Markets and Commodity figures

14 September 2022

Total Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Deals Nominal Consideration Deals Nominal Consideration
Current Day 1,094 29.12 bn Rbn 29.29 117 14.14 bn Rbn 12.27
Week to Date 3,378 102.41 bn Rbn 95.65 994 137.24 bn Rbn 125.85
Month to Date 12,146 316.90 bn Rbn 299.28 2,564 409.94 bn Rbn 381.82
Year to Date 242,226 7,207.96 bn Rbn 6,897.74 50,283 9,457.95 bn Rbn 8,906.92

Foreign Client Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Party Deals Nominal Consideration Deals Nominal Consideration
Buy 48 3.52 bn Rbn 3.07 8 0.89 bn Rbn 0.77
Current Day Sell 67 4.46 bn Rbn 4.35 2 0.49 bn Rbn 0.31
Net -19 -0.94 bn Rbn -1.27 6 0.39 bn Rbn 0.46
Buy 153 11.90 bn Rbn 10.86 43 7.87 bn Rbn 6.73
Week to Date Sell 161 11.71 bn Rbn 11.26 35 9.98 bn Rbn 9.15
Net -8 0.20 bn Rbn -0.40 8 -2.10 bn Rbn -2.41
Buy 565 31.22 bn Rbn 28.68 173 38.48 bn Rbn 33.67
Month to Date Sell 541 36.93 bn Rbn 34.16 133 38.03 bn Rbn 34.72
Net 24 -5.70 bn Rbn -5.48 40 0.46 bn Rbn -1.05
Buy 12,148 821.31 bn Rbn 771.78 2,557 494.19 bn Rbn 435.43
Year to Date Sell 12,427 934.97 bn Rbn 871.34 3,466 1,001.80 bn Rbn 953.78
Net -279 -113.66 bn Rbn -99.57 -909 -507.61 bn Rbn -518.35

Index Levels

Code Index Yield Index Previous Return MTD Return YTD

ALBI20 All Bond Index 10.101% 837.256
Top 20 Composite 841.350 0.97% 1.77%
GOVI ALBI20 Issuer 10.104%
Class Split - 825.572
GOVI 829.674 0.98% 1.69%
OTHI ALBI20 Issuer 10.063%
Class Split - 894.486
OTHI 897.985 0.92% 2.61%
CILI15 3.201%
Composite Inflation 326.669
Linked Index Top 15 326.975 -0.17% 4.41%
ICOR 2.311%
CILI15 Issuer Class 412.745
Split - ICOR 413.366 0.15% 7.49%
IGOV 3.229%
CILI15 Issuer Class 323.115
Split - IGOV 323.398 -0.18% 4.21%
ISOE 2.967%
CILI15 Issuer Class 358.940
Split - ISOE 359.787 0.09% 8.51%
MMI JSE Money Market Index
0 305.106 305.070 0.22% 3.35%

ALBI Constituent Bonds

Bond Issuer Maturity MTM Previous YTD Low YTD High

R159 REPUBLIC OF SOUTH
Nov 2023
AFRICA 8.840% 8.840% 6.72% 8.95%
R203 REPUBLIC OF SOUTH
Aug 2025
AFRICA 9.810% 9.690% 8.33% 10.37%
ES18 ESKOM HOLDINGSAprLIMITED
2026 9.800% 9.680% 8.47% 10.42%
R204 REPUBLIC OF SOUTH
Oct 2026
AFRICA 9.035% 8.915% 7.54% 10.03%
R207 REPUBLIC OF SOUTH
Dec 2026
AFRICA 8.960% 8.840% 7.57% 9.52%
R208 REPUBLIC OF SOUTH
Nov 2027
AFRICA 11.310% 11.190% 9.47% 11.62%
ES23 ESKOM HOLDINGSJanLIMITED
2030 10.300% 10.185% 9.04% 11.09%
DV23 DEVELOPMENT FebBANK
2031
OF SOUTHERN
10.635%AFRICA 10.515% 9.31% 11.41%
R2023 REPUBLIC OF SOUTH
Mar 2032
AFRICA 10.770% 10.655% 9.47% 11.52%
ES26 ESKOM HOLDINGSSepLIMITED
2033 12.010% 11.945% 10.84% 12.78%
R186 REPUBLIC OF SOUTH
Jul 2034
AFRICA 11.830% 11.765% 10.55% 12.60%
R2030 REPUBLIC OF SOUTH
Feb 2035
AFRICA 11.060% 10.995% 9.89% 11.83%
R213 REPUBLIC OF SOUTH
Mar 2036
AFRICA 11.060% 10.995% 9.89% 11.83%
R2032 REPUBLIC OF SOUTH
Jan 2037
AFRICA 11.200% 11.135% 10.08% 11.99%
ES33 ESKOM HOLDINGSJanLIMITED
2040 11.295% 11.240% 10.23% 12.05%
R209 REPUBLIC OF SOUTH
Oct 2040
AFRICA 12.505% 12.445% 11.42% 13.33%
R2037 REPUBLIC OF SOUTH
Feb 2041
AFRICA 11.205% 11.145% 10.22% 11.97%
R214 REPUBLIC OF SOUTH
Apr 2042
AFRICA 12.305% 12.245% 11.29% 13.12%
R2044 REPUBLIC OF SOUTH
Jan 2044
AFRICA 11.285% 11.225% 10.30% 12.07%
R2048 REPUBLIC OF SOUTH
Feb 2048
AFRICA 11.210% 11.145% 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 5.817% 5.808% 3.89% 5.82%
JIBAR6 JIBAR 6 Month 6.875% 6.850% 4.66% 6.88%
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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