678,176
Equity AL Amcor CFD 298,740 6200 49790 600 298,740
Equity AU Alumina CFD 675,052 109465 416699 162 675,052
Equity AV AMP CFD 935,224 69055 151822 616 935,224
Equity AW ANZ Group CFD 1,913,943 73132 92955 2059 1,913,943
Equity AY AXA CFD 844,120 0 133142 634 844,120
Equity BJ BHP Billiton CFD 10,283,129 257353 251914 4082 10,283,129
Equity BU Bluescope Steel CFD 857,375 69000 334912 256 857,375
Equity BY Brambles Industries CFD 82,250 3500 11750 700 82,250
Equity BZ Boral CFD 198,486 86271 35444 560 198,486
Equity CL Coca Cola Amatil CFD 493,604 21200 45368 1088 493,604
Equity CP CSR CFD 422,888 0 254752 166 422,888
Equity CU CBA CFD 7,146,586 143409 136646 5230 7,146,586
Equity CV CSL CFD 1,306,356 37420 42005 3110 1,306,356
Equity FL Fosters Group CFD 321,159 43500 57971 554 321,159
Equity GP GPT CFD 146,829 120399 253154 58 146,829
Equity IX IAG CFD 232,013 19707 59187 392 232,013
Equity JF Fairfax CFD 331,879 0 189645 175 331,879
Equity LC Lend Lease Corp CFD 1,006,217 13615 110210 913 1,006,217
Equity LE Leightons CFD 1,527,809 40712 40971 3729 1,527,809
Equity LG Lihir Gold CFD 762,688 54655 266674 286 762,688
Equity MB Macquarie Bank CFD 2,822,013 70978 59599 4735 2,822,013
Equity MD Goodman Group CFD 182,310 20000 309000 59 182,310
Equity MI Macquarie Infrastructure CFD 140,922 20000 123616 114 140,922
Equity NA NAB CFD 1,783,372 75676 73089 2440 1,783,372
Equity NG Newcrest Mining CFD 1,235,892 24593 37818 3268 1,235,892
Equity NN News Corporation CFD 156,885 6500 9058 1732 156,885
Equity OE Origin Energy CFD 422,054 31842 25735 1640 422,054
Equity OH Oil Search CFD 503,182 7000 94940 530 503,182
Equity OR Orica CFD 525,743 2600 21363 2461 525,743
Equity OT Onesteel CFD 723,062 15000 221120 327 723,062
Equity OX Oxiana CFD 175,410 82180 171971 102 175,410
Equity PD Paladin CFD 665,432 20500 187975 354 665,432
Equity QI QBE Insurance CFD 2,464,853 34414 108250 2277 2,464,853
Equity QL Qantas CFD 953,789 30689 326640 292 953,789
Equity RT Rio Tinto CFD 11,865,856 117178 164941 7194 11,865,856
Equity SL Santos CFD 1,548,266 95400 115975 1335 1,548,266
Equity SM Suncorp Metway CFD 525,388 11032 58637 896 525,388
Equity SN Stockland CFD 111,136 0 28207 394 111,136
Equity TC Tabcorp Holdings CFD 150,362 12075 22015 683 150,362
Equity TO Toll Holdings CFD 343,539 2134 40227 854 343,539
Equity TS Tattersalls CFD 403,519 60000 172444 234 403,519
Equity TT Telstra Corp CFD 2,837,724 526542 909527 312 2,837,724
Equity TU Transurban CFD 50,362 0 9685 520 50,362
Equity TZ Telecom Corp NZ CFD 36,000 0 20000 180 36,000
Equity WC Westpac CFD 1,090,006 77968 46983 2320 1,090,006
Equity WG Westfield Group CFD 338,755 50496 27904 1214 338,755
Equity WL Woolworths CFD 1,817,372 96600 71130 2555 1,817,372
Equity WO Woodside CFD 3,352,310 33340 78325 4280 3,352,310
Equity WS Wesfarmers CFD 2,963,586 74053 102087 2903 2,963,586
FX FE AUD / EUR CFD 128,100 1200 1,281 0.6504 128,100
FX FJ AUD / JPY CFD 172,600 800 1,726 79.67 172,600
FX FN AUD / NZD CFD 0 0 0 1.275 0
FX FP NZD / JPY CFD 0 0 0 62.49 0
FX FR EUR / USD CFD 169,139 16280 1,100 1.3668 169,139
FX FU AUD / USD CFD 978,800 15962 9,788 0.8889 978,800
FX FY USD / JPY CFD 0 0 0 89.62 0
FX FZ NZD / USD CFD 0 0 0 0.6972 0
Commodity GG Gold CFD 2,551,794 5313 2,081 1090 2,551,794
Index IQ S&P/ASX 200 CFD 28,914,590 2308 6,338 4562.1 28,914,590
Index IU DJIA CFD 821,670 28 72 10144.2 821,670

Disclaimer: Open interest figures are calculated based on reports made by Participants and are subject to revision by Participants who may have not followed the best practice guidelines set out in the Practice Note attached to Operating Rule 46.5 of the SFE Clearing Rules. ASX recommends that traders not use Open Interest as an absolute measure of liquidity in contracts.

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