Markets and Commodity figures

10 December 2020

Total Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Deals Nominal Consideration Deals Nominal Consideration
Current Day 1,002 38.28 bn Rbn 37.28 123 16.73 bn Rbn 16.47
Week to Date 4,420 141.39 bn Rbn 140.71 1,201 151.60 bn Rbn 149.25
Month to Date 9,369 286.07 bn Rbn 280.35 2,308 305.33 bn Rbn 302.09
Year to Date 326,146 10,714.08 bn Rbn 10,331.44 69,958 10,614.55 bn Rbn 10,296.50

Foreign Client Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Party Deals Nominal Consideration Deals Nominal Consideration
Buy 72 6.55 bn Rbn 6.40 1 0.10 bn Rbn 0.09
Current Day Sell 55 6.58 bn Rbn 6.55 10 4.91 bn Rbn 5.00
Net 17 -0.03 bn Rbn -0.15 -9 -4.81 bn Rbn -4.92
Buy 251 17.65 bn Rbn 17.09 12 0.83 bn Rbn 0.73
Week to Date Sell 211 17.90 bn Rbn 17.14 59 35.21 bn Rbn 37.70
Net 40 -0.25 bn Rbn -0.05 -47 -34.38 bn Rbn -36.97
Buy 529 40.18 bn Rbn 39.18 36 2.86 bn Rbn 2.45
Month to Date Sell 450 33.29 bn Rbn 31.71 102 57.37 bn Rbn 62.21
Net 79 6.89 bn Rbn 7.47 -66 -54.52 bn Rbn -59.76
Buy 18,741 1,312.93 bn Rbn 1,266.99 2,970 435.37 bn Rbn 379.19
Year to Date Sell 18,988 1,373.09 bn Rbn 1,319.19 3,011 1,550.43 bn Rbn 1,636.22
Net -247 -60.16 bn Rbn -52.20 -41 -1,115.06 bn Rbn -1,257.04

Index Levels

Code Index Yield Index Previous Return MTD Return YTD

ALBI20 0.000%
All Bond Index Top 0.000
20 Composite 0.000 0.00% 0.00%
GOVI 0.000%Split - GOVI
ALBI20 Issuer Class 0.000 0.000 0.00% 0.00%
OTHI 0.000%
ALBI20 Issuer Class Split - 0.000
OTHI 0.000 0.00% 0.00%
CILI15 3.449%
Composite Inflation 274.128
Linked Index Top 15 273.521 3.34% 5.42%
ICOR 2.934%
CILI15 Issuer Class 351.638
Split - ICOR 351.612 1.10% 13.63%
IGOV 3.466%
CILI15 Issuer Class 271.259
Split - IGOV 270.621 3.48% 5.19%
ISOE 3.428%
CILI15 Issuer Class 297.154
Split - ISOE 297.157 1.20% 7.94%
MMI JSE Money Market Index
0 282.784 282.750 0.13% 5.47%

ALBI Constituent Bonds

Bond Issuer Maturity MTM Previous YTD Low YTD High

R159 REPUBLIC OF SOUTH
Jan 2023
AFRICA 5.685% 5.650% 4.93% 8.76%
R203 REPUBLIC OF SOUTH
Feb 2023
AFRICA 6.245% 6.210% 5.49% 8.99%
ES18 ESKOM HOLDINGSFebLIMITED
2023 4.645% 4.610% 3.85% 7.77%
R204 REPUBLIC OF SOUTH
Nov 2023
AFRICA 6.605% 6.570% 5.81% 9.17%
R207 REPUBLIC OF SOUTH
Aug 2025
AFRICA 8.375% 8.335% 8.18% 12.56%
R208 REPUBLIC OF SOUTH
Apr 2026
AFRICA 7.975% 7.935% 7.79% 12.19%
ES23 ESKOM HOLDINGSDecLIMITED
2026 6.955% 6.915% 6.77% 11.15%
DV23 DEVELOPMENT NovBANK
2027
OF SOUTHERN
8.765% AFRICA 8.725% 8.56% 12.77%
R2023 REPUBLIC OF SOUTH
Jan 2030
AFRICA 8.925% 8.915% 8.64% 12.34%
ES26 ESKOM HOLDINGSFebLIMITED
2031 9.395% 9.375% 8.91% 12.61%
R186 REPUBLIC OF SOUTH
Mar 2032
AFRICA 9.900% 9.885% 9.11% 12.86%
R2030 REPUBLIC OF SOUTH
Sep 2033
AFRICA 11.335% 11.310% 10.66% 14.17%
R213 REPUBLIC OF SOUTH
Feb 2035
AFRICA 10.570% 10.560% 9.52% 13.05%
R2032 REPUBLIC OF SOUTH
Mar 2036
AFRICA 10.335% 10.310% 9.58% 13.10%
ES33 ESKOM HOLDINGSJanLIMITED
2037 10.845% 10.815% 9.70% 13.20%
R209 REPUBLIC OF SOUTH
Jan 2040
AFRICA 10.950% 10.945% 9.85% 13.31%
R2037 REPUBLIC OF SOUTH
Feb 2041
AFRICA 10.815% 10.805% 9.81% 13.26%
R214 REPUBLIC OF SOUTH
Apr 2042
AFRICA 11.945% 11.935% 11.03% 14.48%
R2044 REPUBLIC OF SOUTH
Jan 2044
AFRICA 11.040% 11.040% 9.92% 13.33%
R2048 REPUBLIC OF SOUTH
Feb 2048
AFRICA 10.950% 10.945% 9.93% 13.31%

Other Rates

Code Description Rate Previous YTD Low YTD High

SAFEX SAFEX Overnight Deposit Rate3.310% 3.310% 3.28% 6.35%
JIBAR1 JIBAR 1 Month 3.450% 3.425% 3.31% 6.63%
JIBAR3 JIBAR 3 Month 3.567% 3.550% 3.33% 6.80%
JIBAR6 JIBAR 6 Month 3.858% 3.858% 3.36% 7.31%
RSA 2 year retail bond 4.75% 0 0 0
RSA 3 year retail bond 5.75% 0 0 0
RSA 5 year retail bond 7.75% 0 0 0
RSA 3 year inflation linked retail
2.50%
bond 0 0 0
RSA 5 year inflation linked retail
3.75%
bond 0 0 0
RSA 10 year inflation linked retail
4.75%
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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