Markets and Commodity figures

07 December 2021

Total Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Deals Nominal Consideration Deals Nominal Consideration
Current Day 1,149 45.36 bn Rbn 43.62 616 101.95 bn Rbn 102.71
Week to Date 2,993 83.59 bn Rbn 81.46 860 152.46 bn Rbn 153.83
Month to Date 9,074 222.34 bn Rbn 219.89 1,415 274.62 bn Rbn 279.64
Year to Date 314,762 9,511.65 bn Rbn 9,364.75 71,018 11,880.20 bn Rbn 11,545.26

Foreign Client Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Party Deals Nominal Consideration Deals Nominal Consideration
Buy 67 5.42 bn Rbn 4.95 6 1.33 bn Rbn 1.15
Current Day Sell 71 4.72 bn Rbn 4.53 16 4.44 bn Rbn 3.63
Net -4 0.70 bn Rbn 0.41 -10 -3.12 bn Rbn -2.48
Buy 147 10.07 bn Rbn 9.49 12 2.15 bn Rbn 1.91
Week to Date Sell 158 9.57 bn Rbn 9.47 37 12.11 bn Rbn 11.79
Net -11 0.49 bn Rbn 0.01 -25 -9.96 bn Rbn -9.88
Buy 439 23.95 bn Rbn 22.99 34 5.72 bn Rbn 5.34
Month to Date Sell 426 28.09 bn Rbn 27.65 107 37.54 bn Rbn 34.06
Net 13 -4.15 bn Rbn -4.66 -73 -31.82 bn Rbn -28.72
Buy 16,224 1,059.84 bn Rbn 1,027.47 1,718 264.79 bn Rbn 239.69
Year to Date Sell 16,811 1,214.91 bn Rbn 1,179.85 3,801 1,598.67 bn Rbn 1,598.48
Net -587 -155.07 bn Rbn -152.38 -2,083 -1,333.88 bn Rbn -1,358.79

Index Levels

Code Index Yield Index Previous Return MTD Return YTD

ALBI20 9.554%
All Bond Index Top 814.124
20 Composite 811.948 1.61% 7.27%
GOVI 9.563%Split - 803.523
ALBI20 Issuer Class GOVI 801.438 1.61% 7.14%
OTHI 9.481%
ALBI20 Issuer Class Split - 861.430
OTHI 858.569 1.62% 8.31%
CILI15 3.471%
Composite Inflation 302.029
Linked Index Top 15 301.027 0.90% 11.45%
ICOR 2.970%
CILI15 Issuer Class 379.371
Split - ICOR 378.447 0.28% 8.26%
IGOV 3.478%
CILI15 Issuer Class 298.993
Split - IGOV 297.996 0.93% 11.55%
ISOE 4.180%
CILI15 Issuer Class 325.799
Split - ISOE 324.326 0.14% 10.23%
MMI JSE Money Market Index
0 294.401 294.361 0.08% 3.78%

ALBI Constituent Bonds

Bond Issuer Maturity MTM Previous YTD Low YTD High

R159 REPUBLIC OF SOUTH
Feb 2023
AFRICA 4.920% 4.915% 4.41% 5.58%
R203 REPUBLIC OF SOUTH
Nov 2023
AFRICA 6.540% 6.535% 6.38% 7.48%
ES18 ESKOM HOLDINGSAugLIMITED
2025 8.700% 8.710% 7.98% 9.17%
R204 REPUBLIC OF SOUTH
Apr 2026
AFRICA 8.775% 8.785% 7.57% 9.16%
R207 REPUBLIC OF SOUTH
Dec 2026
AFRICA 7.875% 7.885% 6.56% 8.26%
R208 REPUBLIC OF SOUTH
Nov 2027
AFRICA 9.745% 9.755% 8.37% 10.06%
ES23 ESKOM HOLDINGS
NovLIMITED
2028 10.175% 10.185% 8.58% 10.49%
DV23 DEVELOPMENT JanBANK
2030
OF SOUTHERN
9.460% AFRICA 9.470% 8.42% 9.91%
R2023 REPUBLIC OF SOUTH
Feb 2031
AFRICA 9.725% 9.755% 8.90% 10.19%
ES26 ESKOM HOLDINGS
MarLIMITED
2032 9.920% 9.955% 9.30% 10.40%
R186 REPUBLIC OF SOUTH
Sep 2033
AFRICA 11.325% 11.370% 10.79% 12.00%
R2030 REPUBLIC OF SOUTH
Jul 2034
AFRICA 11.245% 11.290% 10.86% 12.06%
R213 REPUBLIC OF SOUTH
Feb 2035
AFRICA 10.415% 10.460% 9.91% 11.08%
R2032 REPUBLIC OF SOUTH
Mar 2036
AFRICA 10.375% 10.420% 9.84% 11.01%
ES33 ESKOM HOLDINGSJanLIMITED
2037 10.560% 10.615% 10.16% 11.34%
R209 REPUBLIC OF SOUTH
Jan 2040
AFRICA 10.650% 10.700% 10.30% 11.44%
R2037 REPUBLIC OF SOUTH
Feb 2041
AFRICA 10.650% 10.705% 10.26% 11.37%
R214 REPUBLIC OF SOUTH
Apr 2042
AFRICA 11.720% 11.775% 11.33% 12.48%
R2044 REPUBLIC OF SOUTH
Jan 2044
AFRICA 10.675% 10.735% 10.36% 11.49%
R2048 REPUBLIC OF SOUTH
Feb 2048
AFRICA 10.625% 10.670% 10.27% 11.42%

Other Rates

Code Description Rate Previous YTD Low YTD High

SAFEX SAFEX Overnight Deposit Rate3.570% 3.570% 3.31% 3.58%
JIBAR1 JIBAR 1 Month 3.725% 3.725% 3.48% 3.73%
JIBAR3 JIBAR 3 Month 3.867% 3.867% 3.64% 3.87%
JIBAR6 JIBAR 6 Month 4.525% 4.533% 3.86% 4.55%
RSA 2 year retail bond 6.75% 0 0 0
RSA 3 year retail bond 7.75% 0 0 0
RSA 5 year retail bond 9.75% 0 0 0
RSA 3 year inflation linked retail
3.50%
bond 0 0 0
RSA 5 year inflation linked retail
3.75%
bond 0 0 0
RSA 10 year inflation linked retail
4.50%
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
DATA DISCLAIMER
To the extent allowed by law, JSE Limited (the JSE) does not (expressly, tacitly or implicitly) guarantee or warrant the availability,
sequence, accuracy, completeness, reliability or any other aspect of any of the data (Data), or that any Data is up to date.
To the extent allowed by law, neither the JSE nor any of its directors, officers, employees, contractors, agents or representatives are
liable in any way to the reader or to any other natural or juristic person (Person) for any loss or damage as a result of (i) the display
of any Data in this bulltetin, or (ii) any Data being unavailable in this bulletin at any time and for any reason, or (iii) any delay,
inaccuracy, error, or omission in relation to any Data, or (iv) any actions taken or not taken by or on behalf of any Person in reliance
on any Data. The JSE is entitled to terminate the production of any Data at any time, without notice and without liability to any Person.

These figures are supplied by parties external to Business Day. Business Day will not warrant the accuracy of the figures.