Markets and Commodity figures

01 July 2021

Total Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Deals Nominal Consideration Deals Nominal Consideration
Current Day 1,134 19.70 bn Rbn 20.26 185 23.97 bn Rbn 23.31
Week to Date 4,038 108.92 bn Rbn 107.88 1,111 156.17 bn Rbn 152.45
Month to Date 29,578 862.98 bn Rbn 857.30 7,054 1,057.69 bn Rbn 1,033.20
Year to Date 170,937 5,389.92 bn Rbn 5,294.46 37,257 5,716.28 bn Rbn 5,539.43

Foreign Client Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Party Deals Nominal Consideration Deals Nominal Consideration
Buy 71 2.02 bn Rbn 2.04 4 0.22 bn Rbn 0.25
Current Day Sell 39 1.50 bn Rbn 1.72 8 3.24 bn Rbn 3.22
Net 32 0.52 bn Rbn 0.32 -4 -3.02 bn Rbn -2.97
Buy 195 11.05 bn Rbn 10.78 15 0.92 bn Rbn 0.95
Week to Date Sell 176 9.62 bn Rbn 9.30 36 16.55 bn Rbn 15.75
Net 19 1.43 bn Rbn 1.48 -21 -15.63 bn Rbn -14.79
Buy 1,422 87.21 bn Rbn 84.91 134 17.05 bn Rbn 15.56
Month to Date Sell 1,574 98.95 bn Rbn 96.22 290 129.73 bn Rbn 131.00
Net -152 -11.74 bn Rbn -11.31 -156 -112.68 bn Rbn -115.45
Buy 9,015 619.96 bn Rbn 602.23 814 109.87 bn Rbn 99.88
Year to Date Sell 9,289 661.08 bn Rbn 642.83 1,928 903.49 bn Rbn 914.97
Net -274 -41.11 bn Rbn -40.60 -1,114 -793.62 bn Rbn -815.09

Index Levels

Code Index Yield Index Previous Return MTD Return YTD

ALBI20 9.331%
All Bond Index Top 796.871
20 Composite 794.598 1.09% 5.00%
GOVI 9.340%Split - 786.913
ALBI20 Issuer Class GOVI 784.640 1.08% 4.93%
OTHI 9.264%Split - 839.479
ALBI20 Issuer Class OTHI 837.324 1.17% 5.55%
CILI15 3.216%
Composite Inflation 291.818
Linked Index Top 15 292.746 -1.48% 7.68%
ICOR 2.282%
CILI15 Issuer Class 368.998
Split - ICOR 369.149 0.17% 5.30%
IGOV 3.237%
CILI15 Issuer Class 288.813
Split - IGOV 289.784 -1.57% 7.75%
ISOE 3.267%
CILI15 Issuer Class 318.222
Split - ISOE 318.234 -0.27% 7.66%
MMI JSE Money Market Index
0 289.356 289.324 0.32% 2.01%

ALBI Constituent Bonds

Bond Issuer Maturity MTM Previous YTD Low YTD High

R159 REPUBLIC OF SOUTH
Feb 2023
AFRICA 6.870% 6.820% 6.03% 7.10%
R203 REPUBLIC OF SOUTH
Feb 2023
AFRICA 5.250% 5.200% 4.41% 5.49%
ES18 ESKOM HOLDINGS
NovLIMITED
2023 7.170% 7.120% 6.38% 7.48%
R204 REPUBLIC OF SOUTH
Aug 2025
AFRICA 8.410% 8.435% 7.98% 9.17%
R207 REPUBLIC OF SOUTH
Apr 2026
AFRICA 8.390% 8.380% 7.57% 8.76%
R208 REPUBLIC OF SOUTH
Oct 2026
AFRICA 7.430% 7.420% 6.51% 7.68%
ES23 ESKOM HOLDINGSDecLIMITED
2026 7.420% 7.410% 6.56% 7.75%
DV23 DEVELOPMENT NovBANK
2027
OF SOUTHERN
9.140% AFRICA 9.160% 8.37% 9.53%
R2023 REPUBLIC OF SOUTH
Jan 2030
AFRICA 8.880% 8.940% 8.42% 9.54%
ES26 ESKOM HOLDINGSFebLIMITED
2031 9.250% 9.300% 8.90% 9.99%
R186 REPUBLIC OF SOUTH
Mar 2032
AFRICA 9.570% 9.630% 9.30% 10.39%
R2030 REPUBLIC OF SOUTH
Sep 2033
AFRICA 11.025% 11.070% 10.79% 12.00%
R213 REPUBLIC OF SOUTH
Feb 2035
AFRICA 10.130% 10.185% 9.91% 11.08%
R2032 REPUBLIC OF SOUTH
Mar 2036
AFRICA 10.075% 10.120% 9.84% 11.01%
ES33 ESKOM HOLDINGSJanLIMITED
2037 10.330% 10.400% 10.16% 11.34%
R209 REPUBLIC OF SOUTH
Jan 2040
AFRICA 10.500% 10.540% 10.30% 11.44%
R2037 REPUBLIC OF SOUTH
Feb 2041
AFRICA 10.470% 10.505% 10.26% 11.37%
R214 REPUBLIC OF SOUTH
Apr 2042
AFRICA 11.540% 11.575% 11.33% 12.48%
R2044 REPUBLIC OF SOUTH
Jan 2044
AFRICA 10.545% 10.580% 10.36% 11.49%
R2048 REPUBLIC OF SOUTH
Feb 2048
AFRICA 10.470% 10.510% 10.27% 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 3.525% 3.517% 3.48% 3.53%
JIBAR3 JIBAR 3 Month 3.692% 3.683% 3.64% 3.69%
JIBAR6 JIBAR 6 Month 4.158% 4.142% 3.86% 4.16%
RSA 2 year retail bond 6.00% 0 0 0
RSA 3 year retail bond 6.75% 0 0 0
RSA 5 year retail bond 8.25% 0 0 0
RSA 3 year inflation linked retail
2.25%
bond 0 0 0
RSA 5 year inflation linked retail
2.75%
bond 0 0 0
RSA 10 year inflation linked retail
4.00%
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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