Markets and Commodity figures

02 March 2022

Total Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Deals Nominal Consideration Deals Nominal Consideration
Current Day 1,632 60.47 bn Rbn 58.12 172 40.69 bn Rbn 37.74
Week to Date 4,605 173.72 bn Rbn 165.71 1,103 204.16 bn Rbn 191.41
Month to Date 3,207 121.09 bn Rbn 115.53 925 148.37 bn Rbn 140.24
Year to Date 50,961 1,622.12 bn Rbn 1,596.10 11,785 2,359.30 bn Rbn 2,301.49

Foreign Client Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Party Deals Nominal Consideration Deals Nominal Consideration
Buy 90 3.69 bn Rbn 3.50 8 2.97 bn Rbn 2.60
Current Day Sell 110 12.97 bn Rbn 11.77 9 2.52 bn Rbn 2.77
Net -20 -9.28 bn Rbn -8.27 -1 0.45 bn Rbn -0.17
Buy 299 16.86 bn Rbn 15.79 23 5.04 bn Rbn 4.32
Week to Date Sell 329 33.77 bn Rbn 31.53 34 11.95 bn Rbn 12.39
Net -30 -16.91 bn Rbn -15.74 -11 -6.91 bn Rbn -8.07
Buy 198 10.09 bn Rbn 9.66 9 3.24 bn Rbn 2.91
Month to Date Sell 235 25.07 bn Rbn 23.33 21 8.22 bn Rbn 8.53
Net -37 -14.98 bn Rbn -13.67 -12 -4.97 bn Rbn -5.63
Buy 3,064 202.27 bn Rbn 196.32 378 68.69 bn Rbn 62.51
Year to Date Sell 3,085 220.65 bn Rbn 212.48 777 265.11 bn Rbn 257.41
Net -21 -18.38 bn Rbn -16.16 -399 -196.43 bn Rbn -194.89

Index Levels

Code Index Yield Index Previous Return MTD Return YTD

ALBI20 9.678%
All Bond Index Top 827.563
20 Composite 832.078 -0.80% 0.59%
GOVI 9.678%Split - 816.215
ALBI20 Issuer Class GOVI 820.737 -0.81% 0.53%
OTHI 9.679%
ALBI20 Issuer Class Split - 881.493
OTHI 885.450 -0.64% 1.12%
CILI15 3.186%
Composite Inflation 315.065
Linked Index Top 15 315.867 -0.27% 0.70%
ICOR 2.401%
CILI15 Issuer Class 389.670
Split - ICOR 389.295 0.11% 1.48%
IGOV 3.194%
CILI15 Issuer Class 312.089
Split - IGOV 312.938 -0.29% 0.66%
ISOE 3.472%
CILI15 Issuer Class 336.443
Split - ISOE 336.318 0.05% 1.71%
MMI JSE Money Market Index
0 297.207 297.166 0.03% 0.67%

ALBI Constituent Bonds

Bond Issuer Maturity MTM Previous YTD Low YTD High

R159 REPUBLIC OF SOUTH
Nov 2023
AFRICA 7.035% 7.020% 6.72% 7.07%
R203 REPUBLIC OF SOUTH
Aug 2025
AFRICA 8.770% 8.680% 8.33% 8.77%
ES18 ESKOM HOLDINGSAprLIMITED
2026 8.910% 8.820% 8.47% 8.91%
R204 REPUBLIC OF SOUTH
Oct 2026
AFRICA 8.140% 8.050% 7.54% 8.14%
R207 REPUBLIC OF SOUTH
Dec 2026
AFRICA 8.010% 7.920% 7.57% 8.01%
R208 REPUBLIC OF SOUTH
Nov 2027
AFRICA 9.910% 9.820% 9.47% 9.91%
ES23 ESKOM HOLDINGS
NovLIMITED
2028 10.290% 10.200% 9.87% 10.29%
DV23 DEVELOPMENT JanBANK
2030
OF SOUTHERN
9.575% AFRICA 9.470% 9.04% 9.58%
R2023 REPUBLIC OF SOUTH
Feb 2031
AFRICA 9.845% 9.735% 9.31% 9.85%
ES26 ESKOM HOLDINGS
MarLIMITED
2032 9.995% 9.880% 9.47% 10.00%
R186 REPUBLIC OF SOUTH
Sep 2033
AFRICA 11.335% 11.265% 10.84% 11.45%
R2030 REPUBLIC OF SOUTH
Jul 2034
AFRICA 10.825% 10.755% 10.55% 11.35%
R213 REPUBLIC OF SOUTH
Feb 2035
AFRICA 10.395% 10.315% 9.89% 10.51%
R2032 REPUBLIC OF SOUTH
Mar 2036
AFRICA 10.385% 10.315% 9.89% 10.50%
ES33 ESKOM HOLDINGSJanLIMITED
2037 10.585% 10.510% 10.08% 10.75%
R209 REPUBLIC OF SOUTH
Jan 2040
AFRICA 10.705% 10.620% 10.23% 10.84%
R2037 REPUBLIC OF SOUTH
Feb 2041
AFRICA 10.700% 10.625% 10.22% 10.83%
R214 REPUBLIC OF SOUTH
Apr 2042
AFRICA 11.770% 11.695% 11.29% 11.90%
R2044 REPUBLIC OF SOUTH
Jan 2044
AFRICA 10.770% 10.695% 10.30% 10.88%
R2048 REPUBLIC OF SOUTH
Feb 2048
AFRICA 10.695% 10.620% 10.22% 10.83%

Other Rates

Code Description Rate Previous YTD Low YTD High

SAFEX SAFEX Overnight Deposit Rate3.830% 3.830% 3.58% 3.83%
JIBAR1 JIBAR 1 Month 4.075% 4.075% 3.74% 4.08%
JIBAR3 JIBAR 3 Month 4.217% 4.217% 3.89% 4.22%
JIBAR6 JIBAR 6 Month 5.158% 5.158% 4.66% 5.16%
RSA 2 year retail bond 7.00% 0 0 0
RSA 3 year retail bond 7.75% 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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