The new head of South Africa's anti-graft unit, which this month alleged influence-peddling in President Jacob Zuma's cabinet, has laid a complaint against her predecessor for leaking a recorded interview with the president, newspaper Sunday Times reported on Sunday.

Former watchdog Thuli Madonsela has said she had the right to make public the audio recording after Zuma accused her of not giving him an opportunity to defend himself.

In her last days in office Madonsela concluded a report which, while stopping short of any conclusive findings, did call for a judicial inquiry to probe the allegations.

The report focused on claims that the brothers, Ajay, Atul and Rajesh Gupta influenced the appointment of ministers, and called for an investigation into whether Zuma, some of his cabinet members and some state companies had acted improperly.

The office of new Public Protector Busisiwe Mkhwebane did not respond to numerous telephone and email requests for comment regarding the reported leak.

But the Sunday Times says that Mkhwebane filed the criminal complaint on Nov. 16, and quoted her as saying "an investigation ... needs to happen whether the leakage happened in violation of section 7(2) of the Public Protector Act".

The report's publication included a transcript of the four-hour interview between Madonsela and Zuma.

Zuma, who has denied any wrongdoing, said on Friday he would challenge the report in court.

The affair rattled markets in Africa's most industrialised economy, which over the weekend dodged ratings downgrades from two of the major agencies, with a third review from Standard & Poor's to follow next Friday.

It has also stoked divisions within the ruling African National Congress (ANC), which have bubbled into public squabbles after the party suffered its worst-ever local election results in August since coming to power in 1994.

Zuma is due be questioned next week by the ANC's integrity commission over the graft report, persistent allegations of corruption and the poor election results.