Markets and Commodity figures

19 January 2022

Total Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Deals Nominal Consideration Deals Nominal Consideration
Current Day 893 29.79 bn Rbn 28.27 105 27.67 bn Rbn 25.25
Week to Date 2,706 103.65 bn Rbn 101.01 928 177.14 bn Rbn 179.36
Month to Date 11,160 374.08 bn Rbn 370.95 3,283 662.38 bn Rbn 673.28
Year to Date 11,160 374.08 bn Rbn 370.95 3,283 662.38 bn Rbn 673.28

Foreign Client Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Party Deals Nominal Consideration Deals Nominal Consideration
Buy 92 5.32 bn Rbn 5.11 6 1.04 bn Rbn 0.98
Current Day Sell 70 3.20 bn Rbn 2.81 19 7.65 bn Rbn 7.63
Net 22 2.12 bn Rbn 2.30 -13 -6.61 bn Rbn -6.65
Buy 222 14.92 bn Rbn 14.86 23 4.85 bn Rbn 4.41
Week to Date Sell 178 11.29 bn Rbn 11.07 51 17.79 bn Rbn 18.10
Net 44 3.63 bn Rbn 3.80 -28 -12.94 bn Rbn -13.69
Buy 777 65.38 bn Rbn 65.27 109 20.04 bn Rbn 18.05
Month to Date Sell 726 55.38 bn Rbn 53.89 224 79.85 bn Rbn 77.23
Net 51 10.00 bn Rbn 11.38 -115 -59.81 bn Rbn -59.18
Buy 777 65.38 bn Rbn 65.27 109 20.04 bn Rbn 18.05
Year to Date Sell 726 55.38 bn Rbn 53.89 224 79.85 bn Rbn 77.23
Net 51 10.00 bn Rbn 11.38 -115 -59.81 bn Rbn -59.18

Index Levels

Code Index Yield Index Previous Return MTD Return YTD

ALBI20 9.505%
All Bond Index Top 827.476
20 Composite 824.544 0.58% 0.58%
GOVI 9.516%Split - 816.505
ALBI20 Issuer Class GOVI 813.677 0.57% 0.57%
OTHI 9.409%Split - 877.312
ALBI20 Issuer Class OTHI 873.616 0.64% 0.64%
CILI15 3.413%
Composite Inflation 306.733
Linked Index Top 15 306.635 -1.96% -1.96%
ICOR 2.971%
CILI15 Issuer Class 382.403
Split - ICOR 382.364 -0.41% -0.41%
IGOV 3.419%
CILI15 Issuer Class 303.731
Split - IGOV 303.632 -2.04% -2.04%
ISOE 4.085%
CILI15 Issuer Class 330.292
Split - ISOE 330.229 -0.15% -0.15%
MMI JSE Money Market Index
0 295.834 295.801 0.20% 0.20%

ALBI Constituent Bonds

Bond Issuer Maturity MTM Previous YTD Low YTD High

R159 REPUBLIC OF SOUTH
Feb 2023
AFRICA 5.140% 5.125% 5.07% 5.14%
R203 REPUBLIC OF SOUTH
Nov 2023
AFRICA 6.790% 6.775% 6.72% 6.79%
ES18 ESKOM HOLDINGS
AugLIMITED
2025 8.635% 8.755% 8.54% 8.76%
R204 REPUBLIC OF SOUTH
Apr 2026
AFRICA 8.695% 8.715% 8.64% 8.88%
R207 REPUBLIC OF SOUTH
Dec 2026
AFRICA 7.795% 7.815% 7.74% 7.98%
R208 REPUBLIC OF SOUTH
Nov 2027
AFRICA 9.665% 9.685% 9.61% 9.85%
ES23 ESKOM HOLDINGS
NovLIMITED
2028 10.095% 10.115% 10.04% 10.28%
DV23 DEVELOPMENT JanBANK
2030
OF SOUTHERN
9.390% AFRICA 9.430% 9.32% 9.52%
R2023 REPUBLIC OF SOUTH
Feb 2031
AFRICA 9.655% 9.695% 9.60% 9.80%
ES26 ESKOM HOLDINGS
MarLIMITED
2032 9.855% 9.885% 9.78% 10.00%
R186 REPUBLIC OF SOUTH
Sep 2033
AFRICA 11.225% 11.280% 11.19% 11.45%
R2030 REPUBLIC OF SOUTH
Jul 2034
AFRICA 11.085% 11.140% 11.09% 11.35%
R213 REPUBLIC OF SOUTH
Feb 2035
AFRICA 10.285% 10.340% 10.26% 10.51%
R2032 REPUBLIC OF SOUTH
Mar 2036
AFRICA 10.275% 10.330% 10.24% 10.50%
ES33 ESKOM HOLDINGSJanLIMITED
2037 10.485% 10.545% 10.49% 10.75%
R209 REPUBLIC OF SOUTH
Jan 2040
AFRICA 10.550% 10.625% 10.55% 10.84%
R2037 REPUBLIC OF SOUTH
Feb 2041
AFRICA 10.555% 10.625% 10.56% 10.83%
R214 REPUBLIC OF SOUTH
Apr 2042
AFRICA 11.625% 11.695% 11.63% 11.90%
R2044 REPUBLIC OF SOUTH
Jan 2044
AFRICA 10.600% 10.665% 10.60% 10.88%
R2048 REPUBLIC OF SOUTH
Feb 2048
AFRICA 10.545% 10.615% 10.55% 10.83%

Other Rates

Code Description Rate Previous YTD Low YTD High

SAFEX SAFEX Overnight Deposit Rate3.580% 3.580% 3.58% 3.58%
JIBAR1 JIBAR 1 Month 3.742% 3.742% 3.74% 3.74%
JIBAR3 JIBAR 3 Month 3.892% 3.892% 3.89% 3.89%
JIBAR6 JIBAR 6 Month 4.775% 4.775% 4.66% 4.78%
RSA 2 year retail bond 5.75% 0 0 0
RSA 3 year retail bond 7.25% 0 0 0
RSA 5 year retail bond 9.25% 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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