Markets and Commodity figures

22 September 2022

Total Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Deals Nominal Consideration Deals Nominal Consideration
Current Day 727 29.84 bn Rbn 28.54 119 35.05 bn Rbn 29.75
Week to Date 4,036 121.24 bn Rbn 112.10 1,139 204.87 bn Rbn 182.99
Month to Date 18,289 503.77 bn Rbn 481.73 4,005 662.50 bn Rbn 607.92
Year to Date 248,369 7,394.83 bn Rbn 7,080.19 51,724 9,710.51 bn Rbn 9,133.02

Foreign Client Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Party Deals Nominal Consideration Deals Nominal Consideration
Buy 42 1.84 bn Rbn 1.77 10 1.96 bn Rbn 1.57
Current Day Sell 53 3.44 bn Rbn 3.31 10 2.09 bn Rbn 1.59
Net -11 -1.61 bn Rbn -1.54 -0.13 bn Rbn -0.02
Buy 183 12.77 bn Rbn 12.82 51 12.18 bn Rbn 11.62
Week to Date Sell 192 17.17 bn Rbn 16.97 56 13.25 bn Rbn 11.73
Net -9 -4.40 bn Rbn -4.14 -5 -1.07 bn Rbn -0.12
Buy 872 53.34 bn Rbn 51.29 251 54.23 bn Rbn 48.32
Month to Date Sell 874 63.92 bn Rbn 61.47 219 57.13 bn Rbn 52.35
Net -2 -10.58 bn Rbn -10.17 32 -2.91 bn Rbn -4.03
Buy 12,455 843.42 bn Rbn 794.39 2,635 509.93 bn Rbn 450.08
Year to Date Sell 12,760 961.96 bn Rbn 898.65 3,552 1,020.91 bn Rbn 971.41
Net -305 -118.54 bn Rbn -104.26 -917 -510.97 bn Rbn -521.33

Index Levels

Code Index Yield Index Previous Return MTD Return YTD

ALBI20 All Bond Index 10.229% 828.738
Top 20 Composite 829.713 -0.05% 0.73%
GOVI 10.233%
ALBI20 Issuer Class Split - 817.139
GOVI 818.104 -0.05% 0.65%
OTHI 10.185%
ALBI20 Issuer Class Split - 885.815
OTHI 886.811 -0.06% 1.61%
CILI15 3.378%
Composite Inflation 324.723
Linked Index Top 15 325.293 -0.76% 3.79%
ICOR 2.780%
CILI15 Issuer Class 411.091
Split - ICOR 411.605 -0.25% 7.06%
IGOV 3.398%
CILI15 Issuer Class 321.118
Split - IGOV 321.710 -0.80% 3.57%
ISOE 3.174%
CILI15 Issuer Class 358.688
Split - ISOE 358.530 0.02% 8.43%
MMI JSE Money Market Index
0 305.405 305.353 0.32% 3.45%

ALBI Constituent Bonds

Bond Issuer Maturity MTM Previous YTD Low YTD High

R159 REPUBLIC OF SOUTH
Nov 2023
AFRICA 8.870% 8.870% 6.72% 8.95%
R203 REPUBLIC OF SOUTH
Aug 2025
AFRICA 9.965% 9.925% 8.33% 10.37%
ES18 ESKOM HOLDINGSAprLIMITED
2026 9.955% 9.915% 8.47% 10.42%
R204 REPUBLIC OF SOUTH
Oct 2026
AFRICA 9.190% 9.150% 7.54% 10.03%
R207 REPUBLIC OF SOUTH
Dec 2026
AFRICA 9.115% 9.075% 7.57% 9.52%
R208 REPUBLIC OF SOUTH
Nov 2027
AFRICA 11.465% 11.425% 9.47% 11.62%
ES23 ESKOM HOLDINGSJanLIMITED
2030 10.510% 10.485% 9.04% 11.09%
DV23 DEVELOPMENT FebBANK
2031
OF SOUTHERN
10.850%AFRICA 10.825% 9.31% 11.41%
R2023 REPUBLIC OF SOUTH
Mar 2032
AFRICA 10.970% 10.950% 9.47% 11.52%
ES26 ESKOM HOLDINGSSepLIMITED
2033 12.220% 12.195% 10.84% 12.78%
R186 REPUBLIC OF SOUTH
Jul 2034
AFRICA 12.040% 12.015% 10.55% 12.60%
R2030 REPUBLIC OF SOUTH
Feb 2035
AFRICA 11.270% 11.250% 9.89% 11.83%
R213 REPUBLIC OF SOUTH
Mar 2036
AFRICA 11.270% 11.245% 9.89% 11.83%
R2032 REPUBLIC OF SOUTH
Jan 2037
AFRICA 11.410% 11.390% 10.08% 11.99%
ES33 ESKOM HOLDINGSJanLIMITED
2040 11.495% 11.470% 10.23% 12.05%
R209 REPUBLIC OF SOUTH
Oct 2040
AFRICA 12.920% 12.900% 11.42% 13.33%
R2037 REPUBLIC OF SOUTH
Feb 2041
AFRICA 11.410% 11.390% 10.22% 11.97%
R214 REPUBLIC OF SOUTH
Apr 2042
AFRICA 12.510% 12.490% 11.29% 13.12%
R2044 REPUBLIC OF SOUTH
Jan 2044
AFRICA 11.485% 11.465% 10.30% 12.07%
R2048 REPUBLIC OF SOUTH
Feb 2048
AFRICA 11.410% 11.390% 10.22% 12.03%

Other Rates

Code Description Rate Previous YTD Low YTD High

SAFEX SAFEX Overnight Deposit Rate5.320% 5.320% 3.58% 5.33%
JIBAR1 JIBAR 1 Month 5.750% 5.725% 3.74% 5.75%
JIBAR3 JIBAR 3 Month 5.983% 5.958% 3.89% 5.98%
JIBAR6 JIBAR 6 Month 7.075% 7.067% 4.66% 7.08%
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
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.