Markets and Commodity figures

17 February 2022

Total Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Deals Nominal Consideration Deals Nominal Consideration
Current Day 1,254 45.47 bn Rbn 44.01 181 40.48 bn Rbn 37.78
Week to Date 5,194 169.31 bn Rbn 163.17 1,261 222.78 bn Rbn 229.24
Month to Date 17,755 539.88 bn Rbn 533.75 4,094 759.68 bn Rbn 747.48
Year to Date 38,696 1,195.63 bn Rbn 1,185.76 9,151 1,828.95 bn Rbn 1,803.16

Foreign Client Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Party Deals Nominal Consideration Deals Nominal Consideration
Buy 121 7.99 bn Rbn 7.54 5 1.98 bn Rbn 1.84
Current Day Sell 75 6.98 bn Rbn 7.09 21 6.04 bn Rbn 5.77
Net 46 1.01 bn Rbn 0.45 -16 -4.06 bn Rbn -3.93
Buy 371 25.50 bn Rbn 24.01 29 6.62 bn Rbn 5.99
Week to Date Sell 291 22.30 bn Rbn 21.99 65 17.26 bn Rbn 16.96
Net 80 3.19 bn Rbn 2.02 -36 -10.64 bn Rbn -10.97
Buy 1,032 62.58 bn Rbn 60.22 129 25.19 bn Rbn 23.38
Month to Date Sell 945 59.41 bn Rbn 58.10 216 64.74 bn Rbn 64.18
Net 87 3.17 bn Rbn 2.12 -87 -39.55 bn Rbn -40.80
Buy 2,359 160.78 bn Rbn 157.22 304 54.85 bn Rbn 50.19
Year to Date Sell 2,284 155.70 bn Rbn 150.82 646 220.58 bn Rbn 213.39
Net 75 5.08 bn Rbn 6.40 -342 -165.74 bn Rbn -163.20

Index Levels

Code Index Yield Index Previous Return MTD Return YTD

ALBI20 9.368%
All Bond Index Top 851.591
20 Composite 850.380 2.64% 3.51%
GOVI 9.364%Split - 840.255
ALBI20 Issuer Class GOVI 839.018 2.63% 3.50%
OTHI 9.411%Split - 902.897
ALBI20 Issuer Class OTHI 902.125 2.67% 3.57%
CILI15 3.225%
Composite Inflation 315.546
Linked Index Top 15 315.532 1.98% 0.85%
ICOR 2.673%
CILI15 Issuer Class 386.230
Split - ICOR 386.270 0.76% 0.59%
IGOV 3.225%
CILI15 Issuer Class 312.707
Split - IGOV 312.688 2.03% 0.86%
ISOE 3.601%
CILI15 Issuer Class 334.717
Split - ISOE 334.833 0.94% 1.18%
MMI JSE Money Market Index
0 296.776 296.733 0.19% 0.52%

ALBI Constituent Bonds

Bond Issuer Maturity MTM Previous YTD Low YTD High

R159 REPUBLIC OF SOUTH
Nov 2023
AFRICA 6.915% 6.935% 6.72% 7.07%
R203 REPUBLIC OF SOUTH
Aug 2025
AFRICA 8.330% 8.405% 8.33% 8.76%
ES18 ESKOM HOLDINGSAprLIMITED
2026 8.470% 8.545% 8.47% 8.88%
R204 REPUBLIC OF SOUTH
Oct 2026
AFRICA 7.700% 7.735% 7.54% 8.03%
R207 REPUBLIC OF SOUTH
Dec 2026
AFRICA 7.570% 7.645% 7.57% 7.98%
R208 REPUBLIC OF SOUTH
Nov 2027
AFRICA 9.470% 9.545% 9.47% 9.85%
ES23 ESKOM HOLDINGS
NovLIMITED
2028 9.870% 9.945% 9.87% 10.28%
DV23 DEVELOPMENT JanBANK
2030
OF SOUTHERN
9.035% AFRICA 9.085% 9.04% 9.52%
R2023 REPUBLIC OF SOUTH
Feb 2031
AFRICA 9.310% 9.360% 9.31% 9.80%
ES26 ESKOM HOLDINGS
MarLIMITED
2032 9.470% 9.520% 9.47% 10.00%
R186 REPUBLIC OF SOUTH
Sep 2033
AFRICA 10.835% 10.845% 10.84% 11.45%
R2030 REPUBLIC OF SOUTH
Jul 2034
AFRICA 10.705% 10.715% 10.71% 11.35%
R213 REPUBLIC OF SOUTH
Feb 2035
AFRICA 9.900% 9.910% 9.90% 10.51%
R2032 REPUBLIC OF SOUTH
Mar 2036
AFRICA 9.885% 9.895% 9.89% 10.50%
ES33 ESKOM HOLDINGSJanLIMITED
2037 10.075% 10.095% 10.08% 10.75%
R209 REPUBLIC OF SOUTH
Jan 2040
AFRICA 10.255% 10.235% 10.24% 10.84%
R2037 REPUBLIC OF SOUTH
Feb 2041
AFRICA 10.245% 10.235% 10.24% 10.83%
R214 REPUBLIC OF SOUTH
Apr 2042
AFRICA 11.315% 11.305% 11.31% 11.90%
R2044 REPUBLIC OF SOUTH
Jan 2044
AFRICA 10.315% 10.300% 10.30% 10.88%
R2048 REPUBLIC OF SOUTH
Feb 2048
AFRICA 10.245% 10.225% 10.23% 10.83%

Other Rates

Code Description Rate Previous YTD Low YTD High

SAFEX SAFEX Overnight Deposit Rate3.830% 3.820% 3.58% 3.83%
JIBAR1 JIBAR 1 Month 4.042% 4.042% 3.74% 4.04%
JIBAR3 JIBAR 3 Month 4.175% 4.175% 3.89% 4.18%
JIBAR6 JIBAR 6 Month 4.975% 4.967% 4.66% 4.98%
RSA 2 year retail bond 5.75% 0 0 0
RSA 3 year retail bond 7.25% 0 0 0
RSA 5 year retail bond 9.25% 0 0 0
RSA 3 year inflation linked retail
3.50%
bond 0 0 0
RSA 5 year inflation linked retail
3.75%
bond 0 0 0
RSA 10 year inflation linked retail
4.50%
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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