Markets and Commodity figures

16 December 2021

Total Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Deals Nominal Consideration Deals Nominal Consideration
Current Day 820 23.95 bn Rbn 23.54 130 32.86 bn Rbn 32.74
Week to Date 2,876 66.16 bn Rbn 64.52 890 180.82 bn Rbn 183.06
Month to Date 15,849 396.00 bn Rbn 390.91 2,723 560.35 bn Rbn 566.81
Year to Date 321,537 9,685.30 bn Rbn 9,535.76 72,326 12,165.92 bn Rbn 11,832.43

Foreign Client Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Party Deals Nominal Consideration Deals Nominal Consideration
Buy 83 2.55 bn Rbn 2.57 1 0.08 bn Rbn 0.07
Current Day Sell 46 2.47 bn Rbn 2.33 15 7.19 bn Rbn 6.39
Net 37 0.08 bn Rbn 0.24 -14 -7.11 bn Rbn -6.32
Buy 189 6.35 bn Rbn 6.18 23 3.11 bn Rbn 2.70
Week to Date Sell 129 6.34 bn Rbn 6.19 53 21.77 bn Rbn 20.69
Net 60 0.01 bn Rbn -0.01 -30 -18.66 bn Rbn -18.00
Buy 845 41.10 bn Rbn 39.56 73 10.76 bn Rbn 9.57
Month to Date Sell 733 45.13 bn Rbn 44.34 208 78.92 bn Rbn 72.76
Net 112 -4.03 bn Rbn -4.78 -135 -68.17 bn Rbn -63.19
Buy 16,630 1,076.99 bn Rbn 1,044.04 1,757 269.82 bn Rbn 243.91
Year to Date Sell 17,118 1,231.95 bn Rbn 1,196.53 3,902 1,640.05 bn Rbn 1,637.18
Net -488 -154.96 bn Rbn -152.49 -2,145 -1,370.24 bn Rbn -1,393.26

Index Levels

Code Index Yield Index Previous Return MTD Return YTD

ALBI20 9.598%
All Bond Index Top 812.112
20 Composite 815.092 1.36% 7.00%
GOVI 9.606%Split - 801.631
ALBI20 Issuer Class GOVI 804.534 1.37% 6.89%
OTHI 9.534%Split - 858.467
ALBI20 Issuer Class OTHI 861.964 1.27% 7.94%
CILI15 3.364%
Composite Inflation 306.699
Linked Index Top 15 306.670 2.46% 13.17%
ICOR 2.919%
CILI15 Issuer Class 381.085
Split - ICOR 380.326 0.73% 8.75%
IGOV 3.369%
CILI15 Issuer Class 303.762
Split - IGOV 303.757 2.54% 13.33%
ISOE 4.115%
CILI15 Issuer Class 327.529
Split - ISOE 327.088 0.67% 10.81%
MMI JSE Money Market Index
0 294.680 294.646 0.18% 3.88%

ALBI Constituent Bonds

Bond Issuer Maturity MTM Previous YTD Low YTD High

R159 REPUBLIC OF SOUTH
Feb 2023
AFRICA 5.125% 5.110% 4.41% 5.58%
R203 REPUBLIC OF SOUTH
Nov 2023
AFRICA 6.775% 6.760% 6.38% 7.48%
ES18 ESKOM HOLDINGS
AugLIMITED
2025 8.590% 8.545% 7.98% 9.17%
R204 REPUBLIC OF SOUTH
Apr 2026
AFRICA 8.710% 8.665% 7.57% 9.16%
R207 REPUBLIC OF SOUTH
Dec 2026
AFRICA 7.810% 7.765% 6.56% 8.26%
R208 REPUBLIC OF SOUTH
Nov 2027
AFRICA 9.680% 9.635% 8.37% 10.06%
ES23 ESKOM HOLDINGS
NovLIMITED
2028 10.110% 10.065% 8.58% 10.49%
DV23 DEVELOPMENT JanBANK
2030
OF SOUTHERN
9.445% AFRICA 9.395% 8.42% 9.91%
R2023 REPUBLIC OF SOUTH
Feb 2031
AFRICA 9.715% 9.665% 8.90% 10.19%
ES26 ESKOM HOLDINGS
MarLIMITED
2032 9.900% 9.845% 9.30% 10.40%
R186 REPUBLIC OF SOUTH
Sep 2033
AFRICA 11.390% 11.325% 10.79% 12.00%
R2030 REPUBLIC OF SOUTH
Jul 2034
AFRICA 11.290% 11.245% 10.86% 12.06%
R213 REPUBLIC OF SOUTH
Feb 2035
AFRICA 10.470% 10.400% 9.91% 11.08%
R2032 REPUBLIC OF SOUTH
Mar 2036
AFRICA 10.440% 10.375% 9.84% 11.01%
ES33 ESKOM HOLDINGSJanLIMITED
2037 10.670% 10.595% 10.16% 11.34%
R209 REPUBLIC OF SOUTH
Jan 2040
AFRICA 10.800% 10.735% 10.30% 11.44%
R2037 REPUBLIC OF SOUTH
Feb 2041
AFRICA 10.800% 10.730% 10.26% 11.37%
R214 REPUBLIC OF SOUTH
Apr 2042
AFRICA 11.870% 11.800% 11.33% 12.48%
R2044 REPUBLIC OF SOUTH
Jan 2044
AFRICA 10.855% 10.780% 10.36% 11.49%
R2048 REPUBLIC OF SOUTH
Feb 2048
AFRICA 10.795% 10.725% 10.27% 11.42%

Other Rates

Code Description Rate Previous YTD Low YTD High

SAFEX SAFEX Overnight Deposit Rate3.570% 3.580% 3.31% 3.58%
JIBAR1 JIBAR 1 Month 3.733% 3.733% 3.48% 3.73%
JIBAR3 JIBAR 3 Month 3.883% 3.883% 3.64% 3.88%
JIBAR6 JIBAR 6 Month 4.550% 4.542% 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
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