Markets and Commodity figures

13 September 2022

Total Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Deals Nominal Consideration Deals Nominal Consideration
Current Day 1,545 48.28 bn Rbn 43.76 662 78.36 bn Rbn 72.98
Week to Date 2,285 73.30 bn Rbn 66.36 877 123.10 bn Rbn 113.58
Month to Date 11,053 287.78 bn Rbn 269.99 2,447 395.80 bn Rbn 369.55
Year to Date 241,133 7,178.85 bn Rbn 6,868.46 50,166 9,443.82 bn Rbn 8,894.65

Foreign Client Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Party Deals Nominal Consideration Deals Nominal Consideration
Buy 72 6.58 bn Rbn 6.00 20 4.83 bn Rbn 4.04
Current Day Sell 62 3.72 bn Rbn 3.45 23 7.74 bn Rbn 7.24
Net 10 2.86 bn Rbn 2.55 -3 -2.91 bn Rbn -3.20
Buy 105 8.65 bn Rbn 7.99 35 7.00 bn Rbn 5.96
Week to Date Sell 94 6.98 bn Rbn 6.71 33 9.47 bn Rbn 8.83
Net 11 1.67 bn Rbn 1.28 2 -2.46 bn Rbn -2.87
Buy 517 27.97 bn Rbn 25.81 165 37.61 bn Rbn 32.90
Month to Date Sell 474 32.20 bn Rbn 29.61 131 37.52 bn Rbn 34.41
Net 43 -4.23 bn Rbn -3.80 34 0.09 bn Rbn -1.51
Buy 12,100 818.06 bn Rbn 768.91 2,549 493.32 bn Rbn 434.66
Year to Date Sell 12,360 930.25 bn Rbn 866.79 3,464 1,001.30 bn Rbn 953.46
Net -260 -112.19 bn Rbn -97.89 -915 -507.97 bn Rbn -518.80

Index Levels

Code Index Yield Index Previous Return MTD Return YTD

ALBI20 All Bond Index 10.048% 841.350
Top 20 Composite 842.742 1.47% 2.26%
GOVI 10.051%
ALBI20 Issuer Class Split - 829.674
GOVI 831.039 1.48% 2.19%
OTHI 10.020%
ALBI20 Issuer Class Split - 897.985
OTHI 899.575 1.31% 3.01%
CILI15 3.169%
Composite Inflation 326.975
Linked Index Top 15 326.751 -0.07% 4.51%
ICOR 2.199%
CILI15 Issuer Class 413.366
Split - ICOR 413.251 0.30% 7.66%
IGOV 3.200%
CILI15 Issuer Class 323.398
Split - IGOV 323.173 -0.09% 4.31%
ISOE 2.884%
CILI15 Issuer Class 359.787
Split - ISOE 359.540 0.33% 8.76%
MMI JSE Money Market Index
0 305.070 305.034 0.21% 3.33%

ALBI Constituent Bonds

Bond Issuer Maturity MTM Previous YTD Low YTD High

R159 REPUBLIC OF SOUTH
Nov 2023
AFRICA 8.840% 8.860% 6.72% 8.95%
R203 REPUBLIC OF SOUTH
Aug 2025
AFRICA 9.690% 9.590% 8.33% 10.37%
ES18 ESKOM HOLDINGSAprLIMITED
2026 9.680% 9.580% 8.47% 10.42%
R204 REPUBLIC OF SOUTH
Oct 2026
AFRICA 8.915% 8.815% 7.54% 10.03%
R207 REPUBLIC OF SOUTH
Dec 2026
AFRICA 8.840% 8.740% 7.57% 9.52%
R208 REPUBLIC OF SOUTH
Nov 2027
AFRICA 11.190% 11.090% 9.47% 11.62%
ES23 ESKOM HOLDINGSJanLIMITED
2030 10.185% 10.160% 9.04% 11.09%
DV23 DEVELOPMENT FebBANK
2031
OF SOUTHERN
10.515%AFRICA 10.490% 9.31% 11.41%
R2023 REPUBLIC OF SOUTH
Mar 2032
AFRICA 10.655% 10.620% 9.47% 11.52%
ES26 ESKOM HOLDINGSSepLIMITED
2033 11.945% 11.915% 10.84% 12.78%
R186 REPUBLIC OF SOUTH
Jul 2034
AFRICA 11.765% 11.735% 10.55% 12.60%
R2030 REPUBLIC OF SOUTH
Feb 2035
AFRICA 10.995% 10.975% 9.89% 11.83%
R213 REPUBLIC OF SOUTH
Mar 2036
AFRICA 10.995% 10.965% 9.89% 11.83%
R2032 REPUBLIC OF SOUTH
Jan 2037
AFRICA 11.135% 11.115% 10.08% 11.99%
ES33 ESKOM HOLDINGSJanLIMITED
2040 11.240% 11.225% 10.23% 12.05%
R209 REPUBLIC OF SOUTH
Oct 2040
AFRICA 12.445% 12.425% 11.42% 13.33%
R2037 REPUBLIC OF SOUTH
Feb 2041
AFRICA 11.145% 11.125% 10.22% 11.97%
R214 REPUBLIC OF SOUTH
Apr 2042
AFRICA 12.245% 12.225% 11.29% 13.12%
R2044 REPUBLIC OF SOUTH
Jan 2044
AFRICA 11.225% 11.205% 10.30% 12.07%
R2048 REPUBLIC OF SOUTH
Feb 2048
AFRICA 11.145% 11.125% 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 5.808% 5.800% 3.89% 5.81%
JIBAR6 JIBAR 6 Month 6.850% 6.808% 4.66% 6.85%
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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