This document contains a combined ASX Group and ASX Compliance monthly activity report. It replaces the separate monthly reports provided previously.
The value of ASX-listed stocks, as measured by the All Ordinaries Index, rose 6.3% in July 2016. This performance was comparable with major markets including Germany up 6.8% and Japan up 6.4%, and stronger than Hong Kong up 5.3%, the US up 3.6%, the UK up 3.4% and Singapore up 1.0%.
Volatility measures for the Australian equity market fell below long-term averages during July:
• Volatility (as measured by the average daily movement in the All Ordinaries Index) was 0.5% in July, down on the previous month (0.8%).
• Expected future volatility (as measured by the S&P/ASX 200 VIX) fell in July to an average of 16.3 (compared to 19.4 in June).ASX_Monthly_Activity_Report_July_2016.pdf