Markets and Commodity figures

14 November 2022

Total Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Deals Nominal Consideration Deals Nominal Consideration
Current Day 1,539 52.29 bn Rbn 48.36 201 44.69 bn Rbn 41.57
Week to Date 1,539 52.29 bn Rbn 48.36 201 44.69 bn Rbn 41.57
Month to Date 13,500 433.61 bn Rbn 407.92 2,786 478.40 bn Rbn 443.80
Year to Date 293,348 8,838.79 bn Rbn 8,432.52 61,611 11,439.32 bn Rbn 10,722.38

Foreign Client Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Party Deals Nominal Consideration Deals Nominal Consideration
Buy 92 6.65 bn Rbn 6.25 15 3.13 bn Rbn 2.69
Current Day Sell 68 6.91 bn Rbn 6.26 15 5.50 bn Rbn 4.87
Net 24 -0.26 bn Rbn -0.01 -2.37 bn Rbn -2.18
Buy 92 6.65 bn Rbn 6.25 15 3.13 bn Rbn 2.69
Week to Date Sell 68 6.91 bn Rbn 6.26 15 5.50 bn Rbn 4.87
Net 24 -0.26 bn Rbn -0.01 -2.37 bn Rbn -2.18
Buy 798 51.54 bn Rbn 47.51 163 30.60 bn Rbn 25.49
Month to Date Sell 647 56.14 bn Rbn 51.29 193 49.91 bn Rbn 45.87
Net 151 -4.60 bn Rbn -3.79 -30 -19.31 bn Rbn -20.38
Buy 14,909 1,012.31 bn Rbn 949.03 3,329 653.93 bn Rbn 573.48
Year to Date Sell 15,306 1,156.70 bn Rbn 1,073.91 4,089 1,152.51 bn Rbn 1,094.69
Net -397 -144.39 bn Rbn -124.88 -760 -498.58 bn Rbn -521.20

Index Levels

Code Index Yield Index Previous Return MTD Return YTD

ALBI20 All Bond Index 10.069% 854.136
Top 20 Composite 854.811 4.12% 3.82%
GOVI 10.072%
ALBI20 Issuer Class Split - 842.082
GOVI 842.715 4.14% 3.72%
OTHI 10.033%
ALBI20 Issuer Class Split - 914.238
OTHI 915.397 3.86% 4.87%
CILI15 4.229%
Composite Inflation 321.553
Linked Index Top 15 322.823 1.81% 2.77%
ICOR 4.412%
CILI15 Issuer Class 408.171
Split - ICOR 408.421 -0.26% 6.30%
IGOV 4.211%
CILI15 Issuer Class 318.082
Split - IGOV 319.385 1.90% 2.59%
ISOE 4.546%
CILI15 Issuer Class 351.939
Split - ISOE 352.641 0.75% 6.39%
MMI JSE Money Market Index
0 308.297 308.111 0.27% 4.43%

ALBI Constituent Bonds

Bond Issuer Maturity MTM Previous YTD Low YTD High

R159 REPUBLIC OF SOUTH
Aug 2025
AFRICA 9.510% 9.555% 8.33% 10.37%
R203 REPUBLIC OF SOUTH
Apr 2026
AFRICA 9.480% 9.525% 8.47% 10.42%
ES18 ESKOM HOLDINGSOctLIMITED
2026 9.015% 9.060% 7.54% 10.03%
R204 REPUBLIC OF SOUTH
Dec 2026
AFRICA 8.660% 8.705% 7.57% 9.52%
R207 REPUBLIC OF SOUTH
Nov 2027
AFRICA 10.970% 11.015% 9.47% 11.87%
R208 REPUBLIC OF SOUTH
Jan 2030
AFRICA 10.190% 10.185% 9.04% 11.09%
ES23 ESKOM HOLDINGSOctLIMITED
2030 11.750% 11.745% 10.63% 12.69%
DV23 DEVELOPMENT FebBANK
2031
OF SOUTHERN
10.555%AFRICA 10.560% 9.31% 11.41%
R2023 REPUBLIC OF SOUTH
Mar 2032
AFRICA 10.680% 10.685% 9.47% 11.52%
ES26 ESKOM HOLDINGSSepLIMITED
2033 12.040% 12.020% 10.84% 12.80%
R186 REPUBLIC OF SOUTH
Jul 2034
AFRICA 11.875% 11.855% 10.55% 12.64%
R2030 REPUBLIC OF SOUTH
Feb 2035
AFRICA 11.090% 11.070% 9.89% 11.87%
R213 REPUBLIC OF SOUTH
Mar 2036
AFRICA 11.100% 11.080% 9.89% 11.86%
R2032 REPUBLIC OF SOUTH
Jan 2037
AFRICA 11.245% 11.220% 10.08% 12.01%
ES33 ESKOM HOLDINGSJanLIMITED
2040 11.340% 11.300% 10.23% 12.05%
R209 REPUBLIC OF SOUTH
Oct 2040
AFRICA 12.400% 12.355% 11.42% 13.33%
R2037 REPUBLIC OF SOUTH
Feb 2041
AFRICA 11.220% 11.175% 10.22% 11.97%
R214 REPUBLIC OF SOUTH
Apr 2042
AFRICA 12.280% 12.235% 11.29% 13.12%
R2044 REPUBLIC OF SOUTH
Jan 2044
AFRICA 11.310% 11.265% 10.30% 12.07%
R2048 REPUBLIC OF SOUTH
Feb 2048
AFRICA 11.215% 11.175% 10.22% 12.03%

Other Rates

Code Description Rate Previous YTD Low YTD High

SAFEX SAFEX Overnight Deposit Rate6.060% 6.070% 3.58% 6.08%
JIBAR1 JIBAR 1 Month 6.375% 6.375% 3.74% 6.38%
JIBAR3 JIBAR 3 Month 6.583% 6.583% 3.89% 6.58%
JIBAR6 JIBAR 6 Month 7.442% 7.442% 4.66% 7.53%
RSA 2 year retail bond 9.50% 0 0 0
RSA 3 year retail bond 9.75% 0 0 0
RSA 5 year retail bond 11.50% 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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