Markets and Commodity figures

11 April 2021

Total Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Deals Nominal Consideration Deals Nominal Consideration
Current Day 1,250 48.57 bn Rbn 46.71 166 40.16 bn Rbn 40.18
Week to Date 5,594 170.43 bn Rbn 160.89 1,326 200.08 bn Rbn 187.99
Month to Date 6,672 211.97 bn Rbn 200.68 1,533 250.63 bn Rbn 239.13
Year to Date 98,179 3,085.83 bn Rbn 3,026.13 19,381 2,964.80 bn Rbn 2,877.83

Foreign Client Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Party Deals Nominal Consideration Deals Nominal Consideration
Buy 99 9.44 bn Rbn 8.90 12 2.78 bn Rbn 2.85
Current Day Sell 83 10.35 bn Rbn 9.50 21 9.43 bn Rbn 8.85
Net 16 -0.91 bn Rbn -0.59 -9 -6.65 bn Rbn -6.00
Buy 330 24.56 bn Rbn 22.62 37 5.24 bn Rbn 4.91
Week to Date Sell 267 25.13 bn Rbn 23.39 71 27.90 bn Rbn 27.01
Net 63 -0.56 bn Rbn -0.76 -34 -22.66 bn Rbn -22.10
Buy 396 29.74 bn Rbn 27.79 45 8.20 bn Rbn 8.03
Month to Date Sell 345 31.52 bn Rbn 29.64 101 44.36 bn Rbn 43.39
Net 51 -1.77 bn Rbn -1.86 -56 -36.17 bn Rbn -35.36
Buy 5,307 367.92 bn Rbn 359.13 501 67.39 bn Rbn 61.06
Year to Date Sell 5,430 398.68 bn Rbn 388.62 1,087 514.17 bn Rbn 525.89
Net -123 -30.76 bn Rbn -29.48 -586 -446.78 bn Rbn -464.83

Index Levels

Code Index Yield Index Previous Return MTD Return YTD

ALBI20 0.000%
All Bond Index Top 0.000
20 Composite 0.000 0.00% 0.00%
GOVI 0.000%Split - GOVI
ALBI20 Issuer Class 0.000 0.000 0.00% 0.00%
OTHI 0.000%
ALBI20 Issuer Class Split - 0.000
OTHI 0.000 0.00% 0.00%
CILI15 3.323%
Composite Inflation 283.189
Linked Index Top 15 282.505 -0.06% 4.50%
ICOR 2.541%
CILI15 Issuer Class 358.366
Split - ICOR 357.805 0.13% 2.26%
IGOV 3.337%
CILI15 Issuer Class 280.318
Split - IGOV 279.647 -0.08% 4.58%
ISOE 3.482%
CILI15 Issuer Class 307.221
Split - ISOE 306.086 0.17% 3.94%
MMI JSE Money Market Index
0 286.844 286.811 0.10% 1.12%

ALBI Constituent Bonds

Bond Issuer Maturity MTM Previous YTD Low YTD High

R159 REPUBLIC OF SOUTH
Feb 2023
AFRICA 6.755% 6.755% 6.03% 7.10%
R203 REPUBLIC OF SOUTH
Feb 2023
AFRICA 5.140% 5.140% 4.41% 5.49%
ES18 ESKOM HOLDINGS
NovLIMITED
2023 7.120% 7.120% 6.38% 7.48%
R204 REPUBLIC OF SOUTH
Aug 2025
AFRICA 8.565% 8.545% 7.98% 9.17%
R207 REPUBLIC OF SOUTH
Apr 2026
AFRICA 8.395% 8.345% 7.57% 8.76%
R208 REPUBLIC OF SOUTH
Oct 2026
AFRICA 7.355% 7.305% 6.51% 7.68%
ES23 ESKOM HOLDINGSDecLIMITED
2026 7.425% 7.375% 6.56% 7.75%
DV23 DEVELOPMENT NovBANK
2027
OF SOUTHERN
9.145% AFRICA 9.095% 8.37% 9.53%
R2023 REPUBLIC OF SOUTH
Jan 2030
AFRICA 9.290% 9.220% 8.42% 9.54%
ES26 ESKOM HOLDINGSFebLIMITED
2031 9.735% 9.680% 8.90% 9.99%
R186 REPUBLIC OF SOUTH
Mar 2032
AFRICA 10.055% 10.030% 9.30% 10.39%
R2030 REPUBLIC OF SOUTH
Sep 2033
AFRICA 11.570% 11.520% 10.96% 12.00%
R213 REPUBLIC OF SOUTH
Feb 2035
AFRICA 10.680% 10.640% 10.04% 11.08%
R2032 REPUBLIC OF SOUTH
Mar 2036
AFRICA 10.620% 10.570% 9.97% 11.01%
ES33 ESKOM HOLDINGSJanLIMITED
2037 10.885% 10.850% 10.29% 11.34%
R209 REPUBLIC OF SOUTH
Jan 2040
AFRICA 10.995% 10.960% 10.47% 11.44%
R2037 REPUBLIC OF SOUTH
Feb 2041
AFRICA 10.915% 10.890% 10.40% 11.37%
R214 REPUBLIC OF SOUTH
Apr 2042
AFRICA 11.985% 11.960% 11.52% 12.48%
R2044 REPUBLIC OF SOUTH
Jan 2044
AFRICA 11.050% 11.010% 10.54% 11.49%
R2048 REPUBLIC OF SOUTH
Feb 2048
AFRICA 10.960% 10.935% 10.45% 11.42%

Other Rates

Code Description Rate Previous YTD Low YTD High

SAFEX SAFEX Overnight Deposit Rate3.310% 3.310% 3.31% 3.32%
JIBAR1 JIBAR 1 Month 3.500% 3.500% 3.48% 3.51%
JIBAR3 JIBAR 3 Month 3.667% 3.667% 3.64% 3.69%
JIBAR6 JIBAR 6 Month 4.100% 4.100% 3.86% 4.15%
RSA 2 year retail bond 6.25% 0 0 0
RSA 3 year retail bond 7.00% 0 0 0
RSA 5 year retail bond 8.50% 0 0 0
RSA 3 year inflation linked retail
2.50%
bond 0 0 0
RSA 5 year inflation linked retail
3.75%
bond 0 0 0
RSA 10 year inflation linked retail
4.75%
bond 0 0 0
 Nominal Bond Curves (NACS)
9.62
9.12
8.62
8.12
7.62
7.12 Zero
6.62 Par/Swap
6.12
5.62
5.12
4.62
2015 2020 2026 2031 2037 2042 2048 2053 2059
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