Markets and Commodity figures

08 March 2022

Total Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Deals Nominal Consideration Deals Nominal Consideration
Current Day 2,522 100.58 bn Rbn 96.88 661 102.69 bn Rbn 96.12
Week to Date 4,407 158.06 bn Rbn 154.24 852 153.13 bn Rbn 142.81
Month to Date 10,954 379.89 bn Rbn 369.07 2,097 396.32 bn Rbn 370.25
Year to Date 58,708 1,880.92 bn Rbn 1,849.64 12,957 2,607.25 bn Rbn 2,531.50

Foreign Client Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Party Deals Nominal Consideration Deals Nominal Consideration
Buy 118 12.69 bn Rbn 12.67 20 5.37 bn Rbn 4.37
Current Day Sell 175 24.62 bn Rbn 24.18 17 5.03 bn Rbn 5.06
Net -57 -11.92 bn Rbn -11.51 3 0.34 bn Rbn -0.69
Buy 178 16.13 bn Rbn 15.87 40 10.08 bn Rbn 9.01
Week to Date Sell 327 36.86 bn Rbn 35.58 36 10.86 bn Rbn 10.45
Net -149 -20.73 bn Rbn -19.71 4 -0.78 bn Rbn -1.44
Buy 544 41.16 bn Rbn 39.18 84 19.51 bn Rbn 17.96
Month to Date Sell 766 80.80 bn Rbn 76.84 78 30.19 bn Rbn 29.84
Net -222 -39.64 bn Rbn -37.66 6 -10.68 bn Rbn -11.87
Buy 3,410 233.33 bn Rbn 225.85 453 84.96 bn Rbn 77.57
Year to Date Sell 3,616 276.38 bn Rbn 265.99 834 287.09 bn Rbn 278.71
Net -206 -43.05 bn Rbn -40.15 -381 -202.13 bn Rbn -201.14

Index Levels

Code Index Yield Index Previous Return MTD Return YTD

ALBI20 All Bond Index 10.087% 795.728
Top 20 Composite 810.230 -4.61% -3.28%
GOVI 10.089%
ALBI20 Issuer Class Split - 784.617
GOVI 799.012 -4.65% -3.36%
OTHI 10.062%
ALBI20 Issuer Class Split - 850.047
OTHI 864.358 -4.19% -2.49%
CILI15 3.105%
Composite Inflation 317.276
Linked Index Top 15 317.366 0.43% 1.41%
ICOR 2.323%
CILI15 Issuer Class 391.236
Split - ICOR 391.427 0.52% 1.89%
IGOV 3.114%
CILI15 Issuer Class 314.304
Split - IGOV 314.399 0.42% 1.37%
ISOE 3.349%
CILI15 Issuer Class 338.686
Split - ISOE 338.541 0.72% 2.38%
MMI JSE Money Market Index
0 297.380 297.383 0.09% 0.73%

ALBI Constituent Bonds

Bond Issuer Maturity MTM Previous YTD Low YTD High

R159 REPUBLIC OF SOUTH
Nov 2023
AFRICA 7.270% 7.180% 6.72% 7.27%
R203 REPUBLIC OF SOUTH
Aug 2025
AFRICA 9.540% 9.245% 8.33% 9.54%
ES18 ESKOM HOLDINGSAprLIMITED
2026 9.680% 9.385% 8.47% 9.68%
R204 REPUBLIC OF SOUTH
Oct 2026
AFRICA 8.910% 8.235% 7.54% 8.91%
R207 REPUBLIC OF SOUTH
Dec 2026
AFRICA 8.780% 8.485% 7.57% 8.78%
R208 REPUBLIC OF SOUTH
Nov 2027
AFRICA 10.680% 10.385% 9.47% 10.68%
ES23 ESKOM HOLDINGS
NovLIMITED
2028 11.060% 10.765% 9.87% 11.06%
DV23 DEVELOPMENT JanBANK
2030
OF SOUTHERN
10.235%AFRICA 9.920% 9.04% 10.24%
R2023 REPUBLIC OF SOUTH
Feb 2031
AFRICA 10.485% 10.175% 9.31% 10.49%
ES26 ESKOM HOLDINGS
MarLIMITED
2032 10.640% 10.325% 9.47% 10.64%
R186 REPUBLIC OF SOUTH
Sep 2033
AFRICA 11.935% 11.665% 10.84% 11.94%
R2030 REPUBLIC OF SOUTH
Jul 2034
AFRICA 11.425% 11.155% 10.55% 11.43%
R213 REPUBLIC OF SOUTH
Feb 2035
AFRICA 11.005% 10.735% 9.89% 11.01%
R2032 REPUBLIC OF SOUTH
Mar 2036
AFRICA 10.985% 10.715% 9.89% 10.99%
ES33 ESKOM HOLDINGSJanLIMITED
2037 11.185% 10.910% 10.08% 11.19%
R209 REPUBLIC OF SOUTH
Jan 2040
AFRICA 11.300% 11.035% 10.23% 11.30%
R2037 REPUBLIC OF SOUTH
Feb 2041
AFRICA 11.285% 11.015% 10.22% 11.29%
R214 REPUBLIC OF SOUTH
Apr 2042
AFRICA 12.355% 12.085% 11.29% 12.36%
R2044 REPUBLIC OF SOUTH
Jan 2044
AFRICA 11.345% 11.080% 10.30% 11.35%
R2048 REPUBLIC OF SOUTH
Feb 2048
AFRICA 11.285% 11.015% 10.22% 11.29%

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 4.108% 4.075% 3.74% 4.11%
JIBAR3 JIBAR 3 Month 4.250% 4.217% 3.89% 4.25%
JIBAR6 JIBAR 6 Month 5.250% 5.200% 4.66% 5.25%
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
DATA DISCLAIMER
To the extent allowed by law, JSE Limited (the JSE) does not (expressly, tacitly or implicitly) guarantee or warrant the availability,
sequence, accuracy, completeness, reliability or any other aspect of any of the data (Data), or that any Data is up to date.
To the extent allowed by law, neither the JSE nor any of its directors, officers, employees, contractors, agents or representatives are
liable in any way to the reader or to any other natural or juristic person (Person) for any loss or damage as a result of (i) the display
of any Data in this bulltetin, or (ii) any Data being unavailable in this bulletin at any time and for any reason, or (iii) any delay,
inaccuracy, error, or omission in relation to any Data, or (iv) any actions taken or not taken by or on behalf of any Person in reliance
on any Data. The JSE is entitled to terminate the production of any Data at any time, without notice and without liability to any Person.

These figures are supplied by parties external to Business Day. Business Day will not warrant the accuracy of the figures.