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
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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.