ASX Listed CFD Market Update - 12 March 2010

Key highlights for the week ending 12 March 2010

  • Trading volume for the week ending 12 March 2010  2,679,271 contracts
  • Open Positions as at 12 March 2010  5,378,772 contracts
  • Open Position value (AUD) as at 12 March 2010   $85,040,919
  • Total number of ASX Listed CFDs traded since market commencement  256,303,263 contracts
  • Total number of trades since market commencement  225,229

Top 10 Traded CFDs by Weekly Traded Volume

Weekly Traded Volume DSP Weekly Traded Value (AUD)
TT Telstra CFD       460,568 306        $1,409,338
AU Alumina CFD       200,100 167        $334,167
CU CBA CFD       143,247 5588         $8,004,642
IX IAG CFD       142,800 396        $565,488
BJ BHP Billiton CFD       128,050 4285        $5,486,943
QL QANTAS CFD       123,400 283        $349,222
LG Lihir Gold CFD        117,100   301        $352,471
GP GPT CFD        104,800   57         $59,736
BU Bluescope CFD       103,879 274         $284,628
PD Paladin CFD       94,838 370        $350,901

Top 10 Traded CFDs by Weekly Traded Volume Value

Weekly Traded Volume DSP Weekly Traded Value (AUD)
IQ S&P/ASX 200 CFD       2,598 4818.1        $12,517,424
CU  CBA CFD       143,247 5588        $8,004,642
RT  Rio Tinto CFD        74,195 7596        $5,635,852
BJ BHP Billiton CFD        128,050 4285        $5,486,943
MB Macquarie Group CFD       49,421 4976        $2,459,189
NA NAB CFD       75,645 2690        $2,034,851
QI  QBE Insurance CFD        75,594 2115        $1,598,813
WO Woodside CFD       35,199 4541        $1,598,387
TT Telstra CFD        460,568 306        $1,409,338
WC  Westpac CFD       44,560 2690        $1,198,664

 

CFD Type Contract Underlying Trading Volume 12/03/10 Weekly Volume Open Interest Close Price Open Interest value (AUD)
Equity AG AGL Energy CFD 1000 11628 16123 1495 241,039
Equity AL Amcor CFD 0 21000 32403 597 193,446
Equity AU Alumina CFD 50000 200100 373000 167 622,910
Equity AV AMP CFD 22000 49000 98111 613 601,420
Equity AW ANZ Group CFD 17300 43437 37617 2426 912,588
Equity AY AXA CFD 15000 15000 21000 631 132,510
Equity BJ BHP Billiton CFD 5500 128050 96526 4285 4,136,139
Equity BU Bluescope Steel CFD 14979 103879 334830 274 917,434
Equity BY Brambles Industries CFD 6450 35560 22100 729 161,109
Equity BZ Boral CFD 0 7500 17321 553 95,785
Equity CL Coca Cola Amatil CFD 0 2250 30424 1120 340,749
Equity CP CSR CFD 0 0 160750 169 271,668
Equity CU CBA CFD 19164 143247 220044 5588 12,296,059
Equity CV CSL CFD 1700 31419 20112 3611 726,244
Equity FL Fosters Group CFD 0 2000 13142 537 70,573
Equity GP GPT CFD 65100 104800 103400 57 58,938
Equity IX IAG CFD 30000 142800 146372 396 579,633
Equity JF Fairfax CFD 0 26914 40914 176 72,009
Equity LC Lend Lease Corp CFD 1280 12380 109077 860 938,062
Equity LE Leightons CFD 6500 14256 6997 3952 276,521
Equity LG Lihir Gold CFD 74000 117100 108708 301 327,211
Equity MB Macquarie Bank CFD 3122 49421 60585 4976 3,014,710
Equity MD Goodman Group CFD 0 6000 313235 61 191,073
Equity MI Macquarie Infrastructure CFD 0 0 103616 116 120,195
Equity NA NAB CFD 0 75645 91949 2690 2,473,428
Equity NG Newcrest Mining CFD 5000 18306 21918 3421 749,815
Equity NN News Corporation CFD 0 2200 2013 1834 36,918
Equity OE Origin Energy CFD 0 20924 18500 1649 305,065
Equity OH Oil Search CFD 1000 84979 69625 566 394,078
Equity OR Orica CFD 1000 15043 13602 2591 352,428
Equity OT Onesteel CFD 0 0 30300 362 109,686
Equity OX Oxiana CFD 0 47250 374394 118 441,785
Equity PD Paladin CFD 56838 94838 163975 370 606,708
Equity QI QBE Insurance CFD 1922 75594 74940 2115 1,584,981
Equity QL Qantas CFD 0 123400 392640 283 1,111,171
Equity RT Rio Tinto CFD 11429 74195 81589 7596 6,197,500
Equity SL Santos CFD 200 28355 38848 1406 546,203
Equity SM Suncorp Metway CFD 0 31835 48100 854 410,774
Equity SN Stockland CFD 2075 44075 10575 405 42,829
Equity TC Tabcorp Holdings CFD 0 22000 64028 680 435,390
Equity TO Toll Holdings CFD 888 9388 44239 707 312,770
Equity TS Tattersalls CFD 0 0 19449 245 47,650
Equity TT Telstra Corp CFD 87192 460568 981594 306 3,003,678
Equity TU Transurban CFD 0 0 6927 521 36,090
Equity TZ Telecom Corp NZ CFD 0 1162 58818 171 100,579
Equity WC Westpac CFD 7300 44560 34300 2690 922,670
Equity WG Westfield Group CFD 350 28550 72944 1202 876,787
Equity WL Woolworths CFD 0 28144 58056 2850 1,654,596
Equity WO Woodside CFD 4900 35199 68957 4541 3,131,337
Equity WS Wesfarmers CFD 9620 33140 26273 3198 840,211
FX FE AUD / EUR CFD 0 500 1,600 0.6687 160,000
FX FJ AUD / JPY CFD 0 100 2,096 82.98 209,600
FX FN AUD / NZD CFD 0 0 0 1.3073 0
FX FP NZD / JPY CFD 0 0 200 63.47 15,298
FX FR EUR / USD CFD 0 900 600 1.3693 89,731
FX FU AUD / USD CFD 500 7410 10,900 0.9156 1,090,000
FX FY USD / JPY CFD 0 0 90 90.62 9,829
FX FZ NZD / USD CFD 0 300 300 0.7004 22,949
Commodity GG Gold CFD 22 309 2,682 1112.7 3,259,351
Index IQ S&P/ASX 200 CFD 115 2598 5,283 4818.1 25,454,022
Index IU DJIA CFD 9 63 61 10611.8 706,990

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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