Market Profile - Mar 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

Mar 2023

2023

2022

Year

2022

2021

2020

2019

Trades

7 603 036

19 083 005

21 476 652

-11.15%

80 557 739

81 587 931

92 970 422

76 554 772

Volume (Mil)

8 344

20 560

21 847

-5.89%

81 206

122 069

117 776

82 472

Value (R Mil)

610 430

1 478 363

1 631 365

-9.38%

5 877 247

5 866 721

5 791 056

5 137 534

Reported Trades

Trades

1 949

4 924

5 104

-3.53%

19 953

18 154

16 383

13 577

Volume (Mil)

1 042

2 496

2 164

15.34%

8 240

11 396

9 320

7 535

Value (R Mil)

52 630

138 602

136 701

1.39%

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

Mar 2023

2023

2022

Year

2022

2021

2020

2019

Purchases

81 272

207 346

267 617

-60 272

908 376

976 144

941 529

899 391

Sales

-93 295

-236 887

-239 734

2 847

-993 050

-1 129 243

-1 067 119

-1 013 558

Net (Sales) / Purchases

-12 023

-29 541

27 883

-57 424

-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

Mar 2023

2023

2022

Year

2022

2021

2020

2019

Standard Trades

Trades

33 974

86 253

82 280

4.83%

331 759

326 302

335 248

291 499

Nominal (R Mil)

1 271 522

3 250 016

2 662 412

22.07%

9 975 962

9 774 042

10 949 642

9 916 268

Consideration (R Mil)

1 129 490

2 978 593

2 614 534

13.92%

9 495 385

9 621 385

10 566 924

9 975 147

Repo Trades

Trades

11 889

34 791

34 560

0.67%

138 681

146 637

143 567

177 104

Nominal (Mil)

2 656 852

7 599 888

6 878 167

10.49%

25 740 895

24 786 516

21 499 151

25 798 546

Consideration (R Mil)

2 429 831

7 069 745

6 551 054

7.92%

24 079 993

24 122 266

20 832 617

25 522 755

Other Trades*

Trades

820

2 487

2 468

0.77%

9 986

8 564

10 968

9 100

Nominal (Mil)

88 769

291 415

281 890

3.38%

1 160 628

742 690

967 584

717 436

Consideration (R Mil)

20 841

90 471

165 673

-45.39%

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

Mar 2023

2023

2022

Year

2022

2021

2020

2019

Purchases**

169 845

431 168

324 297

106 871

1 147 370

1 085 163

1 358 203

1 367 130

Sales**

198 209

514 303

370 128

144 176

1 302 704

1 245 133

1 406 571

1 389 324

Net (Sales) / Purchases

-28 364

-83 136

-45 831

-37 304

-155 334

-159 970

-48 367

-22 194

**Nominal of Standards Trades

Market Profile - Feb 2023

Turnover on the JSE Interest Rate Derivatives Market

Month

Year to

Year to

%Change

Ended

Date

Date

Year on

Mar 2023

2023

2022

Year

2022

2021

2020

2019

Futures

Trades

514

3 435

3 167

8.46%

14 679

11 900

14 968

12 780

Volume

692 232

3 969 794

2 936 193

35.20%

13 723 715

12 028 332

12 515 509

10 461 871

Value (R Mil)

58 323

371 700

299 485

24.11%

1 315 679

1 205 728

1 264 935

1 158 376

Open Interest

1 337 401

1 337 401

1 116 217

19.82%

1 443 210

1 071 034

969 112

947 574

Options

Trades

-

248

247

0.40%

1 125

1 134

1 774

1 550

Volume

-

113 321

165 828

-31.66%

655 620

604 424

803 665

961 911

Value (R Mil)*

-

182

290

-37.08%

1 111

993

1 574

93 866

Open Interest

124 777

124 777

154 784

-19.39%

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

Mar 2023

2023

2022

Year

2022

2021

2020

2019

Futures

Trades

46 508

147 459

121 688

21.18%

538 018

456 788

479 225

436 351

Volume (000)

236

750 750

786 175

-4.51%

3 344 958

3 313 674

3 219 382

3 206 466

Value (R Mil)

94 687

319 448

296 574

7.71%

1 458 962

1 103 552

912 482

805 011

Open Interest

101 656

101 656

98 987

2.70%

99 461

126 020

125 413

114 681

Options

Trades

1 127

4 102

5 944

-30.99%

20 195

20 475

21 151

27 189

Volume (000)

16.92

48 235

88 441

-45.46%

281 604

246 067

276 216

304 220

Value (R Mil)

201

527

1 878

-71.92%

5 315

4 283

2 849

4 720

Open Interest

34 645

34 645

38 140

-9.16%

49 753

26 240

48 256

43 126

Equity Market

Agency and Principal (R Million)

Including Reported Trades

Central Order Book Trades

Mar 2023

Feb 2023

% change

Mar 2023

Feb 2023

% change

Agency Buy

289 080

205 718

40.52%

257 258

172 937

48.76%

Agency Sell

278 667

193 702

43.86%

255 305

173 557

47.10%

Principal Buy

321 350

238 364

34.81%

300 542

222 650

34.98%

Principal Sell

331 764

250 380

32.50%

302 495

222 030

36.24%

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 - Mar 2023

Equity Market

Position in the world league in February 2023 (based on the WFE statistics)

Ranking At Year End

Feb 2023

Ranking

Feb 2022

Ranking

2022

2021

2020

2019

Market Capitalisation (US$ million)

1 147 346

19

1 288 000

18

19

19

17

18

Market Turnover (US$ million)

24 202

21

30 979

24

22

23

20

20

Monthly Liquidity %

22.55%

32

26%

34

33

37

25

22

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

Mar 2023

2023

2022

Year

2022

2021

2020

2019

Acquisition of Assets

-

-

523

-100.00%

523

3 679

4 742

1 107

Rights Issue

-

800

55

1354.55%

700

3 880

27 182

4 409

Via Prospetus (IPOs)

-

-

-

0.00%

-

-

Share Incentive

587

662

1 590

-58.32%

4 678

3 585

3 253

4 585

Waiver of Pre-emptive rights

399

662

2 960

-77.65%

7 396

14 278

35 048

25 745

TOTAL

986

2 124

5 127

-58.57%

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

Mar 2023

2023

2022

Year

2022

2021

2020

2019

Overall JSE Liquidity %

32.97%

27.88%

24.93%

11.83%

28.4

31.9

37.2

35.9

Central Order Book Trades Liquidity %

30.10%

25.25%

22.79%

10.79%

25.7

28.9

34.9

34.2

Note: The monthly "local liquidity" using the value traded and Strate market capitalisation is 79.79%

Number of Companies / Securities Listed and Market Capitalisation

Month

Year to

Year to

% Change

Ended

Date

Date

Year on

Mar 2023

2023

2022

Year

2022

2021

2020

2019

Mainboard, Venture,Development Capital and BEE

Companies Listed

271

271

282

-3.90%

272

288

300

312

No of New Listings

1

1

2

-50.00%

5

9

5

6

No of Delistings

1

2

8

-75.00%

21

20

17

20

AltX

Companies Listed

31

31

34

-8.82%

32

36

39

42

No of New Listings

-

-

-100.00%

-

-

-

-

No of Delistings

-

1

2

-100.00%

4

4

2

4

Overall JSE

No of New Listings

1

1

2

-50.00%

5

9

5

6

No of Delistings

1

3

10

-70.00%

25

24

20

24

Foreign Listings

67

67

71

-5.63%

67

72

69

71

Domestic Listings

235

235

245

-4.08%

237

252

270

283

Companies Listed

302

302

316

-4.43%

304

324

339

354

No of Securities Listed

1 317

1 317

1 126

16.96%

1 226

1 108

1 003

946

Market Capitalisation (Rbn at period)

22 198.0

22 198.0

21 614.1

2.70%

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 - Mar 2023

FTSE/JSE Africa Index Series

% Change

Index

Index Close

Month On

Highest Index

Code

Mar 2023

Month

Close

Highest Date

Headline Indices

All Share

J203

76 100.17

-2.10%

80 791.36

2023/01/27

Mid Cap

J201

75 578.04

-5.00%

84 924.77

2022/04/01

Small Cap

J202

68 436.19

-3.07%

71 814.85

2023/02/03

Fledgling

J204

8 090.62

-0.68%

8 955.07

2022/01/17

Capped All Share

J303

38 075.10

-2.38%

40 669.35

2023/01/27

Shareholder Weighted All Share

J403

14 223.33

-2.75%

15 215.26

2023/01/27

Tradeable Indices

Top 40

J200

70 497.70

-1.67%

74 766.05

2023/01/27

Capped Top 40

J300

35 791.36

-2.03%

38 254.11

2023/01/27

Shareholder Weighted Top 40

J400

12 995.93

-2.32%

13 930.17

2023/01/27

Resource 10

J210

66 233.88

0.66%

88 218.68

2022/03/02

Gold Mining

J150

-

0.00%

6 662.47

2020/07/27

Industrial 25

J211

102 950.18

-1.00%

106 940.07

2023/02/16

Financial 15

J212

15 495.52

-6.36%

18 847.58

2018/03/06

Financial and Industrial 30

J213

99 471.28

-2.46%

103 984.40

2023/03/07

All Share Economic Group

Energy

JI0060

31 554.82

-8.07%

48 548.27

2022/09/16

Basic Materials

JI0055

47 777.13

0.79%

63 059.85

2022/03/02

Industrials

JI0050

33 898.50

-4.35%

40 363.68

2022/02/11

Consumer Discretionary

JI0040

38 080.30

0.04%

39 634.80

2023/03/07

Consumer Staples

JI0045

79 513.74

-3.60%

82 943.78

2023/02/23

Financials

JI0030

39 156.93

-7.30%

45 484.20

2022/03/29

Technology

JI0010

40 718.23

1.88%

49 244.49

2021/04/01

Telecommunications

JI0015

6 050.28

-10.29%

8 885.92

2022/03/02

Health Care

JI0020

5 164.64

8.81%

5 917.44

2021/09/28

Specialist Indices

Responsible Investment Index

J113

13 122.12

-2.35%

14 108.55

2023/01/27

FTSE/JSE Shariah All Share

J143

4 594.21

-0.50%

5 682.57

2022/03/02

REITS Index

JS3512

328.11

-5.38%

400.63

2022/01/06

SA Listed Property Index

J253

301.10

-3.65%

694.67

2017/12/29

Capped Property Index

J254

218.46

-4.19%

597.86

2015/10/28

SA Resources

J258

38 526.19

0.42%

50 476.60

2022/03/02

Value Index

J330

437.56

-4.98%

500.14

2022/03/02

Growth Index

J331

1 011.38

0.67%

1 046.73

2023/01/27

Secondary Market

Alt-X

J232

711.29

-28.59%

5 041.94

2007/11/14

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 - Feb 2023

Commodity Derivatives Market

%Change Month

%Change Year

Mar 2023

Feb 2023

on Month

Mar 2022

on Year

Trades

Futures

Corn Contract

1 104

1 901

-41.93%

2 230

-50.49%

Soya Future

5 279

5 974

-11.63%

2 855

84.90%

Yellow Maize Future

12 833

15 176

-15.44%

10 537

21.79%

Gold

83

45

84.44%

64

29.69%

Sunflower Seeds Future

3 291

2 976

10.58%

2 679

22.84%

White Maize Future

14 525

17 246

-15.78%

12 504

16.16%

Platinum

6

2

0.00%

12

-83.33%

Crude Oil

2

3

-100.00%

10

-100.00%

Total Futures

37 123

43 323

-14.31%

30 891

20.17%

Options

Corn Contract

33

26

26.92%

-

-100.00%

Soya Future

121

107

13.08%

158

-23.42%

Yellow Maize Future

305

272

12.13%

698

-56.30%

Gold

-

-

0.00%

-

-100.00%

Sunflower Seeds Future

74

9

722.22%

102

-27.45%

White Maize Future

539

657

-17.96%

1 280

-57.89%

Platinum

-

-

0.00%

-

-100.00%

Crude Oil

-

-

0.00%

-

-100.00%

Total Options

1 072

1 071

0.09%

2 238

-52.10%

Volume

Futures

Corn Contract

10 518

22 116

-52.44%

18 605

-43.47%

Soya Future

32 827

30 361

8.12%

21 821

50.44%

Yellow Maize Future

59 071

72 681

-18.73%

71 196

-17.03%

Gold

514

201

155.72%

591

-13.03%

Sunflower Seeds Future

12 722

10 349

22.93%

17 663

-27.97%

White Maize Future

65 632

87 633

-25.11%

68 011

-3.50%

Platinum

91

31

193.55%

75

21.33%

Crude Oil

42

66

-36.36%

37

13.51%

Total Futures

181 417

223 438

-18.81%

197 999

-8.37%

Options

Corn Contract

188

40

370.00%

-

-100.00%

Soya Future

2 051

1 668

22.96%

778

163.62%

Yellow Maize Future

4 997

4 637

7.76%

10 532

-52.55%

Gold

-

-

-

-100.00%

Sunflower Seeds Future

753

64

1076.56%

1 550

-51.42%

White Maize Future

7 534

4 508

67.13%

38 809

-80.59%

Platinum

-

-

-

-100.00%

Crude Oil

-

-

-

-100.00%

Total Options

15 523

10 917

42.19%

51 669

-69.96%

Value(ZAR000)

Futures

Corn Contract

4 643 805

10 459 666

-55.60%

7 977 306

-41.79%

Soya Future

14 118 348

14 053 099

0.46%

9 953 873

41.84%

Yellow Maize Future

24 658 952

32 456 889

-24.03%

29 705 825

-16.99%

Gold

178 865

67 193

166.20%

178 480

0.22%

Sunflower Seeds Future

5 858 289

5 401 577

8.46%

10 053 042

-41.73%

White Maize Future

26 288 126

38 184 637

-31.16%

27 237 390

-3.49%

Platinum

16 214

5 327

204.37%

11 514

40.82%

Crude Oil

5 698

9 242

-38.35%

5 541

2.83%

Total Futures

75 768 296

100 637 631

-24.71%

85 122 970

-10.99%

Options

Corn Contract

2 213

870

154.39%

-

-100.00%

Soya Future

18 455

19 497

-5.34%

8 797

109.79%

Yellow Maize Future

52 479

46 050

13.96%

195 293

-73.13%

Gold

-

-

-

-100.00%

Sunflower Seeds Future

7 379

177

4073.93%

48 528

-84.80%

White Maize Future

112 163

52 119

115.20%

917 164

-87.77%

Platinum

-

-

-

-100.00%

Crude Oil

-

-

-

-100.00%

Total Options

192 689

118 713

62.31%

1 169 782

-83.53%

Open Interest

Futures

Corn Contract

9 628

9 571

0.60%

9 725

-1.00%

Soya Future

13 143

12 575

4.52%

8 698

51.10%

Yellow Maize Future

23 761

20 903

13.67%

25 662

-7.41%

Gold

189

177

6.78%

169

11.83%

Sunflower Seeds Future

3 683

2 788

32.10%

4 064

-9.38%

White Maize Future

25 542

22 601

13.01%

23 248

9.87%

Platinum

28

1

2700.00%

66

-57.58%

Crude Oil

-

22

-100.00%

25

-100.00%

Options

Corn Contract

183

35

422.86%

3

6000.00%

Soya Future

4 706

4 595

2.42%

2 962

58.88%

Yellow Maize Future

13 454

13 034

3.22%

14 287

-5.83%

Gold

-

-

-

Sunflower Seeds Future

578

238

142.86%

1 347

-57.09%

White Maize Future

13 721

10 484

30.88%

17 713

-22.54%

Platinum

-

-

-

-100.00%

Crude Oil

-

-

-

-100.00%

Page 4

Attachments

Disclaimer

JSE Limited published this content on 13 April 2023 and is solely responsible for the information contained therein. Distributed by Public, unedited and unaltered, on 13 April 2023 16:54:01 UTC.