Markets and Commodity figures

01 December 2022

Total Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Deals Nominal Consideration Deals Nominal Consideration
Current Day 2,407 81.04 bn Rbn 74.10 203 42.86 bn Rbn 43.13
Week to Date 6,423 195.42 bn Rbn 182.58 1,293 230.22 bn Rbn 212.77
Month to Date 2,407 81.04 bn Rbn 74.10 203 42.86 bn Rbn 43.13
Year to Date 313,191 9,472.60 bn Rbn 9,028.80 65,557 12,171.91 bn Rbn 11,407.92

Foreign Client Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Party Deals Nominal Consideration Deals Nominal Consideration
Buy 89 5.53 bn Rbn 4.82 14 2.17 bn Rbn 1.74
Current Day Sell 172 14.41 bn Rbn 12.92 23 6.44 bn Rbn 5.79
Net -83 -8.87 bn Rbn -8.11 -9 -4.27 bn Rbn -4.05
Buy 260 16.45 bn Rbn 14.35 44 7.63 bn Rbn 6.38
Week to Date Sell 354 25.82 bn Rbn 22.72 60 17.26 bn Rbn 16.02
Net -94 -9.38 bn Rbn -8.36 -16 -9.63 bn Rbn -9.64
Buy 89 5.53 bn Rbn 4.82 14 2.17 bn Rbn 1.74
Month to Date Sell 172 14.41 bn Rbn 12.92 23 6.44 bn Rbn 5.79
Net -83 -8.87 bn Rbn -8.11 -9 -4.27 bn Rbn -4.05
Buy 15,913 1,083.72 bn Rbn 1,013.25 3,503 692.22 bn Rbn 606.33
Year to Date Sell 16,333 1,236.89 bn Rbn 1,146.08 4,350 1,238.05 bn Rbn 1,176.57
Net -420 -153.17 bn Rbn -132.84 -847 -545.83 bn Rbn -570.24

Index Levels

Code Index Yield Index Previous Return MTD Return YTD

ALBI20 All Bond Index 10.578% 817.980
Top 20 Composite 852.448 -4.04% -0.58%
GOVI 10.582%
ALBI20 Issuer Class Split - 806.357
GOVI 840.412 -4.05% -0.68%
OTHI 10.522%
ALBI20 Issuer Class Split - 876.624
OTHI 912.510 -3.93% 0.56%
CILI15 4.518%
Composite Inflation 313.675
Linked Index Top 15 317.856 -1.32% 0.25%
ICOR 4.765%
CILI15 Issuer Class 400.785
Split - ICOR 402.017 -0.31% 4.38%
IGOV 4.491%
CILI15 Issuer Class 310.275
Split - IGOV 314.631 -1.38% 0.07%
ISOE 5.020%
CILI15 Issuer Class 342.939
Split - ISOE 343.427 -0.14% 3.67%
MMI JSE Money Market Index
0 308.980 308.921 0.02% 4.66%

ALBI Constituent Bonds

Bond Issuer Maturity MTM Previous YTD Low YTD High

R159 REPUBLIC OF SOUTH
Aug 2025
AFRICA 10.170% 9.560% 8.33% 10.37%
R203 REPUBLIC OF SOUTH
Apr 2026
AFRICA 10.140% 9.530% 8.47% 10.42%
ES18 ESKOM HOLDINGSOctLIMITED
2026 9.675% 9.065% 7.54% 10.03%
R204 REPUBLIC OF SOUTH
Dec 2026
AFRICA 9.320% 8.710% 7.57% 9.52%
R207 REPUBLIC OF SOUTH
Nov 2027
AFRICA 11.630% 11.020% 9.47% 11.87%
R208 REPUBLIC OF SOUTH
Jan 2030
AFRICA 10.970% 10.245% 9.04% 11.09%
ES23 ESKOM HOLDINGSOctLIMITED
2030 12.530% 11.805% 10.63% 12.69%
DV23 DEVELOPMENT FebBANK
2031
OF SOUTHERN
11.340%AFRICA 10.615% 9.31% 11.41%
R2023 REPUBLIC OF SOUTH
Mar 2032
AFRICA 11.510% 10.790% 9.47% 11.52%
ES26 ESKOM HOLDINGSSepLIMITED
2033 12.860% 12.165% 10.84% 12.86%
R186 REPUBLIC OF SOUTH
Jul 2034
AFRICA 12.695% 12.000% 10.55% 12.70%
R2030 REPUBLIC OF SOUTH
Feb 2035
AFRICA 11.900% 11.210% 9.89% 11.90%
R213 REPUBLIC OF SOUTH
Mar 2036
AFRICA 11.920% 11.225% 9.89% 11.92%
R2032 REPUBLIC OF SOUTH
Jan 2037
AFRICA 12.080% 11.395% 10.08% 12.08%
ES33 ESKOM HOLDINGSJanLIMITED
2040 12.185% 11.490% 10.23% 12.19%
R209 REPUBLIC OF SOUTH
Oct 2040
AFRICA 13.210% 12.520% 11.42% 13.33%
R2037 REPUBLIC OF SOUTH
Feb 2041
AFRICA 12.030% 11.340% 10.22% 12.03%
R214 REPUBLIC OF SOUTH
Apr 2042
AFRICA 13.090% 12.400% 11.29% 13.12%
R2044 REPUBLIC OF SOUTH
Jan 2044
AFRICA 12.120% 11.435% 10.30% 12.12%
R2048 REPUBLIC OF SOUTH
Feb 2048
AFRICA 12.010% 11.320% 10.22% 12.03%

Other Rates

Code Description Rate Previous YTD Low YTD High

SAFEX SAFEX Overnight Deposit Rate6.820% 6.820% 3.58% 6.82%
JIBAR1 JIBAR 1 Month 7.017% 7.017% 3.74% 7.02%
JIBAR3 JIBAR 3 Month 7.200% 7.200% 3.89% 7.20%
JIBAR6 JIBAR 6 Month 7.842% 7.833% 4.66% 7.85%
RSA 2 year retail bond 8.50% 0 0 0
RSA 3 year retail bond 9.00% 0 0 0
RSA 5 year retail bond 10.50% 0 0 0
RSA 3 year inflation linked retail
4.00%
bond 0 0 0
RSA 5 year inflation linked retail
4.50%
bond 0 0 0
RSA 10 year inflation linked retail
5.00%
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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