Operational Performance of Cash Market Clearing and Settlement Services
Operational Performance of Cash Market Clearing and Settlement Services
March 2023 Quarter** | December 2022 Quarter | September 2022 Quarter | |
System Availability (CHESS) | 100% | 100% | 100% |
System Availability (TAS) | 100% | 100% | 100% |
Total Trades Accepted (ASX) | 55,847,529 | 98,386,425 | 117,615,536 |
Total Trades Rejected (ASX) | 2 | 0 | 2 |
Total Trades Accepted (Cboe) | 19,207,095 | 32,365,720 | 37,030,792 |
Total Trades Rejected (Cboe) | 0 | 0 | 0 |
Total Trades Accepted (NSX via TAS) | 60 | 177 | 167 |
Total Trades Rejected (NSX va TAS) | 0 | 1 | 0 |
Total Settlements (SSX) | 0 | 2 | 0 |
Total Value of Settlements (SSX) | $0 | $960 | $0 |
Daily Average Traded Value (on and Off Market)* | $9.70 billion | $10.58 billion | $10.59 billion |
Daily Average Cleared Value* | $7.50 billion | $8.32 billion | $8.30 billion |
Percentage Novated* | 77.2% | 78.6% | 78.4% |
Daily Average Cleared Value Post-Netting | $2.20 billion | $2.26 billion | $2.29 billion |
Netting Efficiency (Value)* | 70.6% | 72.8% | 72.4% |
Netting Efficiency (Volume)* | 98.8% | 98.9% | 98.90% |
Daily Average Settled Value (including Non-Novated) | $10.70 billion | $11.96 billion | $11.73 billion |
Settlement Efficiency (Value) | 99.89% | 99.85% | 99.91% |
Average Daily CHESS Fail Rate (% Rescheduled to the next settlement date) | 0.280% | 0.269% | 0.254% |
* Commencing March 2022 quarter, Traded Volume now includes transactions (for all AMOS) with settlement status “I” (e.g. crossings, informational)
** As of 28 February 2023
Commencing March 2022 quarter, Traded Volume now includes transactions (for all AMOS) with settlement status “I” (e.g. crossings, informational)
Commencing March 2022 quarter, Traded Volume now includes transactions (for all AMOS) with settlement status “I” (e.g. crossings, informational)