Markets and Commodity figures

30 March 2022

Total Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Deals Nominal Consideration Deals Nominal Consideration
Current Day 1,069 48.28 bn Rbn 46.81 152 32.03 bn Rbn 29.60
Week to Date 3,426 119.48 bn Rbn 114.22 1,003 185.71 bn Rbn 172.49
Month to Date 32,802 1,105.95 bn Rbn 1,079.97 6,328 1,213.31 bn Rbn 1,116.50
Year to Date 80,556 2,606.98 bn Rbn 2,560.54 17,188 3,424.24 bn Rbn 3,277.75

Foreign Client Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Party Deals Nominal Consideration Deals Nominal Consideration
Buy 99 6.35 bn Rbn 6.13 14 1.62 bn Rbn 1.51
Current Day Sell 98 6.91 bn Rbn 6.42 17 2.68 bn Rbn 2.56
Net 1 -0.56 bn Rbn -0.29 -3 -1.05 bn Rbn -1.05
Buy 212 14.29 bn Rbn 13.70 37 3.87 bn Rbn 3.38
Week to Date Sell 319 16.89 bn Rbn 15.75 66 17.10 bn Rbn 16.27
Net -107 -2.60 bn Rbn -2.05 -29 -13.22 bn Rbn -12.89
Buy 1,689 125.20 bn Rbn 118.92 280 50.95 bn Rbn 45.99
Month to Date Sell 2,080 166.71 bn Rbn 157.46 328 92.87 bn Rbn 89.72
Net -391 -41.50 bn Rbn -38.54 -48 -41.92 bn Rbn -43.74
Buy 4,555 317.38 bn Rbn 305.58 649 116.40 bn Rbn 105.59
Year to Date Sell 4,930 362.29 bn Rbn 346.61 1,084 349.77 bn Rbn 338.60
Net -375 -44.91 bn Rbn -41.03 -435 -233.37 bn Rbn -233.01

Index Levels

Code Index Yield Index Previous Return MTD Return YTD

ALBI20 9.584%
All Bond Index Top 841.686
20 Composite 842.678 0.90% 2.30%
GOVI 9.584%Split - 830.150
ALBI20 Issuer Class GOVI 831.185 0.88% 2.25%
OTHI 9.587%Split - 896.456
ALBI20 Issuer Class OTHI 896.807 1.05% 2.83%
CILI15 3.243%
Composite Inflation 313.981
Linked Index Top 15 313.718 -0.61% 0.35%
ICOR 2.366%
CILI15 Issuer Class 392.529
Split - ICOR 392.565 0.85% 2.23%
IGOV 3.255%
CILI15 Issuer Class 310.835
Split - IGOV 310.568 -0.69% 0.25%
ISOE 3.462%
CILI15 Issuer Class 338.715
Split - ISOE 338.441 0.73% 2.39%
MMI JSE Money Market Index
0 298.209 298.149 0.36% 1.01%

ALBI Constituent Bonds

Bond Issuer Maturity MTM Previous YTD Low YTD High

R159 REPUBLIC OF SOUTH
Nov 2023
AFRICA 7.008% 7.028% 6.72% 7.27%
R203 REPUBLIC OF SOUTH
Aug 2025
AFRICA 8.950% 8.970% 8.33% 9.54%
ES18 ESKOM HOLDINGSAprLIMITED
2026 9.090% 9.110% 8.47% 9.68%
R204 REPUBLIC OF SOUTH
Oct 2026
AFRICA 8.320% 8.340% 7.54% 8.91%
R207 REPUBLIC OF SOUTH
Dec 2026
AFRICA 8.190% 8.210% 7.57% 8.78%
R208 REPUBLIC OF SOUTH
Nov 2027
AFRICA 10.090% 10.110% 9.47% 10.68%
ES23 ESKOM HOLDINGS
NovLIMITED
2028 10.695% 10.715% 9.87% 11.06%
DV23 DEVELOPMENT JanBANK
2030
OF SOUTHERN
9.540% AFRICA 9.490% 9.04% 10.24%
R2023 REPUBLIC OF SOUTH
Feb 2031
AFRICA 9.790% 9.735% 9.31% 10.49%
ES26 ESKOM HOLDINGS
MarLIMITED
2032 9.890% 9.860% 9.47% 10.64%
R186 REPUBLIC OF SOUTH
Sep 2033
AFRICA 11.130% 11.105% 10.84% 11.94%
R2030 REPUBLIC OF SOUTH
Jul 2034
AFRICA 10.680% 10.655% 10.55% 11.43%
R213 REPUBLIC OF SOUTH
Feb 2035
AFRICA 10.200% 10.175% 9.89% 11.01%
R2032 REPUBLIC OF SOUTH
Mar 2036
AFRICA 10.180% 10.155% 9.89% 10.99%
ES33 ESKOM HOLDINGSJanLIMITED
2037 10.360% 10.340% 10.08% 11.19%
R209 REPUBLIC OF SOUTH
Jan 2040
AFRICA 10.490% 10.455% 10.23% 11.30%
R2037 REPUBLIC OF SOUTH
Feb 2041
AFRICA 10.460% 10.445% 10.22% 11.29%
R214 REPUBLIC OF SOUTH
Apr 2042
AFRICA 11.530% 11.515% 11.29% 12.36%
R2044 REPUBLIC OF SOUTH
Jan 2044
AFRICA 10.495% 10.480% 10.30% 11.35%
R2048 REPUBLIC OF SOUTH
Feb 2048
AFRICA 10.440% 10.425% 10.22% 11.29%

Other Rates

Code Description Rate Previous YTD Low YTD High

SAFEX SAFEX Overnight Deposit Rate4.060% 4.060% 3.58% 4.06%
JIBAR1 JIBAR 1 Month 4.258% 4.258% 3.74% 4.26%
JIBAR3 JIBAR 3 Month 4.367% 4.367% 3.89% 4.37%
JIBAR6 JIBAR 6 Month 5.325% 5.350% 4.66% 5.37%
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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