Markets and Commodity figures

26 July 2021

Total Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Deals Nominal Consideration Deals Nominal Consideration
Current Day 1,329 28.49 bn Rbn 27.33 210 45.07 bn Rbn 40.52
Week to Date 1,329 28.49 bn Rbn 27.33 210 45.07 bn Rbn 40.52
Month to Date 20,989 650.89 bn Rbn 635.53 4,972 855.74 bn Rbn 816.75
Year to Date 191,922 6,040.61 bn Rbn 5,929.81 42,229 6,572.02 bn Rbn 6,356.18

Foreign Client Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Party Deals Nominal Consideration Deals Nominal Consideration
Buy 62 3.24 bn Rbn 3.33 7 0.20 bn Rbn 0.20
Current Day Sell 72 2.71 bn Rbn 2.54 20 6.68 bn Rbn 6.04
Net -10 0.52 bn Rbn 0.79 -13 -6.47 bn Rbn -5.84
Buy 62 3.24 bn Rbn 3.33 7 0.20 bn Rbn 0.20
Week to Date Sell 72 2.71 bn Rbn 2.54 20 6.68 bn Rbn 6.04
Net -10 0.52 bn Rbn 0.79 -13 -6.47 bn Rbn -5.84
Buy 1,206 78.52 bn Rbn 75.80 147 16.22 bn Rbn 15.39
Month to Date Sell 1,344 85.40 bn Rbn 81.72 283 110.01 bn Rbn 111.71
Net -138 -6.88 bn Rbn -5.92 -136 -93.79 bn Rbn -96.32
Buy 10,221 698.26 bn Rbn 677.82 960 126.02 bn Rbn 115.18
Year to Date Sell 10,633 746.70 bn Rbn 724.76 2,212 1,013.57 bn Rbn 1,026.76
Net -412 -48.43 bn Rbn -46.94 -1,252 -887.56 bn Rbn -911.57

Index Levels

Code Index Yield Index Previous Return MTD Return YTD

ALBI20 9.385%
All Bond Index Top 798.032
20 Composite 791.643 0.15% 5.15%
GOVI 9.391%Split - 788.358
ALBI20 Issuer Class GOVI 782.141 0.18% 5.12%
OTHI 9.340%
ALBI20 Issuer Class Split - 838.166
OTHI 830.648 -0.16% 5.39%
CILI15 3.306%
Composite Inflation 291.455
Linked Index Top 15 291.388 -0.12% 7.55%
ICOR 2.339%
CILI15 Issuer Class 370.640
Split - ICOR 370.668 0.44% 5.77%
IGOV 3.328%
CILI15 Issuer Class 288.385
Split - IGOV 288.305 -0.15% 7.59%
ISOE 3.375%
CILI15 Issuer Class 318.698
Split - ISOE 318.985 0.15% 7.82%
MMI JSE Money Market Index
0 290.207 290.099 0.29% 2.31%

ALBI Constituent Bonds

Bond Issuer Maturity MTM Previous YTD Low YTD High

R159 REPUBLIC OF SOUTH
Feb 2023
AFRICA 6.595% 6.605% 6.03% 7.10%
R203 REPUBLIC OF SOUTH
Feb 2023
AFRICA 4.975% 4.985% 4.41% 5.49%
ES18 ESKOM HOLDINGS
NovLIMITED
2023 6.675% 6.685% 6.38% 7.48%
R204 REPUBLIC OF SOUTH
Aug 2025
AFRICA 8.270% 8.320% 7.98% 9.17%
R207 REPUBLIC OF SOUTH
Apr 2026
AFRICA 8.230% 8.280% 7.57% 8.76%
R208 REPUBLIC OF SOUTH
Oct 2026
AFRICA 7.065% 7.115% 6.51% 7.68%
ES23 ESKOM HOLDINGSDecLIMITED
2026 7.280% 7.330% 6.56% 7.75%
DV23 DEVELOPMENT NovBANK
2027
OF SOUTHERN
9.140% AFRICA 9.150% 8.37% 9.53%
R2023 REPUBLIC OF SOUTH
Jan 2030
AFRICA 8.845% 8.930% 8.42% 9.54%
ES26 ESKOM HOLDINGSFebLIMITED
2031 9.230% 9.330% 8.90% 9.99%
R186 REPUBLIC OF SOUTH
Mar 2032
AFRICA 9.610% 9.710% 9.30% 10.39%
R2030 REPUBLIC OF SOUTH
Sep 2033
AFRICA 11.185% 11.320% 10.79% 12.00%
R213 REPUBLIC OF SOUTH
Feb 2035
AFRICA 10.230% 10.370% 9.91% 11.08%
R2032 REPUBLIC OF SOUTH
Mar 2036
AFRICA 10.235% 10.370% 9.84% 11.01%
ES33 ESKOM HOLDINGSJanLIMITED
2037 10.510% 10.655% 10.16% 11.34%
R209 REPUBLIC OF SOUTH
Jan 2040
AFRICA 10.660% 10.820% 10.30% 11.44%
R2037 REPUBLIC OF SOUTH
Feb 2041
AFRICA 10.660% 10.820% 10.26% 11.37%
R214 REPUBLIC OF SOUTH
Apr 2042
AFRICA 11.730% 11.890% 11.33% 12.48%
R2044 REPUBLIC OF SOUTH
Jan 2044
AFRICA 10.725% 10.890% 10.36% 11.49%
R2048 REPUBLIC OF SOUTH
Feb 2048
AFRICA 10.660% 10.825% 10.27% 11.42%

Other Rates

Code Description Rate Previous YTD Low YTD High

SAFEX SAFEX Overnight Deposit Rate3.310% 3.310% 3.31% 3.32%
JIBAR1 JIBAR 1 Month 3.500% 3.500% 3.48% 3.53%
JIBAR3 JIBAR 3 Month 3.683% 3.683% 3.64% 3.69%
JIBAR6 JIBAR 6 Month 4.175% 4.200% 3.86% 4.25%
RSA 2 year retail bond 6.25% 0 0 0
RSA 3 year retail bond 7.00% 0 0 0
RSA 5 year retail bond 8.50% 0 0 0
RSA 3 year inflation linked retail
2.25%
bond 0 0 0
RSA 5 year inflation linked retail
2.75%
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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