Australian bourse rife with rogue trading

Market manipulation appears to be rife on the Australian Stock Exchange (ASX) when compared with other major markets around the world, the Sydney Morning Herald (SMH) reported yesterday.

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Australian bourse rife with rogue trading

Sydney Morning Herald
15 April 2014

Market manipulation appears to be rife on the Australian Stock Exchange (ASX) when compared with other major markets around the world, the Sydney Morning Herald (SMH) reported yesterday.

It said the country’s leading market researchers found that dramatic price spikes had occurred just before the markets closed at 4pm and that these were used to boost bonuses for rogue fund managers.

The newspaper said the share price spikes tend to occur in the last 15 minutes of trading each month and quarter, and at the end of the financial year.

The market indices at the end of these financial periods are typically used as benchmarks for the valuation of companies, executive compensation, superannuation policies and capital returns to investors.

On Dec 20 last year, US$23 million (S$28.7 million) was traded in the last 15 minutes for just three stocks, Village Roadshow, Ocean Gold and REA, most likely delivering a healthy Christmas bonus to the rogue fund managers, the SMH said.

Last Friday, US$23 million in trading occurred for the same three stocks over the entire day, it added.

“They are getting money in all the time but instead of buying it every day, they save it and buy it at the last minute to drive more demand,” Mr Michael Aitken, chief executive of the government-backed Capital Markets Co-operative Research Centre, told the Australian Financial Review.

“It is way more variable than you would expect it to be, based on other markets,” Mr Aitken added.

The average ratio of market dislocation to trading turnover on the ASX is 3.7 basis points, which dwarfs those of other markets, including Hong Kong (0.06), London (0.04) and the Indian stock exchange (0.41), said the SMH.

Ms Cathie Armour of the Australian Securities and Investments Commission said it was clamping down on such activities with a new market surveillance system.

“There have been examples of bad behaviour on future rolls in the past and we have absolutely taken action,” she was quoted as saying.

But she also pointed out that while it is one thing to find trades that look suspicious, it is very difficult to prove an illegal intention.

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