Markets and Commodity figures

28 April 2021

Total Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Deals Nominal Consideration Deals Nominal Consideration
Current Day 1,085 39.52 bn Rbn 39.38 151 36.04 bn Rbn 34.06
Week to Date 1,775 59.67 bn Rbn 60.40 917 137.46 bn Rbn 131.41
Month to Date 21,268 695.18 bn Rbn 674.50 5,360 827.24 bn Rbn 794.76
Year to Date 112,775 3,569.04 bn Rbn 3,499.95 23,208 3,541.41 bn Rbn 3,433.46

Foreign Client Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Party Deals Nominal Consideration Deals Nominal Consideration
Buy 47 2.96 bn Rbn 2.70 3 -0.19 bn Rbn 0.06
Current Day Sell 48 2.92 bn Rbn 2.95 12 5.81 bn Rbn 5.17
Net -1 0.04 bn Rbn -0.25 -9 -6.01 bn Rbn -5.11
Buy 84 4.89 bn Rbn 4.72 12 2.70 bn Rbn 3.06
Week to Date Sell 105 6.71 bn Rbn 6.96 26 10.55 bn Rbn 10.07
Net -21 -1.82 bn Rbn -2.24 -14 -7.85 bn Rbn -7.00
Buy 1,092 80.36 bn Rbn 76.61 127 23.02 bn Rbn 21.73
Month to Date Sell 1,064 87.48 bn Rbn 84.64 268 127.70 bn Rbn 126.32
Net 28 -7.12 bn Rbn -8.03 -141 -104.67 bn Rbn -104.60
Buy 6,003 418.53 bn Rbn 407.96 583 82.21 bn Rbn 74.76
Year to Date Sell 6,149 454.64 bn Rbn 443.62 1,254 597.50 bn Rbn 608.83
Net -146 -36.11 bn Rbn -35.66 -671 -515.28 bn Rbn -534.07

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 3.209%
Composite Inflation 545.822
Linked Index Top 15 288.987 92.62% 101.41%
ICOR 2.425%
CILI15 Issuer Class 965.684
Split - ICOR 361.728 169.82% 175.57%
IGOV 3.224%
CILI15 Issuer Class 533.566
Split - IGOV 286.179 90.20% 99.06%
ISOE 3.335%
CILI15 Issuer Class 629.613
Split - ISOE 312.248 105.28% 113.02%
MMI JSE Money Market Index
0 287.442 287.380 0.31% 1.33%

ALBI Constituent Bonds

Bond Issuer Maturity MTM Previous YTD Low YTD High

R159 REPUBLIC OF SOUTH
Feb 2023
AFRICA 6.285% 6.275% 6.03% 7.10%
R203 REPUBLIC OF SOUTH
Feb 2023
AFRICA 4.670% 4.660% 4.41% 5.49%
ES18 ESKOM HOLDINGS
NovLIMITED
2023 6.650% 6.640% 6.38% 7.48%
R204 REPUBLIC OF SOUTH
Aug 2025
AFRICA 8.280% 8.235% 7.98% 9.17%
R207 REPUBLIC OF SOUTH
Apr 2026
AFRICA 8.250% 8.205% 7.57% 8.76%
R208 REPUBLIC OF SOUTH
Oct 2026
AFRICA 7.210% 7.165% 6.51% 7.68%
ES23 ESKOM HOLDINGSDecLIMITED
2026 7.280% 7.235% 6.56% 7.75%
DV23 DEVELOPMENT NovBANK
2027
OF SOUTHERN
9.050% AFRICA 9.005% 8.37% 9.53%
R2023 REPUBLIC OF SOUTH
Jan 2030
AFRICA 9.200% 9.135% 8.42% 9.54%
ES26 ESKOM HOLDINGSFebLIMITED
2031 9.630% 9.570% 8.90% 9.99%
R186 REPUBLIC OF SOUTH
Mar 2032
AFRICA 9.995% 9.945% 9.30% 10.39%
R2030 REPUBLIC OF SOUTH
Sep 2033
AFRICA 11.610% 11.560% 10.96% 12.00%
R213 REPUBLIC OF SOUTH
Feb 2035
AFRICA 10.715% 10.670% 10.04% 11.08%
R2032 REPUBLIC OF SOUTH
Mar 2036
AFRICA 10.660% 10.610% 9.97% 11.01%
ES33 ESKOM HOLDINGSJanLIMITED
2037 10.925% 10.870% 10.29% 11.34%
R209 REPUBLIC OF SOUTH
Jan 2040
AFRICA 11.075% 11.020% 10.47% 11.44%
R2037 REPUBLIC OF SOUTH
Feb 2041
AFRICA 11.005% 10.955% 10.40% 11.37%
R214 REPUBLIC OF SOUTH
Apr 2042
AFRICA 12.075% 12.025% 11.52% 12.48%
R2044 REPUBLIC OF SOUTH
Jan 2044
AFRICA 11.120% 11.070% 10.54% 11.49%
R2048 REPUBLIC OF SOUTH
Feb 2048
AFRICA 11.030% 10.980% 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 3.508% 3.508% 3.48% 3.51%
JIBAR3 JIBAR 3 Month 3.675% 3.675% 3.64% 3.69%
JIBAR6 JIBAR 6 Month 4.092% 4.092% 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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