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Operational Performance of Cash Market Clearing and Settlement Services

 September 2024^ QuarterJune 2024 QuarterMarch 2024 Quarter
System Availability (CHESS)100%100%100%
System Availability (TAS)100%100%100%
Trade registration
Total Trades Accepted (ASX)74,820,635102,395,38895,086,739
Total Trades Accepted (Cboe)26,865,29835,601,54634,337,101
Total Trades Accepted (NSX)1046862
Daily Average Trades across all AMOs2,259,6902,225,758
2,087,482
Highest Consecutive 2 Days Trade Registration across all AMOs6,042,187
5,194,9295,295,080
Clearing
Daily Average Traded Value (On and Off Market)*$10.66 billion$10.82 billion$10.41 billion
Daily Average Cleared Value*$8.22 billion$8.42 billion
$8.06 billion
Percentage Novated*77.1%77.7%77.2%
Netting Efficiency (Value)*70.2%71.3%70.5%
Netting Efficiency (Volume)*99.0%98.9%98.8%
Daily Average Cleared Value Post-Netting$2.44 billion$2.41 billion
$2.35 billion
Settlement
Total Settlements (SSX)000
Total Value of Settlements (SSX)$0$0$0
Batch Settlement
Daily Average Settled Value (including Non-Novated)$12.88 billion$13.82 billion
$12.69 billion
Settlement Efficiency (Value)99.93%99.95%99.94%
Average Daily CHESS Fail Rate (% Rescheduled to the next settlement date)0.093%0.140%0.127%
Average Value Based Fail Rate (% Rescheduled to the next settlement date)0.066%0.048%0.056%

* Commencing March 2022 quarter, Traded Volume now includes transactions (for all AMOS) with settlement status “I” (e.g. crossings, informational)

^ As of 30 August 2024

 

 

Commencing March 2022 quarter, Traded Volume now includes transactions (for all AMOS) with settlement status “I” (e.g. crossings, information) 

Commencing March 2022 quarter, Traded Volume now includes transactions (for all AMOS) with settlement status “I” (e.g. crossings, information) 

Commencing March 2022 quarter, Traded Volume now includes transactions (for all AMOS) with settlement status “I” (e.g. crossings, information)