Market Highlights Turnover on the Equities Market Central Order Book Trades & Reported Trades Trades 5 831 237 4 401 189 32.49 61 894 253 46 298 171 38 964 070 26 934 622 26 504 221 Volume (Mil) 6 573 4 926 33.43 74 406 61 735 63 892 61 844 71 464 Value (R Mil) 467 997 348 026 34.47 5 015 419 4 050 044 3 981 618 3 431 584 3 286 828 Reported Trades 2 843 2 098 35.51 30 897 30 062 103 715 144 466 126 539 Volume (Mil) 408 393 3.82 7 273 6 833 10 908 10 952 11 796 Value (R Mil) 30 700 28 542 7.56 336 258 294 652 648 244 685 555 606 339 Foreign trading on the Equities Market (R Million) Difference 2015 2014 2013 2012 2011 Purchases 96 171 71 261 24 910 969 468 784 579 645 668 525 050 462 985 Sales 105 747 74 386 31 361 970 485 771 216 645 833 528 401 480 169 Net (Sales) / Purchases -9 576-3 125-6 451-1 017 13 363-165 -3 351-17 184 Turnover on the Interest Rate Market Note: *Other Trades include FOV, SD and OX Difference 2015 2014 2013 2012 2011 Purchases** 69 526 77 971-8 445 821 507 774 058 779 778 1 011 014 897 749 Sales** 69 930 67 643 2 287 820 729 771 223 747 292 917 363 848 570 Net (Sales) / Purchases -404 10 328-10 732 778 2 835 32 486 93 651 49 179 Note: **Nominal of Standards Trades Standard Trades Trades 25 866 23 353 10.76 290 607 240 900 248 016 238 724 224 584 Nominal (R Mil) 509 910 534 739-4.64 6 653 964 5 413 031 5 515 590 6 925 423 6 611 246 Consideration (R Mil) 508 837 601 019-15.34 7 166 248 5 777 503 6 140 455 7 824 484 7 433 543 Repo Trades Trades 13 056 10 216 27.80 157 998 137 284 146 100 155 935 142 475 Nominal (Mil) 1 444 878 939 147 53.85 15 650 220 12 475 495 13 616 880 15 587 322 14 005 171 Consideration (R Mil) 1 340 196 1 014 873 32.06 16 112 281 12 958 219 14 624 272 17 151 866 15 147 548 Other Trades Trades 327 376-13.03 5 572 7 734 7 506 3 087 2 000 Nominal (Mil) 27 891 25 530 9.25 135 163 895 388 357 990 446 633 261 733 Consideration (R Mil) 10 874 22 661-52.01 240 709 803 782 323 288 203 550 101 944 Foreign trading on the Interest Rate Market (R Million) Turnover on the Equities Derivatives Market 2015 2014 2013 2012 2011 Trades 315 881 288 269 9.58 3 526 147 3 167 060 2 682 897 2 055 739 2 226 975 Volume (000) 12 754 5 914 115.66 432 277 210 421 161 800 122 240 132 318 Value (R bn) 400 357 12.04 6 619 5 958 5 029 4 186 4 287 Open Interest 66 532 306 22 022 459 202.11 60 646 619 22 036 181 13 839 186 9 886 614 9 562 139 Trades 1 031 1 267-18.63 19 921 20 811 22 726 23 369 19 423 Volume (000) 1 120 842 33.02 15 764 41 957 55 672 14 733 16 505 Value (R bn) 3 2 50.00 28 24 33 39 40 Open Interest 2 099 346 2 335 278-10.10 1 541 161 2 094 483 2 072 619 2 289 268 2 230 349 Note:The term Deals is also used instead of Trades, while Contracts is also used instead of Volume. Page 1
Market Highlights Turnover on the Interest Rate Derivatives Market Trades 1 588 1 326 19.76 9 505 10 571 6 946 6 667 4 171 Volume 829 516 688 715 20.44 5 344 460 4 834 077 3 419 070 2 050 740 1 234 742 Value (R Mil) 100 417 97 087 3.43 698 663 641 235 513 920 324 168 206 002 Open Interest 197 445 148-99.96 621 382 418 464 332 819 244 442 207 508 Trades - 115-100.00 1 013 683 295 301 189 Volume - 22 743-100.00 348 297 197 474 246 576 431 019 96 947 Value (R Mil) - 33-100.00 619 338 478 626 166 Open Interest 658 48 266-98.64 75 609 34 866 47 546 108 869 43 940 Turnover on the Currency Derivatives Market 2015 2014 2013 2012 2011 Trades 4 565 3 136 45.57 57 891 43 500 39 077 34 324 36 937 Volume 1 905 333 1 585 694 20.16 33 917 069 33 946 042 24 258 464 14 293 564 12 835 918 Value (R Mil) 32 048 18 978 68.87 446 203 388 071 247 049 125 678 99 435 Open Interest 1 522 801 1 951 598-21.97 1 414 841 1 705 921 1 029 528 689 209 440 366 Trades 278 201 38.31 2 622 3 439 2 009 1 230 645 Volume 976 980 527 068 85.36 11 251 621 10 687 313 10 027 182 4 648 483 1 869 604 Value (R Mil)*** 16 667 6 479 157.25 157 773 128 124 87 508 31 598 3 331 Open Interest 2 349 607 2 015 815 16.56 1 917 456 1 839 022 797 456 455 394 511 414 *Currency was launched in June 2007 Turnover on the Commodity Derivatives Market Trades 27 863 21 216 31.33 319 935 277 392 274 898 286 463 273 266 Volume (000) 237 171 38.60 2 956 2 395 2 482 2 533 2 261 Value (R Mil) 92 058 33 646 173.61 736 984 487 818 486 903 505 149 390 877 Open Interest 98 856 81 728 20.96 89 089 75 388 66 538 92 583 92 522 Trades 5 879 3 155 86.34 42 966 31 365 30 380 38 520 37 296 Volume (000) 82 36 127.78 544 335 307 467 382 Value (R Mil) 4 089 281 1 355.16 12 378 2 724 3 357 5 452 3 776 Open Interest 111 743 65 552 70.46 87 294 57 806 52 069 61 953 63 526 *Currency was launched in June 2007 Agency and Principal Buys & Sells (R million) Equity Market Including Reported Trades Central Order Book Trades % % Dec 2015 on month Dec 2015 on month Agency Buy 184 759 180 869 2.15 178 348 177 233 0.63 Agency Sell 183 082 188 337-2.79 175 484 184 790-5.04 Principal Buy 163 267 164 603-0.81 141 136 143 655-1.75 Principal Sell 164 944 157 134 4.97 143 999 136 098 5.81 All time high figures Daily High Date Weekly High Week ly High Trades 667 996 2015/12/11 1 959 547 2015/12/11 6 144 136 03/2015 Volume 1 025 315 917 2015/04/28 2 513 652 909 2015/12/11 9 748 833 627 10/2008 Value (R) 60 338 030 791 2015/12/17 158 635 831 260 2015/12/11 497 671 111 922 03/2015 Market Capitalisation (R) 14 640 468 968 118 2016/01/29 Page 2
Equity Market Position in the World league on 31December 2015 (based on the WFE statistics) Ranking at year end Dec 2015 Ranking Dec 2014 Ranking 2013 2012 2011 2010 Market Capitalisation (US$ million) 735 945 18 933 931 17 19 19 20 20 Market Turnover (US$ million) 29 098 20 29 862 24 22 22 21 21 Year to Date Liquidity % 49.3 22 37.1 29 26 27 27 25 ly Liquidity % 47.3 22 37.1 29 30 30 24 30 Equity Capital Raised on the JSE (R Million) Acquisition of Assets 364 285 27.72 93 130 33 385 38 563 12 503 43 596 Rights Issue 4 500 115 3 813.04 35 842 43 473 15 510 20 778 10 533 Via Prospetus (IPOs) - - - - - - - - Share Incentive 1 131 359 215.04 11 688 9 553 8 322 8 804 6 980 Waiver of Pre-emptive rights 176 3 248-94.58 109 530 66 949 30 691 35 974 26 440 TOTAL 6 171 4 007 54.01 153 360 153 360 93 086 78 059 87 549 Note: The totals may vary monthly Annualised JSE liquidity Note: Companies Listed for 2007 revised AltX and Mainboard include companies that changed boards Overall JSE Liquidity % 40.2 36.3 10.74 42.8 36.6 39.4 43.1 50.3 Central Order Book Trades Liquidity % 37.4 33.3 12.31 39.9 33.9 33.0 34.7 41.3 Note:The local liquidity calculated using the value traded and Strate market capitalisation is 82.6% Number of companies/securities listed and market Capitalisation Mainboard, Venture,Development Capital & BEE Companies Listed 331 333-0.60 331 333 329 339 340 No of New Listings 1 - - 15 18 8 10 13 No of Delistings 1 - - 18 20 18 13 14 AltX Companies Companies Listed 64 59 8.47 64 58 60 63 66 No of New Listings - 1-100.00 8 6 5 4 3 No of Delistings - - - 1 2 8 5 3 Overall JSE No of New Listings 1 1-23 24 13 14 16 No of Delistings 1 - - 19 22 26 18 17 Foreign Listings 72 63 14.29 71 62 56 52 51 Domestic Listings 323 329-1.82 324 329 333 350 355 Companies Listed 395 392 0.77 395 391 389 402 406 No of Securities Listed 852 889-4.16 858 863 881 872 833 Market Capitalisation (Rbn at period) 14 640.5 11 761.2 24.48 11 727.6 11 505.0 10 626.2 8 383.6 6 908.5 Page 3
FTSE/JSE Africa Index Series Highest Highest Index Code Index Close Index Close Date Headline Indices All Share J203 49 141.94-0.03 55 188.34 2015/04/24 Mid Cap J201 64 184.35 0.02 76 601.28 2015/04/28 Small Cap J202 50 571.11-0.05 62 619.20 2015/11/26 Fledgling J204 6 238.82-0.02 7 009.87 2015/05/19 Capped All Share J303 24 920.23-0.03 27 992.53 2015/04/24 Shareholder Weighted All Share J403 10 888.73-0.02 12 381.90 2015/04/24 Tradeable Indices Top 40 J200 44 065.55-0.04 49 228.75 2015/11/04 Capped Top 40 J300 23 245.77-0.04 26 143.23 2015/04/24 Shareholder Weighted Top 40 J400 9 963.49-0.03 11 199.98 2015/04/24 Resource 10 J210 24 249.34-0.05 77 308.45 2008/05/22 Gold Mining J150 1 426.28 0.35 3 741.50 2002/05/22 Industrial 25 J211 69 837.80-0.03 74 089.84 2015/11/05 Financial 15 J212 14 710.08-0.03 17 911.36 2015/04/24 Financial and Industrial 30 J213 72 508.33-0.03 78 006.99 2015/11/05 All Share Economic Group Oil & Gas J500-88 887.89 2015/07/07 Basic Materials J510 16 790.87-0.03 42 763.39 2008/05/22 Industrials J520 41 390.91 0.01 48 680.70 2015/02/19 Consumer Goods J530 79 092.07-0.03 83 151.88 2015/12/11 Consumer Services J550 16 696.61-0.06 18 114.66 2015/12/01 Financials J580 39 581.32-0.03 46 982.46 2015/04/23 Technology J590 48 418.27-0.08 71 088.51 2015/08/06 Telecommunications J560 7 493.79 0.03 12 367.60 2014/09/05 Health Care J540 8 729.92-0.06 95 446.14 2014/09/11 Specialist Indices JSE SRI Index J100 - - 22 461.46 2014/07/29 FTSE/JSE Shariah All Share J143 2 851.69-0.03 4 599.97 2014/07/29 REITS Index J867 897.87-0.05 1 038.22 2015/10/27 SA Listed Property Index J253 590.36-0.03 672.08 2015/04/13 Capped Property Index J254 535.44-0.05 598.98 2015/10/27 SA Resources J258 13 397.41-0.03 42 495.61 2008/05/22 Value Index J330 314.37-0.02 431.47 2015/05/05 Growth Index J331 584.90-0.04 623.57 2015/11/04 Sub-sector Indices Platinum & Precious Metals J153 15.42 0.18 96 051.24 2007/02/26 General Mining J154 3 858.19-0.11 12 608.67 2008/05/22 Secondary Market Development Capital J230 1 474.48-0.00 1 703.84 2015/12/14 Venture Capital J231 469.69-0.04 641.64 2006/01/06 Alt-X J232 1 558.56-0.00 5 041.94 2007/11/14 Note: Page 4
Equity Derivatives Market Trades % Change % Change Year on Dec 2015 year Can Do 130 66 96.97 99 31.31 Dividend 5 224 10 934-52.22 6 966-25.01 Index 304 005 327 098-7.06 272 778 11.45 Single Stock 5 420 11 744-53.85 7 247-25.21 International Dividend 314 829-62.12 203 54.68 International Derivative 394 905-56.46 237 66.24 Total 315 487 351 812-10.33 288 269 9.44 Can Do 43 108-60.19 90-52.22 Index 453 1 031-56.06 539-15.96 Single Stock 535 330 62.12 638-16.14 Total 1 031 1 469-29.82 1 267-18.63 Volume (Contracts) Can Do 79 625 250 052-68.16 30 862 158.00 Dividend 269 441 2 214 658-87.83 265 203 1.60 Index 1 211 725 2 752 656-55.98 1 028 811 17.78 Single Stock 404 472 3 401 225-88.11 401 813 0.66 International Dividend 4 210 224 49 685 409-91.53 1 238 576 239.92 International Derivative 4 886 216 51 963 922-90.60 1 675 657 191.60 Total 11 061 703 111 355 614-90.07 5 913 630 87.05 Can Do 302 353 128 225 135.80 87 518 245.48 Index 226 344 320 683-29.42 186 919 21.09 Single Stock 591 509 506 282 16.83 567 488 4.23 Total 1 120 206 955 190 17.28 841 925 33.05 Value ( R 000) Can Do 3 828 998 17 341 904-77.92 830 196 361.22 Dividend 2 187 1 791 22.11 835 161.92 Index 390 500 635 804 326 175-51.45 348 330 881 12.11 Single Stock 4 189 911 33 233 960-87.39 6 612 865-36.64 International Dividend - 74-100.00 0 - International Derivative 1 008 554 9 981 854-89.90 717 656 40.53 Total 399 530 285 865 020 803-53.81 356 590 542 12.04 Can Do 140 665 123 835 13.59 149 982-6.21 Index 2 806 503 2 097 633 33.79 1 555 273 80.45 Single Stock 326 790 191 619 70.54 224 969 45.26 Total 3 273 958 2 413 086 35.68 1 930 224 69.62 Open Interest (Contracts) Can Do 185 127 148 625 24.56 145 708 27.05 Dividend 807 229 799 965 0.91 646 492 24.86 Index 590 723 485 714 21.62 454 083 30.09 Single Stock 1 094 526 1 073 058 2.00 1 040 747 5.17 International Dividend 29 888 543 26 723 382 11.84 8 155 983 266.46 International Derivative 30 117 206 27 064 402 11.28 8 968 959 235.79 Can Do 465 429 305 418 52.39 375 082 24.09 Index 550 356 474 972 15.87 634 153-13.21 Single Stock 1 083 561 760 771 42.43 1 326 043-18.29 Page 5
% Change % Change Year on Dec 2015 year Trades Corn 965 927 4.10 598 61.37 Soya Future 1 321 1 090 21.19 1 316 0.38 Suns 1 556 1 159 34.25 833 86.79 White Maize 15 307 12 951 18.19 11 355 34.80 Yellow Maize 6 056 5 269 14.94 4 727 28.12 Total 25 205 21 396 17.80 18 829 33.86 Corn 20 9 122.22 1 1 900.00 Soya Future 285 104 174.04 185 54.05 Suns 260 64 306.25 190 36.84 White Maize 4 234 4 795-11.70 2 084 103.17 Yellow Maize 1 016 869 16.92 602 68.77 Total 5 815 5 841-0.45 3 062 89.91 Volume (Contracts) Corn 12 826 12 940-0.88 8 590 49.31 Soya Future 13 499 11 202 20.51 12 512 7.89 Suns 12 112 7 359 64.59 5 108 137.12 White Maize 117 904 101 570 16.08 65 411 80.25 Yellow Maize 45 086 45 964-1.91 32 344 39.40 Total 201 427 179 035 12.51 123 965 62.49 Corn 81 113-28.32 1 8 000.00 Soya Future 9 987 4 135 141.52 1 429 598.88 Suns 2 269 1 108 104.78 2 071 9.56 White Maize 54 178 67 091-19.25 24 813 118.35 Yellow Maize 14 689 13 552 8.39 5 834 151.78 Total 81 204 85 999-5.58 34 148 137.80 Value ( R 000) Corn 3 111 581 2 948 888 5.52 1 610 091 93.26 Soya Future 4 550 355 3 422 405 32.96 3 271 978 39.07 Suns 4 240 203 2 366 435 79.18 1 229 988 244.74 White Maize 57 213 960 39 250 113 45.77 13 257 048 331.57 Yellow Maize 16 622 655 15 625 888 6.38 6 638 111 150.41 Total 85 738 753 63 613 729 34.78 26 007 217 229.67 Corn 876 1 430-38.74 30 2 800.88 Soya Future 133 954 37 739 254.95 9 114 1 369.74 Suns 80 624 15 202 430.36 13 653 490.55 White Maize 3 354 791 3 845 618-12.76 208 539 1 508.71 Yellow Maize 515 690 181 836 183.60 43 761 1 078.42 Total 4 085 936 4 081 825 0.10 275 097 1 385.27 Open Interest (Contracts) Corn 4 503 3 315 35.84 5 365-16.07 Soya Future 4 447 5 036-11.70 7 088-37.26 Suns 5 019 3 291 52.51 2 805 78.93 White Maize 32 157 28 536 12.69 20 518 56.73 Yellow Maize 20 563 20 247 1.56 14 557 41.26 Corn 60 63-4.76 13 361.54 Soya Future 5 268 4 389 20.03 2 972 77.25 Suns 2 788 2 084 33.78 2 924-4.65 White Maize 78 282 58 519 33.77 40 136 95.04 Yellow Maize 23 399 21 208 10.33 12 039 94.36 Page 6
Disclaimer: JSE Limited ( JSE ) does not, whether expressly, tacitly or implicitly, represent, warrant or in any way guarantee the accuracy, reliability, completeness or currency of any data and information in relation to the Foreign trading statistics contained in, displayed on, linked to or distributed through this document. All data and information as set out in this document is provided for information purposes only reflecting the volume and value of trades (excluding settled holdings) executed on the exchange by foreigners and is not intended to, nor does it, reflect foreign flows in or out of South Africa or constitute investment or other professional advice and no responsibility or liability of any kind or nature, howsoever arising (including in negligence), will be accepted by the JSE, its officers, employees and agents for any errors contained in, or for any loss arising from use of, or reliance on the data or information in this document. No part of this document may be copied, reproduced, amended, used or transmitted in any way without the prior written consent of the JSE. Page 7