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
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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.