Market Profile - Jan 2023

Market Highlights

Turnover on the JSE Equities Market

Month

Year to

Year to % Change

Central Order Book and Reported Trades

Ended

Date

Date

Year on

Jan 2023

2023

2022

Year

2022

2021

2020

2019

Trades

5 862 195

5 862 195

5 279 009

11.05%

80 557 739

81 587 931

92 970 422

76 554 772

Volume (Mil)

5 414

5 414

5 746

-5.78%

81 206

122 069

117 776

82 472

Value (R Mil)

423 851

423 851

368 141

15.13%

5 877 247

5 866 721

5 791 056

5 137 534

Reported Trades

Trades

1 440

1 440

1 319

9.17%

19 953

18 154

16 383

13 577

Volume (Mil)

419

419

665

-36.96%

8 240

11 396

9 320

7 535

Value (R Mil)

37 476

37 476

28 893

29.71%

558 440

520 447

336 907

237 942

Foreign Trading on the JSE Equities Market (R Million)

Month

Year to

Year to Difference

Ended

Date

Date

Year on

Jan 2023

2023

2022

Year

2022

2021

2020

2019

Purchases

65 084

65 084

56 144

8 940

908 376

976 144

941 529

899 391

Sales

-76 978

-76 978

-58 805

-18 172

-993 050

-1 129 243

-1 067 119

-1 013 558

Net (Sales) / Purchases

-11 894

-11 894

-2 661

-9 233

-84 674

-153 099

-125 590

-114 167

Turnover on the Interest Rate Market

Month

Year to

Year to % Change

Ended

Date

Date

Year on

Jan 2023

2023

2022

Year

2022

2021

2020

2019

Standard Trades

Trades

23 839

23 839

20 935

13.87%

331 759

326 302

335 248

291 499

Nominal (R Mil)

946 114

946 114

654 593

44.53%

9 975 962

9 774 042

10 949 642

9 916 268

Consideration (R Mil)

901 667

901 667

650 683

38.57%

9 495 385

9 621 385

10 566 924

9 975 147

Repo Trades

Trades

11 447

11 447

10 098

13.36%

138 681

146 637

143 567

177 104

Nominal (Mil)

2 401 690

2 401 690

2 130 283

12.74%

25 740 895

24 786 516

21 499 151

25 798 546

Consideration (R Mil)

2 294 818

2 294 818

2 097 267

9.42%

24 079 993

24 122 266

20 832 617

25 522 755

Other Trades*

Trades

817

817

699

16.88%

9 986

8 564

10 968

9 100

Nominal (Mil)

87 943

87 943

91 234

-3.61%

1 160 628

742 690

967 584

717 436

Consideration (R Mil)

40 933

40 933

82 305

-50.27%

389 613

250 345

343 928

223 466

*Other Trades include FOV, SD and OX

Foreign Trading on the JSE Interest Rate Market (R Million)

Month

Year to

Year to Difference

Ended

Date

Date

Year on

Jan 2023

2023

2022

Year

2022

2021

2020

2019

Purchases**

149 304

149 304

97 361

51 943

1 147 370

1 085 163

1 358 203

1 367 130

Sales**

150 160

150 160

96 654

53 507

1 302 704

1 245 133

1 406 571

1 389 324

Net (Sales) / Purchases

-857

-857

707

-1 564

-155 334

-159 970

-48 367

-22 194

**Nominal of Standards Trades

Market Profile - Jan 2023

Turnover on the JSE Interest Rate Derivatives Market

Month

Year to

Year to

%Change

Ended

Date

Date

Year on

Jan 2023

2023

2022

Year

2022

2021

2020

2019

Futures

Trades

1 955

1 955

1 784

9.59%

14 679

11 900

14 968

12 780

Volume

2 509 774

2 509 774

2 201 782

13.99%

13 723 715

12 028 332

12 515 509

10 461 871

Value (R Mil)

243 973

243 973

228 457

6.79%

1 315 679

1 205 728

1 264 935

1 158 376

Open Interest

1 840 407

1 840 407

1 456 904

26.32%

1 443 210

1 071 034

969 112

947 574

Options

Trades

96

96

40

140.00%

1 125

1 134

1 774

1 550

Volume

52 135

52 135

46 400

12.36%

655 620

604 424

803 665

961 911

Value (R Mil)*

77

77

102

-24.08%

1 111

993

1 574

93 866

Open Interest

176 379

176 379

145 224

21.45%

131 744

126 584

155 447

275 198

**Nominal Value traded, note the value in the previous

publications is premium

Turnover on the Commodity Derivatives Market

Month

Year to

Year to

%Change

Ended

Date

Date

Year on

Jan 2023

2023

2022

Year

2022

2021

2020

2019

Futures

Trades

46 315

46 315

32 432

42.81%

538 018

456 788

479 225

436 351

Volume (000)

213

213 114

199 507

6.82%

3 344 958

3 313 674

3 219 382

3 206 466

Value (R Mil)

95 229

95 229

70 207

35.64%

1 458 962

1 103 552

912 482

805 011

Open Interest

97 361

97 361

108 798

-10.51%

99 461

126 020

125 413

114 681

Options

Trades

1 847

1 847

1 560

18.40%

20 195

20 475

21 151

27 189

Volume (000)

20

19 819

18 972

4.46%

281 604

246 067

276 216

304 220

Value (R Mil)

204

204

239

-14.39%

5 315

4 283

2 849

4 720

Open Interest

54 224

54 224

33 456

62.08%

49 753

26 240

48 256

43 126

Equity Market

Agency and Principal (R Million)

Including Reported Trades

Central Order Book Trades

Jan 2023

Dec 2022

% change

Jan 2023

Dec 2022

% change

Agency Buy

194 201

168 447

15.29%

170 957

148 375

15.22%

Agency Sell

197 550

168 867

16.99%

178 057

156 299

13.92%

Principal Buy

229 650

214 509

7.06%

215 417

208 234

3.45%

Principal Sell

226 301

214 089

5.70%

208 318

200 311

4.00%

All Time High Figures

Daily High

Date

Monthly High

Month

Trades

920 270

2021/08/17

13 110 584

03/2020

Volume (R 000)

1 762 606

2018/12/05

14 192 736

03/2020

Value (R m)

155 410

2021/08/17

774 899

03/2020

Market Capitalisation (R Trn)

23.17

2022/01/31

Page 1

Market Profile - Jan 2023

Equity Market

Position in the world league in December 2022 (based on the WFE statistics)

Ranking At Year End

Dec 2022

Ranking

Dec 2021

Ranking

2022

2021

2020

2019

Market Capitalisation (US$ million)

1 171 748

19

1 143 003

19

19

19

19

17

Market Turnover (US$ million)

22 522

22

25 539

23

22

23

19

20

Monthly Liquidity %

21.48%

33

0.3

37

33

37

30

25

Note:The liquidity figure has been adjusted for Off Order Book Principal Trades

WFE = World Federation of Exchanges

Equity capital raised on the JSE (R Million)

Month

Year to

Year to

% Change

Ended

Date

Date

Year on

Jan 2023

2023

2022

Year

2022

2021

2020

2019

Acquisition of Assets

-

-

269

-100.00%

523

3 679

4 742

1 107

Rights Issue

250

250

-

100.00%

700

3 880

27 182

4 409

Via Prospetus (IPOs)

-

-

-

0.00%

-

-

Share Incentive

55

55

201

-72.88%

4 678

3 585

3 253

4 585

Waiver of Pre-emptive rights

44

44

349

-87.24%

7 396

14 278

35 048

25 745

TOTAL

349

349

819

-57.37%

13 297

25 422

70 225

35 847

NB:The totals may vary monthly

Annualised JSE liquidity

Month

Year to

Year to % Change

Ended

Date

Date

Year on

Jan 2023

2023

2022

Year

2022

2021

2020

2019

Overall JSE Liquidity %

23.12%

23.12%

21.09%

9.63%

28.4

31.9

37.2

35.9

Central Order Book Trades Liquidity %

21.08%

21.08%

19.46%

8.32%

25.7

28.9

34.9

34.2

Note: The monthly "local liquidity" using the value traded and Strate market capitalisation is 54.61%

Number of Companies / Securities Listed and Market Capitalisation

Month

Year to

Year to % Change

Ended

Date

Date

Year on

Jan 2023

2023

2022

Year

2022

2021

2020

2019

Mainboard, Venture,Development Capital and BEE

Companies Listed

272

272

286

-4.90%

272

288

300

312

No of New Listings

-

-

1

-100.00%

5

9

5

6

No of Delistings

-

-

3

-100.00%

21

20

17

20

AltX

Companies Listed

32

32

36

-11.11%

32

36

39

42

No of New Listings

-

-

-

-

-

-

-

No of Delistings

-

-

-

4

4

2

4

Overall JSE

No of New Listings

-

-

1

-100.00%

5

9

5

6

No of Delistings

-

-

3

-100.00%

25

24

20

24

Foreign Listings

67

67

73

-8.22%

67

72

69

71

Domestic Listings

237

237

249

-4.82%

237

252

270

283

Companies Listed

304

304

322

-5.59%

304

324

339

354

No of Securities Listed

1 269

1 269

1 129

12.40%

1 247

1 108

1 003

946

Market Capitalisation (Rbn at period)

22 990.0

23 165.8

-0.76%

21 337.9

20 499.8

17 854.0

17 440.3

Note: AltX and Mainboard include companies that changed boards

Page 2

Market Profile - Jan 2023

FTSE/JSE Africa Index Series

% Change

Index

Index Close

Month On

Highest Index

Code

Jan 2023

Month

Close

Highest Date

Headline Indices

All Share

J203

79 476.60

8.80%

80 791.36

2023/01/27

Mid Cap

J201

79 736.86

3.44%

84 924.77

2022/04/01

Small Cap

J202

70 069.16

2.10%

71 233.98

2022/11/11

Fledgling

J204

8 316.25

-0.65%

8 955.07

2022/01/17

Capped All Share

J303

39 995.28

8.47%

40 669.35

2023/01/27

Shareholder Weighted All Share

J403

14 974.72

7.11%

15 215.26

2023/01/27

Tradeable Indices

Top 40

J200

73 431.04

9.67%

74 766.05

2023/01/27

Capped Top 40

J300

37 581.28

8.92%

38 254.11

2023/01/27

Shareholder Weighted Top 40

J400

13 681.61

7.92%

13 930.17

2023/01/27

Resource 10

J210

75 832.91

7.10%

88 218.68

2022/03/02

Gold Mining

J150

-

0.00%

6 662.47

2020/07/27

Industrial 25

J211

102 288.62

13.27%

103 871.65

2023/01/27

Financial 15

J212

16 144.53

3.99%

18 847.58

2018/03/06

Financial and Industrial 30

J213

100 013.08

10.81%

101 454.73

2023/01/27

All Share Economic Group

Energy

JI0060

37 061.31

-7.49%

48 548.27

2022/09/16

Basic Materials

JI0055

54 314.15

6.85%

63 059.85

2022/03/02

Industrials

JI0050

35 292.73

8.38%

40 363.68

2022/02/11

Consumer Discretionary

JI0040

36 654.88

16.21%

37 102.55

2023/01/30

Consumer Staples

JI0045

80 038.40

2.65%

81 970.42

2022/12/06

Financials

JI0030

41 111.96

4.69%

45 484.20

2022/03/29

Technology

JI0010

41 156.57

18.11%

49 244.49

2021/04/01

Telecommunications

JI0015

6 634.69

10.62%

8 885.92

2022/03/02

Health Care

JI0020

4 635.91

5.29%

5 917.44

2021/09/28

Specialist Indices

Responsible Investment Index

J113

13 868.19

7.58%

14 108.55

2023/01/27

FTSE/JSE Shariah All Share

J143

5 084.25

6.30%

5 682.57

2022/03/02

REITS Index

JS3512

351.43

-2.22%

400.63

2022/01/06

SA Listed Property Index

J253

314.78

-1.00%

694.67

2017/12/29

Capped Property Index

J254

228.23

-0.80%

597.86

2015/10/28

SA Resources

J258

43 853.28

6.20%

50 476.60

2022/03/02

Value Index

J330

472.16

5.72%

500.14

2022/03/02

Growth Index

J331

1 024.76

11.46%

1 046.73

2023/01/27

Secondary Market

Alt-X

J232

1 117.05

6.31%

5 041.94

2007/11/14

NOTE:FTSE/JSE Indices were reintroduced in June 2002 and all values are reflective since.

Platinum & Precious Metal Index was rebased in March 2007

Equity Derivatives Market & Currency Derivatives Market

Equity Derivatives Reports

Currency Derivatives Reports

NOTE: Due to the ITaC project this data is no longer available in this format. The new PDF format

reports are be available on the new website section via the above links:

Page 3

Market Profile - Jan 2023

Commodity Derivatives Market

%Change Month

%Change Year

Jan 2023

Dec-2022

on Month

Jan 2022

on Year

Trades

Futures

Corn Contract

1 697

1 422

19.34%

1 494

13.59%

Soya Future

5 598

2 811

99.15%

3 390

65.13%

Yellow Maize Future

13 183

10 323

27.71%

8 735

50.92%

Gold

42

52

-19.23%

19

121.05%

Sunflower Seeds Future

4 707

2 159

118.02%

2 312

103.59%

White Maize Future

16 032

12 914

24.14%

12 487

28.39%

Platinum

3

3

0.00%

7

-57.14%

Crude Oil

-

-

-

Total Futures

41 262

29 684

39.00%

28 444

45.06%

Options

Corn Contract

-

13

-100.00%

-

Soya Future

86

63

36.51%

153

-43.79%

Yellow Maize Future

346

368

-5.98%

519

-33.33%

Gold

-

-

-

Sunflower Seeds Future

58

24

141.67%

29

100.00%

White Maize Future

1 257

882

42.52%

835

50.54%

Platinum

-

-

-

Crude Oil

-

-

-

Total Options

1 747

1 350

29.41%

1 536

13.74%

Volume

Futures

Corn Contract

9 155

9 125

0.33%

15 706

-41.71%

Soya Future

29 721

19 693

50.92%

18 103

64.18%

Yellow Maize Future

56 274

53 798

4.60%

52 867

6.44%

Gold

93

532

-82.52%

46

102.17%

Sunflower Seeds Future

15 101

8 917

69.35%

8 652

74.54%

White Maize Future

69 323

70 684

-1.93%

59 923

15.69%

Platinum

7

9

-22.22%

52

-86.54%

Crude Oil

-

-

-

Total Futures

179 674

162 758

10.39%

155 349

15.66%

Options

Corn Contract

-

70

-100.00%

-

Soya Future

2 435

1 597

52.47%

1 085

124.42%

Yellow Maize Future

4 292

5 889

-27.12%

6 610

-35.07%

Gold

-

-

-

Sunflower Seeds Future

705

722

-2.35%

1 716

-58.92%

White Maize Future

11 720

13 221

-11.35%

8 939

31.11%

Platinum

-

-

-

Crude Oil

-

-

-

Total Options

19 152

21 499

-10.92%

18 350

4.37%

Value(ZAR000)

Futures

Corn Contract

4 128 993

4 082 655

1.13%

5 882 154

-29.80%

Soya Future

14 171 871

10 129 764

39.90%

7 313 299

93.78%

Yellow Maize Future

25 642 682

25 507 272

0.53%

19 715 446

30.06%

Gold

30 813

168 255

-81.69%

13 282

131.99%

Sunflower Seeds Future

8 145 829

4 715 278

72.75%

4 198 097

94.04%

White Maize Future

31 483 075

34 486 882

-8.71%

21 647 995

45.43%

Platinum

1 246

1 634

-23.77%

8 394

-85.16%

Crude Oil

-

-

-

Total Futures

83 604 510

79 091 740

5.71%

58 778 668

42.24%

Options

Corn Contract

-

2 343

-100.00%

-

Soya Future

22 349

29 311

-23.75%

8 005

179.18%

Yellow Maize Future

44 328

79 802

-44.45%

79 536

-44.27%

Gold

-

-

-

Sunflower Seeds Future

11 335

12 087

-6.22%

26 489

-57.21%

White Maize Future

120 701

190 010

-36.48%

122 377

-1.37%

Platinum

-

-

-

Crude Oil

-

-

-

Total Options

198 713

313 553

-36.63%

236 408

-15.95%

Open Interest

Futures

Corn Contract

7 789

9 110

-14.50%

12 138

-35.83%

Soya Future

10 729

12 915

-16.93%

8 555

25.41%

Yellow Maize Future

24 680

23 757

3.89%

28 945

-14.73%

Gold

188

211

-10.90%

385

-51.17%

Sunflower Seeds Future

3 994

4 210

-5.13%

3 643

9.63%

White Maize Future

23 503

23 140

1.57%

28 388

-17.21%

Platinum

30

31

-3.23%

142

-78.87%

Crude Oil

-

-

3

-100.00%

Options

Corn Contract

25

25

0.00%

43

-41.86%

Soya Future

4 471

3 347

33.58%

1 647

171.46%

Yellow Maize Future

22 055

20 819

5.94%

13 141

67.83%

Gold

-

-

-

Sunflower Seeds Future

711

588

20.92%

1 763

-59.67%

White Maize Future

25 717

24 175

6.38%

15 401

66.98%

Platinum

-

-

-

Crude Oil

-

-

-

Page 4

Attachments

Disclaimer

JSE Limited published this content on 16 February 2023 and is solely responsible for the information contained therein. Distributed by Public, unedited and unaltered, on 16 February 2023 13:18:08 UTC.