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Market Specific - Australia

Market Specific - Australia. Market Specific - Australia. Agenda Exchange Background ASX Equities & Warrants & Company Options SFE Futures & Options ASX Futures & Options. Market Specific - Australia. Exchange Background Australian Securities Exchange (ASX) Exchange page: <AU/EXCH2>-4

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Market Specific - Australia

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  1. Market Specific - Australia

  2. Market Specific - Australia Agenda • Exchange Background • ASX Equities & Warrants & Company Options • SFE Futures & Options • ASX Futures & Options

  3. Market Specific - Australia • Exchange Background • Australian Securities Exchange (ASX) • Exchange page: <AU/EXCH2>-4 • Exchange website http://www.asx.com.au/ • Sydney Future Exchange (SFE) • Exchange page: <AU/EXCH5> • Exchange website http://www.asx.com.au/products/futures_options/index.htm • National Stock Exchange of Australia (NSX) • Exchange page: <AU/EXCH6> • Exchange website http://www.nsxa.com.au/

  4. Market Specific - Australia • ASX: <AU/EQUITY>, <AU/MENU>, <AU/CHAR1> main traded instruments: • Equities e.g. <BHP.AX> • Warrants e.g. <AEJSMW.AX>, <AU/WTS1> onwards • Rights e.g. <SMMRA.AX>, <0#RIGHTS.AX> • Preference Shares <ANZPA.AX>, <0#PREFS.AX> • Exchange Traded Funds <IEU.AX>,<0#FUNDS.AX> • Company Options <ADXO.AX>, <0#OPTIONS.AX> • Exchange Traded Options (ETOs) <AU/OPTEX1>

  5. Market Specific - Australia • ASX Equity Full Quote RIC Rule • Ordinary shares: exchange code + .AX • RIC follows exchange stock code • For different brokerage characters used, refer to <AU/CHAR1>

  6. Market Specific - Australia • How to verify ASX Equity RIC change from exchange website? • Company name and ASX code changes: http://www.asx.com.au/resources/codes/changes/2010.htm • Usually data team will proceed with RIC change before 19:00 GMT one day before effective date

  7. Market Specific - Australia • How do we verify ISIN code for ASX Equity RICs? • FID 1056 – ISIN code • ISIN code file from exchange, monthly update • http://www.asx.com.au/resources/codes/index.htm

  8. Market Specific - Australia • ASX RIC search if ISIN, company name or stock code/local code provided: - Search ISIN, company name or stock code/local code in “Reuters Search” - If the RIC cannot be found on “Reuters Search”, check add/drop page based on instrument type via <AU/CHANGE1> • If the RIC cannot be found on add/drop page, check exchange website for upcoming listing companies. • http://www.asx.com.au/research/companies/floats/upcoming.htm

  9. Market Specific - Australia • ASX Trading Calendar and Trading Hours • Holidays Speedguide: <ASX/HOLIDAY> via <AU/HOLIDAY> • Trading Hours: <AU/EXCH2> • Exchange website: Trading Calendar: http://www.asx.com.au/about/operational/trading_calendar/asx/2010.htm Trading Hours: http://www.asx.com.au/resources/education/basics/trading_hours_asx.htm • ASX Closing Run <CLOSE/RUN10> (follow local time)

  10. Market Specific - Australia • ASX Equity Trading Features Trading Types • Trading indicator is supported on FID 1003. • Detailed trading types (both on-market and off-market) can be found on <AU/TAS1> -12. • Detailed market trading condition flags updated to FID 118 and status note flags updated to FID 131. Please refer to <AU/STATUS>, <AU/STATUS1>-4. • Kindly note that ASX has off-market trades.

  11. Market Specific - Australia

  12. Market Specific - Australia • Trade Prices - Verify trade prices on exchange website To access price information, navigate from homepage at http://www.asx.com.au/ by entering code in the "Prices Search". e.g. Stocks delayed prices for <BHP.AX>: http://www.asx.com.au/asx/markets/priceLookup.do?by=asxCodes&asxCodes=BHP e.g. Stocks historical prices for <BHP.AX> (maximum 5 trading days): http://www.asx.com.au/asx/research/companyInfo.do?by=asxCode&asxCode=BHP#closing_prices

  13. Market Specific - Australia • How to find company announcements on ASX website E.g. <BHP.AX> http://www.asx.com.au/asx/research/companyInfo.do?by=asxCode&asxCode=BHP#headlines Search for historical announcements: http://www.asx.com.au/asx/statistics/announcements.do

  14. Market Specific - Australia • Warrants Speedguide: <AU/WTS1> • In Australia, warrants are issued by a sponsor (generally a bank) instead of underlying company. • FID 728 is showing sponsor (issuer) RIC while FID 1000 is showing underlying company code. E.g for<AGKIMC.AX>, FID 728 is showing issuer RIC <MQB.AX> while FID 1000 is showing underlying company code AGK.

  15. Market Specific - Australia • How to find warrants details and price information on ASX website? E.g. <AGKIMC.AX> Input code “AGKIMC” on ASX website -> Search http://www.asx.com.au/

  16. Market Specific - Australia

  17. Market Specific - Australia • Company Options Chain RIC <0#OPTIONS.AX> • How to verify company options details on website? • http://www.tradingroom.com.au/apps/codeLookup.ac?returnUrl=/qt/quote.ac%3Fcode%3D • For example <AQQO.AX> First, enter company option code “AQQO” Second, select “Company Option” in Security Group

  18. Market Specific - Australia

  19. Market Specific - Australia • Market Depth • Depth of Market SpeedGuide <AU/DOM> • 20 levels of market depth data • e.g. <0#BHP.AX> • e.g. <1BHP.AX> displays best bid/ask1 – 5 <2BHP.AX> displays best bid/ask2 - 10 <3BHP.AX> displays best bid/ask3 - 15 <4BHP.AX> displays best bid/ask4 – 20

  20. Market Specific - Australia • ASX FID list Customer Zone FAQ 1032749 • https://customers.reuters.com/a/KnowledgeCentre/Resolution.aspx?id=1032749 • Refer to <FIELDLIST01> -02

  21. Market Specific - Australia • Indices <AU/INDICES1> • ASX/S&P 200 Benchmark index <.AXJO> constituents <0#.AXJO>. • Refer to the chain <0#.AXJOi> for Constituents % Weighting. • How to verify index price on ASX website http://www.asx.com.au/asx/statistics/indexInfo.do

  22. Market Specific - Australia • ASX & SFE Futures & Options • Main Speedguide <AU/FUTEX1> • ASX Futures & Options Speedguide <ASX/FUTEX1> • SFE Futures & Options Speedguide <SFE/FUTEX1> • Holidays: <ASX/HOLIDAY> • Trading hours: refer to contract specification page E.g. <SFE/YBA> for trading hours for 90 Day Bank Bills Futures • SFE Futures & Options FID list: Customer Zone FAQ ID 1087312 https://customers.reuters.com/a/KnowledgeCentre/Resolution.aspx?id=1087312 • ASX Futures & Options FID list: Customer Zone FAQ ID: 1032749 • https://customers.reuters.com/a/KnowledgeCentre/Resolution.aspx?id=1032749

  23. Market Specific - Australia • SFE & ASX Futures & options • Futures RIC Structure • Composite: RIC root + Month code + year Code • Evening session: 1+ RIC root + Month code + year Code • Day session: 2 + RIC root + Month code + year Code • e.g. <YBAZ0> <1YBAZ0> <2YBAZ0> • Option RIC Structure • Evening Session: 1+ RIC Root + Strike Price + Month Code + Year Code (e.g. <1YBA94625X0> • Day Session: 2+ RIC Root + Strike Price + Month Code + Year Code (e.g. <2YBA94625X0>)

  24. Market Specific - Australia SFE & ASX Futures & Options Practice: • Please advise the chain RIC for the SFE 10 Year Treasury Bond Futures. • What is the RIC for S&P/ASX MINI 200 Futures Dec 10 contract ? • What are the trading hours of SFE NZ 30 Day Cash Rate Futures contracts?

  25. Market Specific - Australia • <CLOSE/RUN10> • ASX & SFE derivatives closing run time (follow local time) • Settlement price updates at FID 70 • Historical close price (FID 21) is copying value from last trade price (FID 6 ) instead of FID 70 • For SFE futures (e.g. <YBAZ0>), refer to FID 1379 for previous settlement price • For ASX futures (e.g. <AXJOZ0:AX>), refer to TS1 for historical settlement prices

  26. Market Specific – Australia • ASX LEPO (Low Exercise Price Option) • <AU/LEPO> for Contract Specifications & Trading Hours • Chain RIC: <AXLEPO> • How to verify price on ASX website Input official code (FID 78) on ASX website: http://www.asx.com.au/ E.g. <ASXFH8.AX> input code ASXFH8 on “Price Search" • Refer to below ASX website for more information about LEPO http://www.asx.com.au/products/options/lepos.htm

  27. Market Specific - Australia • Pricing verification for SFE & NZ futures & Options • Delayed prices http://www.asx.com.au/research/market_info/index.htm http://www.asx.com.au/sfe/delayed_sfe_futures.htm http://www.asx.com.au/sfe/delayed_sfe_options.htm • Historical prices (only five days’ historical data available) http://www.asx.com.au/sfe/daily_monthly_reports.htm

  28. Market Specific - Australia • Pricing verification for ASX Futures & Options • Delayed prices http://www.asx.com.au/asx/markets/futuresPrices.do Type in up to ten ASX futures contract codes (usually a five letter code) separated by spaces and click GO. E.g <AXJOF1:AX>, type in “XJO1F” (supported in FID 78) http://www.asx.com.au/asx/markets/optionPrices.do Type in up to ten ASX Options Series Codes E.g <AXJO4000X0.AX>, type in “XJOJE8” (FID 78) • Historical prices not available for ASX Futures & Options

  29. Market Specific - Australia • SFE Strip Trading • SFE Strip: <SFE/FUTEX5> -6 • How to verify strip price on website: http://d-cyphatrade.com.au/market_futures#A • SFE Strip Option: <SFE/FUTEX7> -8 • How to verify strip option price on website: http://d-cyphatrade.com.au/market_options#AN

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