Market Profile - Sep 2018 Market Highlights

Transcription

1 2018/09/28 Market Profile Sep 2018 Market Highlights Turnover on the JSE Equities Market Central Order Book and Reported Trades Trades % Volume (Mil) % Value (R Mil) % Reported Trades Trades % Volume (Mil) % Value (R Mil) % Foreign Trading on the JSE Equities Market (R Million) Month Year to Year to Difference Purchases Sales Net (Sales) / Purchases Turnover on the Interest Rate Market Standard Trades Trades % Nominal (R Mil) % Consideration (R Mil) % Repo Trades Trades % Nominal (Mil) % Consideration (R Mil) % Other Trades* Trades % Nominal (Mil) % Consideration (R Mil) % *Other Trades include FOV, SD and OX Foreign Trading on the JSE Interest Rate Market (R Million) Month Year to Year to Difference Purchases** Sales** Net (Sales) / Purchases **Nominal of Standards Trades Turnover on the Equities Derivatives Market Trades % Volume (000) % Value (R bn) % Open Interest % Trades % Volume (000) % Value (R bn) % Open Interest % Page 1

2 Market Profile Sep 2018 Market Highlights Turnover on the JSE Interest Rate Derivatives Market Trades % Volume % Value (R Mil) % Open Interest % Trades % Volume % Value (R Mil)* % Open Interest % **Nominal Value traded, note the value in the previous publications is premium Turnover on the JSE Currency Derivatives Market Trades % Volume % Value (R Mil) % Open Interest % Trades % Volume % Value (R Mil)*** % Open Interest % ***Effective January 2013 options value calculation is based on nominal and not premium Turnover on the Commodity Derivatives Market Trades % Volume (000) % Value (R Mil) % Open Interest % Trades % Volume (000) % Value (R Mil) % Open Interest % Equity Market Agency and Principal (R Million) Including Reported Trades Central Order Book Trades Sep 2018 Aug 2018 % change Sep 2018 Sep 2017 % change Agency Buy % % Agency Sell % % Principal Buy % % Principal Sell % % All Time High Figures Daily High Date Weekly High Week Ended Monthly High Month Trades /12/ /12/ /2016 Volume (R 000) /10/ /12/ /2008 Value (R m) /12/ /09/ /2016 Market Capitalisation (R Trn) /10/31 Page 2

3 Market Profile Sep 2018 Equity Market Position in the world league in August 2018 (based on the WFE statistics) Ranking At Year End Aug 2018 Ranking Aug 2017 Ranking Market Capitalisation (US$ million) Market Turnover (US$ million) Year to Date Liquidity % 48.46% Monthly Liquidity % 35.25% 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) Acquisition of Assets % Rights Issue % Via Prospetus (IPOs) 0.00% Share Incentive % Waiver of Preemptive rights % TOTAL % NB:The totals may vary monthly Annualised JSE liquidity Overall JSE Liquidity % 45.35% 40.89% 35.54% 15.05% Central Order Book Trades Liquidity % 43.75% 38.13% 33.09% 15.23% Note: The monthly "local liquidity" using the value traded and Strate market capitalisation is 80.28% Number of Companies / Securities Listed and Market Capitalisation Mainboard, Venture,Development Capital and BEE Companies Listed % No of New Listings % No of Delistings % AltX Companies Listed % No of New Listings % No of Delistings Overall JSE No of New Listings % No of Delistings % Foreign Listings % Domestic Listings % Companies Listed % No of Securities Listed % Market Capitalisation (Rbn at period) % Note: AltX and Mainboard include companies that changed boards Page 3

4 Market Profile Sep 2018 FTSE/JSE Africa Index Series Index Close Sep 2018 % Change Month On Month Highest Index Close Index Code Highest Date Headline Indices All Share J % /01/25 Mid Cap J % /08/12 Small Cap J % /03/20 Fledgling J % /02/17 Capped All Share J % /01/25 Shareholder Weighted All Share J % /01/25 Tradeable Indices Top 40 J % /11/21 Capped Top 40 J % /01/25 Shareholder Weighted Top 40 J % /11/21 Resource 10 J % /05/22 Gold Mining J % /09/16 Industrial 25 J % /11/21 Financial 15 J % /03/06 Financial and Industrial 30 J % /11/21 All Share Economic Group Oil & Gas J % /10/26 Basic Materials J % /05/22 Industrials J % /01/26 Consumer Goods J % /11/03 Consumer Services J % /10/26 Financials J % /01/25 Technology J % /08/06 Telecommunications J % /10/26 Health Care J % /09/11 Specialist Indices JSE SRI Index J % /07/29 FTSE/JSE Shariah All Share J % /07/29 REITS Index J % /10/26 SA Listed Property Index J % /12/29 Capped Property Index J % /10/28 SA Resources J % /05/22 Value Index J % /05/05 Growth Index J % /11/21 Subsector Indices Platinum & Precious Metals J % /05/19 General Mining J % /05/22 Secondary Market Development Capital J % /12/08 Venture Capital J % /01/06 AltX J % /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 Page 4

5 Market Profile Sep 2018 Equity Derivatives Market % Change % Change Month on Month on Sep 2018 Aug 2018 Month Sep 2017 Month Trades Index % % Single Stock % % Dividend % % Exchange Traded CFD % % International Derivatives % % International Derivatives Dividends % % CanDo % % Total % % Index % % Single Stock % % CanDo % % Dividend Total % % Contracts Index % % Single Stock % % Dividend % % Exchange Traded CFD % % International Derivatives % % International Derivatives Dividends % % CanDo % % Total % % Index % % Single Stock % % CanDo % % Dividend Total % % Turnover Value(R 000) Index % Single Stock % % Dividend % Exchange Traded CFD % % International Derivatives % International Derivatives Dividends CanDo % % Total % % Index % % Single Stock % % CanDo % % Dividend Total % % Open Interest Index % % Single Stock % % Dividend % % Exchange Traded CFD % % International Derivatives % % International Derivatives Dividends % % CanDo % % Index % % Single Stock % % CanDo % % Dividend Page 5

6 Market Profile Sep 2018 Commodity Derivatives Market Sep 2018 Aug 2018 %Change Month on Month Sep 2017 %Change Year on Year Trades Corn Contract % % Soya Future % % Yellow Maize Future % % Gold % % Sunflower Seeds Future % % White Maize Future % % Platinum % % Crude Oil % Total % % Corn Contract % Soya Future % % Yellow Maize Future % % Gold Sunflower Seeds Future % % White Maize Future % % Platinum % Crude Oil Total % % Volume Corn Contract % % Soya Future % % Yellow Maize Future % % Gold % % Sunflower Seeds Future % % White Maize Future % % Platinum % % Crude Oil % Total % % Corn Contract % Soya Future % % Yellow Maize Future % % Gold Sunflower Seeds Future % % White Maize Future % % Platinum % Crude Oil Total % % Value(ZAR000) Corn Contract % % Soya Future % % Yellow Maize Future % % Gold % % Sunflower Seeds Future % % White Maize Future % % Platinum % % Crude Oil % Total % % Corn Contract % Soya Future % % Yellow Maize Future % % Gold Sunflower Seeds Future % % White Maize Future % % Platinum % Crude Oil Total % % Open Interest Corn Contract % % Soya Future % % Yellow Maize Future % % Gold % % Sunflower Seeds Future % % White Maize Future % % Platinum % % Crude Oil % % Corn Contract % Soya Future % % Yellow Maize Future % % Gold Sunflower Seeds Future % % White Maize Future % % Platinum % % Crude Oil Page 6