Markets and Commodity figures

02 October 2022

Total Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Deals Nominal Consideration Deals Nominal Consideration
Current Day 1,310 29.80 bn Rbn 28.39 129 22.92 bn Rbn 19.59
Week to Date 7,515 219.73 bn Rbn 207.19 1,345 241.43 bn Rbn 209.16
Month to Date 27,139 763.04 bn Rbn 725.61 5,533 946.02 bn Rbn 859.27
Year to Date 257,219 7,654.11 bn Rbn 7,324.07 53,252 9,994.04 bn Rbn 9,384.37

Foreign Client Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Party Deals Nominal Consideration Deals Nominal Consideration
Buy 59 3.92 bn Rbn 3.59 18 2.96 bn Rbn 2.53
Current Day Sell 89 4.82 bn Rbn 4.16 11 2.33 bn Rbn 2.45
Net -30 -0.90 bn Rbn -0.57 7 0.63 bn Rbn 0.08
Buy 368 17.92 bn Rbn 16.73 94 17.94 bn Rbn 15.29
Week to Date Sell 401 26.89 bn Rbn 23.37 66 12.90 bn Rbn 10.97
Net -33 -8.97 bn Rbn -6.63 28 5.04 bn Rbn 4.32
Buy 1,297 74.95 bn Rbn 71.38 370 76.53 bn Rbn 67.17
Month to Date Sell 1,333 95.46 bn Rbn 89.30 300 73.67 bn Rbn 66.76
Net -36 -20.51 bn Rbn -17.93 70 2.87 bn Rbn 0.41
Buy 12,880 865.03 bn Rbn 814.47 2,754 532.24 bn Rbn 468.93
Year to Date Sell 13,219 993.50 bn Rbn 926.49 3,633 1,037.44 bn Rbn 985.82
Net -339 -128.47 bn Rbn -112.01 -879 -505.20 bn Rbn -516.89

Index Levels

Code Index Yield Index Previous Return MTD Return YTD

ALBI20 All Bond Index 10.472% 811.672
Top 20 Composite 806.603 -2.11% -1.34%
GOVI ALBI20 Issuer 10.477%
Class Split - 800.213
GOVI 795.187 -2.12% -1.44%
OTHI ALBI20 Issuer 10.412%
Class Split - 868.872
OTHI 863.832 -1.97% -0.33%
CILI15 3.669%
Composite Inflation 319.864
Linked Index Top 15 318.699 -2.25% 2.23%
ICOR 3.121%
CILI15 Issuer Class 410.799
Split - ICOR 409.394 -0.32% 6.99%
IGOV 3.683%
CILI15 Issuer Class 316.168
Split - IGOV 315.057 -2.33% 1.97%
ISOE 3.602%
CILI15 Issuer Class 354.689
Split - ISOE 352.065 -1.09% 7.22%
MMI JSE Money Market Index
0 305.611 305.551 0.39% 3.52%

ALBI Constituent Bonds

Bond Issuer Maturity MTM Previous YTD Low YTD High

R159 REPUBLIC OF SOUTH
Nov 2023
AFRICA 9.125% 9.100% 6.72% 9.19%
R203 REPUBLIC OF SOUTH
Aug 2025
AFRICA 10.290% 10.370% 8.33% 10.37%
ES18 ESKOM HOLDINGSAprLIMITED
2026 10.280% 10.360% 8.47% 10.42%
R204 REPUBLIC OF SOUTH
Oct 2026
AFRICA 9.515% 9.595% 7.54% 10.03%
R207 REPUBLIC OF SOUTH
Dec 2026
AFRICA 9.440% 9.520% 7.57% 9.52%
R208 REPUBLIC OF SOUTH
Nov 2027
AFRICA 11.790% 11.870% 9.47% 11.87%
ES23 ESKOM HOLDINGSJanLIMITED
2030 10.865% 10.955% 9.04% 11.09%
DV23 DEVELOPMENT FebBANK
2031
OF SOUTHERN
11.210%AFRICA 11.315% 9.31% 11.41%
R2023 REPUBLIC OF SOUTH
Mar 2032
AFRICA 11.330% 11.440% 9.47% 11.52%
ES26 ESKOM HOLDINGSSepLIMITED
2033 12.620% 12.715% 10.84% 12.78%
R186 REPUBLIC OF SOUTH
Jul 2034
AFRICA 12.440% 12.535% 10.55% 12.60%
R2030 REPUBLIC OF SOUTH
Feb 2035
AFRICA 11.665% 11.765% 9.89% 11.83%
R213 REPUBLIC OF SOUTH
Mar 2036
AFRICA 11.670% 11.765% 9.89% 11.83%
R2032 REPUBLIC OF SOUTH
Jan 2037
AFRICA 11.805% 11.895% 10.08% 11.99%
ES33 ESKOM HOLDINGSJanLIMITED
2040 11.885% 11.980% 10.23% 12.05%
R209 REPUBLIC OF SOUTH
Oct 2040
AFRICA 13.025% 13.125% 11.42% 13.33%
R2037 REPUBLIC OF SOUTH
Feb 2041
AFRICA 11.800% 11.900% 10.22% 11.97%
R214 REPUBLIC OF SOUTH
Apr 2042
AFRICA 12.900% 13.000% 11.29% 13.12%
R2044 REPUBLIC OF SOUTH
Jan 2044
AFRICA 11.875% 11.980% 10.30% 12.07%
R2048 REPUBLIC OF SOUTH
Feb 2048
AFRICA 11.800% 11.905% 10.22% 12.03%

Other Rates

Code Description Rate Previous YTD Low YTD High

SAFEX SAFEX Overnight Deposit Rate6.080% 6.080% 3.58% 6.08%
JIBAR1 JIBAR 1 Month 6.308% 6.308% 3.74% 6.31%
JIBAR3 JIBAR 3 Month 6.467% 6.467% 3.89% 6.47%
JIBAR6 JIBAR 6 Month 7.333% 7.333% 4.66% 7.33%
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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