JSE LIMITED Market Profile - May 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 | ||||
May 2023 | 2023 | 2022 | Year | 2022 | 2021 | 2020 | 2019 | |
Trades | 7 594 578 | 32 020 180 | 35 521 430 | -9.86% | 75 429 952 | 81 587 931 | 92 970 422 | 76 554 772 |
Volume (Mil) | 7 316 | 32 872 | 35 111 | -6.38% | 76 038 | 122 069 | 117 776 | 82 472 |
Value (R Mil) | 512 143 | 2 358 010 | 2 609 011 | -9.62% | 5 494 292 | 5 866 721 | 5 791 056 | 5 137 534 |
Reported Trades | ||||||||
Trades | 2 089 | 8 312 | 8 290 | 0.27% | 18 886 | 18 154 | 16 383 | 13 577 |
Volume (Mil) | 719 | 3 782 | 3 724 | 1.56% | 7 809 | 11 396 | 9 320 | 7 535 |
Value (R Mil) | 41 398 | 212 395 | 243 563 | -12.80% | 532 094 | 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 | |||||
May 2023 | 2023 | 2022 | Year | 2022 | 2021 | 2020 | 2019 | |
Purchases | 74 982 | 337 020 | 436 457 | -99 437 | 908 376 | 976 144 | 941 529 | 899 391 |
Sales | -87 973 | -373 528 | -435 513 | 61 985 | -993 050 | -1 129 243 | -1 067 119 | -1 013 558 |
Net (Sales) / Purchases | -12 992 | -36 508 | 944 | -37 452 | -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 | |||||
May 2023 | 2023 | 2022 | Year | 2022 | 2021 | 2020 | 2019 | |
Standard Trades | ||||||||
Trades | 37 385 | 145 597 | 133 690 | 8.91% | 310 770 | 326 302 | 335 248 | 291 499 |
Nominal (R Mil) | 1 250 848 | 5 280 892 | 4 173 063 | 26.55% | 9 391 227 | 9 774 042 | 10 949 642 | 9 916 268 |
Consideration (R Mil) | 1 115 575 | 4 821 386 | 4 082 881 | 18.09% | 8 954 243 | 9 621 385 | 10 566 924 | 9 975 147 |
Repo Trades | ||||||||
Trades | 14 362 | 59 431 | 58 144 | 2.21% | 130 189 | 146 637 | 143 567 | 177 104 |
Nominal (Mil) | 3 063 027 | 12 756 433 | 11 370 784 | 12.19% | 24 131 298 | 24 786 516 | 21 499 151 | 25 798 546 |
Consideration (R Mil) | 2 739 149 | 11 781 599 | 10 763 063 | 9.46% | 22 593 645 | 24 122 266 | 20 832 617 | 25 522 755 |
Other Trades* | ||||||||
Trades | 1 012 | 4 231 | 4 148 | 2.00% | 9 351 | 8 564 | 10 968 | 9 100 |
Nominal (Mil) | 134 637 | 485 066 | 488 861 | -0.78% | 1 096 687 | 742 690 | 967 584 | 717 436 |
Consideration (R Mil) | 25 714 | 125 935 | 223 931 | -43.76% | 381 811 | 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 | |||||
May 2023 | 2023 | 2022 | Year | 2022 | 2021 | 2020 | 2019 | |
Purchases** | 144 342 | 669 827 | 505 957 | 163 870 | 1 147 370 | 1 085 163 | 1 358 203 | 1 367 130 |
Sales** | 186 423 | 793 146 | 573 460 | 219 687 | 1 302 704 | 1 245 133 | 1 406 571 | 1 389 324 |
Net (Sales) / Purchases | -42 081 | -123 320 | -67 503 | -55 817 | -155 334 | -159 970 | -48 367 | -22 194 |
**Nominal of Standards Trades | ||||||||
Market Profile - May 2023 | ||||||||
Turnover on the JSE Interest Rate Derivatives Market | ||||||||
Month | Year to | Year to | %Change | |||||
Ended | Date | Date | Year on | |||||
May 2023 | 2023 | 2022 | Year | 2022 | 2021 | 2020 | 2019 | |
Futures | ||||||||
Trades | 926 | 6 631 | 5 950 | 11.45% | 14 679 | 11 900 | 14 968 | 12 780 |
Volume | 591 317 | 6 379 591 | 5 763 446 | 10.69% | 13 723 715 | 12 028 332 | 12 515 509 | 10 461 871 |
Value (R Mil) | 54 981 | 610 226 | 583 690 | 4.55% | 1 315 679 | 1 205 728 | 1 264 935 | 1 158 376 |
Open Interest | 1 272 650 | 1 272 650 | 1 197 381 | 6.29% | 1 443 210 | 1 071 034 | 969 112 | 947 574 |
Options | ||||||||
Trades | 325 | 593 | 334 | 77.54% | 1 125 | 1 134 | 1 774 | 1 550 |
Volume | 160 046 | 289 947 | 226 957 | 27.75% | 655 620 | 604 424 | 803 665 | 961 911 |
Value (R Mil)* | 216 | 435 | 367 | 18.46% | 1 111 | 993 | 1 574 | 93 866 |
Open Interest | 153 947 | 153 947 | 103 702 | 48.45% | 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 | |||||
May 2023 | 2023 | 2022 | Year | 2022 | 2021 | 2020 | 2019 | |
Futures | ||||||||
Trades | 51 781 | 238 865 | 191 990 | 24.42% | 538 018 | 456 788 | 479 225 | 436 351 |
Volume (000) | 320 | 1 321 625 | 1 266 309 | 4.37% | 3 344 958 | 3 313 674 | 3 219 382 | 3 206 466 |
Value (R Mil) | 120 180 | 537 596 | 511 356 | 5.13% | 1 458 962 | 1 103 552 | 912 482 | 805 011 |
Open Interest | 120 504 | 120 504 | 111 818 | 7.77% | 99 461 | 126 020 | 125 413 | 114 681 |
Options | ||||||||
Trades | 1 301 | 6 414 | 8 777 | -26.92% | 20 195 | 20 475 | 21 151 | 27 189 |
Volume (000) | 13 | 72 213 | 122 716 | -41.15% | 281 604 | 246 067 | 276 216 | 304 220 |
Value (R Mil) | 160 | 838 | 2 624 | -68.05% | 5 315 | 4 283 | 2 849 | 4 720 |
Open Interest | 39 011 | 39 011 | 44 637 | -12.60% | 49 753 | 26 240 | 48 256 | 43 126 |
Equity Market | ||||||||
Agency and Principal (R Million) | ||||||||
Including Reported Trades | Central Order Book Trades | |||||||
May 2023 | Apr 2023 | % change | May 2023 | May 2022 | % change | |||
Agency Buy | 247 484 | 171 775 | 44.07% | 221 681 | 152 618 | 45.25% | ||
Agency Sell | 227 300 | 165 508 | 37.33% | 210 234 | 152 608 | 37.76% | ||
Principal Buy | 264 659 | 195 794 | 35.17% | 249 064 | 182 491 | 36.48% | ||
Principal Sell | 284 843 | 202 061 | 40.97% | 260 511 | 182 501 | 42.75% | ||
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 - May 2023
Equity Market | ||||||||
Position in the world league in Apr 2023 (based on the WFE statistics) | ||||||||
Ranking At Year End | ||||||||
Apr 2023 | Ranking | Apr 2022 | Ranking | 2022 | 2021 | 2020 | 2019 | |
Market Capitalisation (US$ million) | 1 150 653 | 20 | 1 195 594 | 18 | 19 | 19 | 17 | 18 |
Market Turnover (US$ million) | 20 120 | 24 | 28 814 | 22 | 22 | 19 | 20 | 20 |
Monthly Liquidity % | 19.13% | 32 | 0.3 | 35 | 33 | 30 | 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 | |||||
May 2023 | 2023 | 2022 | Year | 2022 | 2021 | 2020 | 2019 | |
Acquisition of Assets | - | - | 523 | -100.00% | 523 | 3 679 | 4 742 | 1 107 |
Rights Issue | 201 | 1 001 | 55 | 1719.49% | 700 | 3 880 | 27 182 | 4 409 |
Via Prospetus (IPOs) | - | - | - | 0.00% | - | - | - | |
Share Incentive | 174 | 875 | 1 976 | -55.72% | 4 678 | 3 585 | 3 253 | 4 585 |
Waiver of Pre-emptive rights | 71 | 1 436 | 3 142 | -54.28% | 7 396 | 14 278 | 35 048 | 25 745 |
TOTAL | 446 | 3 312 | 5 695 | -41.85% | 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 | |||||
May 2023 | 2023 | 2022 | Year | 2022 | 2021 | 2020 | 2019 | |
Overall JSE Liquidity % | 28.78% | 28.57% | 32.57% | -12.28% | 28.4 | 31.9 | 37.2 | 35.9 |
Central Order Book Trades Liquidity % | 26.88% | 25.96% | 29.54% | -12.12% | 25.7 | 28.9 | 34.9 | 34.2 |
Note: The monthly "local liquidity" using the value traded and Strate market capitalisation is 81.29% | ||||||||
Number of Companies / Securities Listed and Market Capitalisation | ||||||||
Month | Year to | Year to % Change | ||||||
Ended | Date | Date | Year on | |||||
May 2023 | 2023 | 2022 | Year | 2022 | 2021 | 2020 | 2019 | |
Mainboard, Venture,Development Capital and BEE | ||||||||
Companies Listed | 267 | 267 | 278 | -3.96% | 271 | 288 | 300 | 312 |
No of New Listings | - | 1 | 2 | -50.00% | 4 | 9 | 5 | 6 |
No of Delistings | 3 | 6 | 12 | -50.00% | 21 | 20 | 17 | 20 |
AltX | ||||||||
Companies Listed | 30 | 30 | 34 | -11.76% | 33 | 36 | 39 | 42 |
No of New Listings | - | 1 | - | 100.00% | - | - | - | - |
No of Delistings | 1 | 3 | 2 | -66.67% | 3 | 4 | 2 | 4 |
Overall JSE | ||||||||
No of New Listings | - | 2 | 2 | 0.00% | 4 | 9 | 5 | 6 |
No of Delistings | 4 | 9 | 14 | -35.71% | 24 | 24 | 20 | 24 |
Foreign Listings | 63 | 63 | 70 | -10.00% | 67 | 72 | 69 | 71 |
Domestic Listings | 234 | 234 | 242 | -3.31% | 237 | 252 | 270 | 283 |
Companies Listed | 297 | 297 | 312 | -4.81% | 304 | 324 | 339 | 354 |
No of Securities Listed | 1 373 | 1 373 | 1 189 | 15.48% | 1 226 | 1 108 | 1 003 | 946 |
Market Capitalisation (Rbn at period) | 21 275.8 | 20 841.7 | 2.08% | 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 - May 2023
FTSE/JSE Africa Index Series
% Change | |||||
Index | Index Close | Month On | Highest Index | ||
Code | May 2023 | Month | Close | Highest Date | |
Headline Indices | |||||
All Share | J203 | 75 067.47 | -4.03% | 80 791.36 | 2023/01/27 |
Mid Cap | J201 | 71 517.54 | -8.00% | 84 924.77 | 2022/04/01 |
Small Cap | J202 | 65 715.52 | -5.43% | 71 814.85 | 2023/02/03 |
Fledgling | J204 | 7 706.96 | -3.91% | 8 955.07 | 2022/01/17 |
Capped All Share | J303 | 37 212.77 | -4.65% | 40 669.35 | 2023/01/27 |
Shareholder Weighted All Share | J403 | 13 719.81 | -5.99% | 15 215.26 | 2023/01/27 |
Tradeable Indices | |||||
Top 40 | J200 | 69 997.84 | -3.56% | 74 766.05 | 2023/01/27 |
Capped Top 40 | J300 | 35 119.24 | -4.41% | 38 254.11 | 2023/01/27 |
Shareholder Weighted Top 40 | J400 | 12 573.41 | -5.81% | 13 930.17 | 2023/01/27 |
Resource 10 | J210 | 67 511.62 | -2.16% | 88 218.68 | 2022/03/02 |
Gold Mining | J150 | - | 0.00% | 6 662.47 | 2020/07/27 |
Industrial 25 | J211 | 102 774.27 | -3.08% | 109 297.92 | 2023/05/17 |
Financial 15 | J212 | 14 415.27 | -8.15% | 18 847.58 | 2018/03/06 |
Financial and Industrial 30 | J213 | 97 923.81 | -3.99% | 103 984.40 | 2023/03/07 |
All Share Economic Group | |||||
Energy | JI0060 | 25 535.29 | -14.62% | 48 548.27 | 2022/09/16 |
Basic Materials | JI0055 | 48 769.70 | -1.90% | 63 059.85 | 2022/03/02 |
Industrials | JI0050 | 34 057.16 | -0.88% | 40 363.68 | 2022/02/11 |
Consumer Discretionary | JI0040 | 40 933.69 | 1.75% | 43 472.30 | 2023/05/12 |
Consumer Staples | JI0045 | 74 338.01 | -9.25% | 82 943.78 | 2023/02/23 |
Financials | JI0030 | 36 394.31 | -8.09% | 45 484.20 | 2022/03/29 |
Technology | JI0010 | 37 293.16 | -7.44% | 49 244.49 | 2021/04/01 |
Telecommunications | JI0015 | 5 585.84 | -7.75% | 8 885.92 | 2022/03/02 |
Health Care | JI0020 | 4 994.82 | -6.66% | 5 917.44 | 2021/09/28 |
Specialist Indices | |||||
Responsible Investment Index | J113 | 12 632.45 | -6.23% | 14 108.55 | 2023/01/27 |
FTSE/JSE Shariah All Share | J143 | 4 592.82 | -3.28% | 5 682.57 | 2022/03/02 |
REITS Index | JS3512 | 303.39 | -9.35% | 400.63 | 2022/01/06 |
SA Listed Property Index | J253 | 293.27 | -6.17% | 694.67 | 2017/12/29 |
Capped Property Index | J254 | 213.37 | -6.42% | 597.86 | 2015/10/28 |
SA Resources | J258 | 39 012.25 | -2.35% | 50 476.60 | 2022/03/02 |
Value Index | J330 | 419.90 | -6.18% | 500.14 | 2022/03/02 |
Growth Index | J331 | 1 023.15 | -2.03% | 1 087.59 | 2023/05/17 |
Secondary Market | |||||
Alt-X | J232 | 775.82 | 0.45% | 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 - May 2023 | Commodity Derivatives Market | ||||
%Change Month | %Change Year | ||||
May 2023 | Apr 2023 | on Month | May 2022 | on Year | |
Trades | |||||
Futures | |||||
Corn Contract | 2 020 | 1 342 | 50.52% | 1 696 | 19.10% |
Soya Future | 9 963 | 7 392 | 34.78% | 6 265 | 59.03% |
Yellow Maize Future | 11 830 | 8 914 | 32.71% | 9 786 | 20.89% |
Gold | 67 | 40 | 67.50% | 37 | 81.08% |
Sunflower Seeds Future | 3 588 | 4 514 | -20.51% | 2 808 | 27.78% |
White Maize Future | 17 296 | 11 653 | 48.43% | 12 157 | 42.27% |
Platinum | 9 | 7 | 28.57% | 8 | 12.50% |
Crude Oil | 2 | 2 | 0.00% | 4 | -50.00% |
Total Futures | 44 775 | 33 864 | 32.22% | 32 761 | 36.67% |
Options | |||||
Corn Contract | 99 | 41 | 141.46% | 4 | 2375.00% |
Soya Future | 158 | 92 | 71.74% | 62 | 154.84% |
Yellow Maize Future | 294 | 143 | 105.59% | 246 | 19.51% |
Gold | - | - | - | ||
Sunflower Seeds Future | 39 | 23 | 69.57% | 33 | 18.18% |
White Maize Future | 679 | 624 | 8.81% | 818 | -16.99% |
Platinum | - | - | - | ||
Crude Oil | - | - | - | ||
Total Options | 1 269 | 923 | 37.49% | 1 163 | 9.11% |
Volume | |||||
Futures | |||||
Corn Contract | 19 795 | 12 614 | 56.93% | 18 449 | 7.30% |
Soya Future | 93 824 | 64 300 | 45.92% | 77 478 | 21.10% |
Yellow Maize Future | 64 526 | 50 118 | 28.75% | 56 983 | 13.24% |
Gold | 556 | 176 | 215.91% | 147 | 278.23% |
Sunflower Seeds Future | 21 176 | 23 638 | -10.42% | 19 609 | 7.99% |
White Maize Future | 70 466 | 52 677 | 33.77% | 56 061 | 25.70% |
Platinum | 81 | 27 | 200.00% | 10 | 710.00% |
Crude Oil | 56 | 28 | 100.00% | 26 | 115.38% |
Total Futures | 270 480 | 203 578 | 32.86% | 228 763 | 18.24% |
Options | |||||
Corn Contract | 1 196 | 571 | 109.46% | 10 | 11860.00% |
Soya Future | 1 751 | 2 129 | -17.75% | 888 | 97.18% |
Yellow Maize Future | 2 829 | 2 336 | 21.10% | 5 417 | -47.78% |
Gold | - | - | - | ||
Sunflower Seeds Future | 116 | 757 | -84.68% | 352 | -67.05% |
White Maize Future | 6 200 | 5 016 | 23.60% | 7 367 | -15.84% |
Platinum | - | - | - | ||
Crude Oil | - | - | - | ||
Total Options | 12 092 | 10 809 | 11.87% | 14 034 | -13.84% |
Value(ZAR000) | |||||
Futures | |||||
Corn Contract | 8 258 749 | 5 463 472 | 51.16% | 8 885 718 | -7.06% |
Soya Future | 36 544 815 | 24 896 886 | 46.78% | 35 758 613 | 2.20% |
Yellow Maize Future | 24 383 598 | 19 376 562 | 25.84% | 26 853 680 | -9.20% |
Gold | 214 678 | 64 660 | 232.01% | 43 919 | 388.80% |
Sunflower Seeds Future | 9 056 483 | 10 308 233 | -12.14% | 10 550 396 | -14.16% |
White Maize Future | 25 801 371 | 19 423 571 | 32.84% | 25 844 604 | -0.17% |
Platinum | 16 187 | 5 364 | 201.79% | 1 530 | 958.22% |
Crude Oil | 7 879 | 4 116 | 91.43% | 4 440 | 77.45% |
Total Futures | 104 283 761 | 79 542 864 | 31.10% | 107 942 900 | -3.39% |
Options | |||||
Corn Contract | 10 135 | 4 939 | 105.22% | 272 | 3622.04% |
Soya Future | 21 463 | 29 752 | -27.86% | 11 211 | 91.45% |
Yellow Maize Future | 39 878 | 23 211 | 71.81% | 283 555 | -85.94% |
Gold | - | - | - | ||
Sunflower Seeds Future | 1 862 | 18 039 | -89.68% | 6 628 | -71.90% |
White Maize Future | 82 348 | 71 091 | 15.84% | 119 416 | -31.04% |
Platinum | - | - | - | ||
Crude Oil | - | - | - | ||
Total Options | 155 686 | 147 032 | 5.89% | 421 082 | -63.03% |
Open Interest | |||||
Futures | |||||
Corn Contract | 11 444 | 10 884 | 5.15% | 11 187 | 2.30% |
Soya Future | 25 124 | 17 511 | 43.48% | 21 743 | 15.55% |
Yellow Maize Future | 26 800 | 25 661 | 4.44% | 25 814 | 3.82% |
Gold | 233 | 305 | -23.61% | 221 | 5.43% |
Sunflower Seeds Future | 8 157 | 6 004 | 35.86% | 6 540 | 24.72% |
White Maize Future | 29 374 | 27 215 | 7.93% | 24 252 | 21.12% |
Platinum | 30 | 34 | -11.76% | 73 | -58.90% |
Crude Oil | 28 | 28 | 0.00% | 30 | -6.67% |
Options | |||||
Corn Contract | 1 787 | 748 | 138.90% | 100 | 1687.00% |
Soya Future | 2 508 | 1 446 | 73.44% | 1 255 | 99.84% |
Yellow Maize Future | 14 155 | 12 694 | 11.51% | 15 486 | -8.59% |
Gold | - | - | - | ||
Sunflower Seeds Future | 620 | 550 | 12.73% | 999 | -37.94% |
White Maize Future | 17 675 | 15 118 | 16.91% | 23 840 | -25.86% |
Platinum | - | - | - | ||
Crude Oil | - | - | - |
Page 4
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Disclaimer
JSE Limited published this content on 19 June 2023 and is solely responsible for the information contained therein. Distributed by Public, unedited and unaltered, on 19 June 2023 07:01:08 UTC.
