Markets and Commodity figures

07 September 2022

Total Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Deals Nominal Consideration Deals Nominal Consideration
Current Day 1,079 32.14 bn Rbn 31.31 124 21.85 bn Rbn 21.07
Week to Date 3,639 89.19 bn Rbn 83.71 955 155.82 bn Rbn 143.67
Month to Date 6,658 149.69 bn Rbn 139.38 1,249 209.83 bn Rbn 192.32
Year to Date 236,738 7,040.76 bn Rbn 6,737.84 48,968 9,257.84 bn Rbn 8,717.42

Foreign Client Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Party Deals Nominal Consideration Deals Nominal Consideration
Buy 87 3.48 bn Rbn 3.18 14 2.75 bn Rbn 2.12
Current Day Sell 54 2.43 bn Rbn 2.14 10 2.75 bn Rbn 2.37
Net 33 1.05 bn Rbn 1.03 4 0.00 bn Rbn -0.25
Buy 190 6.14 bn Rbn 5.92 46 10.42 bn Rbn 9.02
Week to Date Sell 150 9.52 bn Rbn 8.43 45 14.81 bn Rbn 13.64
Net 40 -3.38 bn Rbn -2.51 1 -4.39 bn Rbn -4.62
Buy 300 11.68 bn Rbn 11.04 84 22.09 bn Rbn 19.44
Month to Date Sell 271 17.51 bn Rbn 15.64 67 20.68 bn Rbn 18.52
Net 29 -5.82 bn Rbn -4.60 17 1.41 bn Rbn 0.92
Buy 11,883 801.77 bn Rbn 754.14 2,468 477.80 bn Rbn 421.19
Year to Date Sell 12,157 915.55 bn Rbn 852.82 3,400 984.46 bn Rbn 937.57
Net -274 -113.78 bn Rbn -98.68 -932 -506.66 bn Rbn -516.38

Index Levels

Code Index Yield Index Previous Return MTD Return YTD

ALBI20 All Bond Index 10.147% 831.930
Top 20 Composite 826.389 0.33% 1.12%
GOVI 10.151%
ALBI20 Issuer Class Split - 820.248
GOVI 814.760 0.33% 1.03%
OTHI 10.099%
ALBI20 Issuer Class Split - 889.713
OTHI 884.130 0.38% 2.06%
CILI15 3.153%
Composite Inflation 326.207
Linked Index Top 15 326.619 -0.31% 4.26%
ICOR 2.157%
CILI15 Issuer Class 412.463
Split - ICOR 412.926 0.08% 7.42%
IGOV 3.184%
CILI15 Issuer Class 322.645
Split - IGOV 323.045 -0.33% 4.06%
ISOE 2.875%
CILI15 Issuer Class 358.673
Split - ISOE 359.414 0.02% 8.43%
MMI JSE Money Market Index
0 304.788 304.741 0.12% 3.24%

ALBI Constituent Bonds

Bond Issuer Maturity MTM Previous YTD Low YTD High

R159 REPUBLIC OF SOUTH
Nov 2023
AFRICA 8.850% 8.880% 6.72% 8.95%
R203 REPUBLIC OF SOUTH
Aug 2025
AFRICA 9.775% 9.860% 8.33% 10.37%
ES18 ESKOM HOLDINGSAprLIMITED
2026 9.765% 9.850% 8.47% 10.42%
R204 REPUBLIC OF SOUTH
Oct 2026
AFRICA 9.000% 9.085% 7.54% 10.03%
R207 REPUBLIC OF SOUTH
Dec 2026
AFRICA 8.925% 9.010% 7.57% 9.52%
R208 REPUBLIC OF SOUTH
Nov 2027
AFRICA 11.275% 11.360% 9.47% 11.62%
ES23 ESKOM HOLDINGSJanLIMITED
2030 10.405% 10.520% 9.04% 11.09%
DV23 DEVELOPMENT FebBANK
2031
OF SOUTHERN
10.735%AFRICA 10.845% 9.31% 11.41%
R2023 REPUBLIC OF SOUTH
Mar 2032
AFRICA 10.865% 10.975% 9.47% 11.52%
ES26 ESKOM HOLDINGSSepLIMITED
2033 12.080% 12.185% 10.84% 12.78%
R186 REPUBLIC OF SOUTH
Jul 2034
AFRICA 11.900% 12.005% 10.55% 12.60%
R2030 REPUBLIC OF SOUTH
Feb 2035
AFRICA 11.150% 11.245% 9.89% 11.83%
R213 REPUBLIC OF SOUTH
Mar 2036
AFRICA 11.130% 11.235% 9.89% 11.83%
R2032 REPUBLIC OF SOUTH
Jan 2037
AFRICA 11.290% 11.400% 10.08% 11.99%
ES33 ESKOM HOLDINGSJanLIMITED
2040 11.370% 11.470% 10.23% 12.05%
R209 REPUBLIC OF SOUTH
Oct 2040
AFRICA 12.580% 12.685% 11.42% 13.33%
R2037 REPUBLIC OF SOUTH
Feb 2041
AFRICA 11.280% 11.385% 10.22% 11.97%
R214 REPUBLIC OF SOUTH
Apr 2042
AFRICA 12.380% 12.485% 11.29% 13.12%
R2044 REPUBLIC OF SOUTH
Jan 2044
AFRICA 11.345% 11.450% 10.30% 12.07%
R2048 REPUBLIC OF SOUTH
Feb 2048
AFRICA 11.280% 11.375% 10.22% 12.03%

Other Rates

Code Description Rate Previous YTD Low YTD High

SAFEX SAFEX Overnight Deposit Rate5.320% 5.320% 3.58% 5.32%
JIBAR1 JIBAR 1 Month 5.608% 5.608% 3.74% 5.61%
JIBAR3 JIBAR 3 Month 5.783% 5.783% 3.89% 5.78%
JIBAR6 JIBAR 6 Month 6.758% 6.750% 4.66% 6.78%
RSA 2 year retail bond 8.75% 0 0 0
RSA 3 year retail bond 9.25% 0 0 0
RSA 5 year retail bond 10.50% 0 0 0
RSA 3 year inflation linked retail
2.75%
bond 0 0 0
RSA 5 year inflation linked retail
3.00%
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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