Markets and Commodity figures

24 January 2022

Total Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Deals Nominal Consideration Deals Nominal Consideration
Current Day 1,194 26.60 bn Rbn 27.39 210 56.90 bn Rbn 52.67
Week to Date 1,194 26.60 bn Rbn 27.39 210 56.90 bn Rbn 52.67
Month to Date 15,089 488.41 bn Rbn 488.11 3,789 791.17 bn Rbn 796.07
Year to Date 15,089 488.41 bn Rbn 488.11 3,789 791.17 bn Rbn 796.07

Foreign Client Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Party Deals Nominal Consideration Deals Nominal Consideration
Buy 58 2.06 bn Rbn 2.00 14 2.16 bn Rbn 1.88
Current Day Sell 72 4.27 bn Rbn 3.99 32 11.35 bn Rbn 10.48
Net -14 -2.21 bn Rbn -1.99 -18 -9.19 bn Rbn -8.59
Buy 58 2.06 bn Rbn 2.00 14 2.16 bn Rbn 1.88
Week to Date Sell 72 4.27 bn Rbn 3.99 32 11.35 bn Rbn 10.48
Net -14 -2.21 bn Rbn -1.99 -18 -9.19 bn Rbn -8.59
Buy 1,023 81.24 bn Rbn 80.95 148 25.35 bn Rbn 22.89
Month to Date Sell 956 74.24 bn Rbn 72.07 284 102.69 bn Rbn 99.00
Net 67 7.00 bn Rbn 8.88 -136 -77.34 bn Rbn -76.11
Buy 1,023 81.24 bn Rbn 80.95 148 25.35 bn Rbn 22.89
Year to Date Sell 956 74.24 bn Rbn 72.07 284 102.69 bn Rbn 99.00
Net 67 7.00 bn Rbn 8.88 -136 -77.34 bn Rbn -76.11

Index Levels

Code Index Yield Index Previous Return MTD Return YTD

ALBI20 9.456%
All Bond Index Top 832.542
20 Composite 836.122 1.19% 1.19%
GOVI 9.467%Split - 821.516
ALBI20 Issuer Class GOVI 825.011 1.19% 1.19%
OTHI 9.363%
ALBI20 Issuer Class Split - 882.579
OTHI 886.710 1.24% 1.24%
CILI15 3.402%
Composite Inflation 307.514
Linked Index Top 15 307.120 -1.71% -1.71%
ICOR 2.970%
CILI15 Issuer Class 382.745
Split - ICOR 382.667 -0.32% -0.32%
IGOV 3.407%
CILI15 Issuer Class 304.525
Split - IGOV 304.125 -1.78% -1.78%
ISOE 4.075%
CILI15 Issuer Class 330.794
Split - ISOE 330.357 0.00% 0.00%
MMI JSE Money Market Index
0 296.007 295.906 0.26% 0.26%

ALBI Constituent Bonds

Bond Issuer Maturity MTM Previous YTD Low YTD High

R159 REPUBLIC OF SOUTH
Feb 2023
AFRICA 5.210% 5.125% 5.07% 5.21%
R203 REPUBLIC OF SOUTH
Nov 2023
AFRICA 6.860% 6.775% 6.72% 6.86%
ES18 ESKOM HOLDINGSAugLIMITED
2025 8.485% 8.450% 8.45% 8.76%
R204 REPUBLIC OF SOUTH
Apr 2026
AFRICA 8.545% 8.510% 8.51% 8.88%
R207 REPUBLIC OF SOUTH
Dec 2026
AFRICA 7.645% 7.610% 7.61% 7.98%
R208 REPUBLIC OF SOUTH
Nov 2027
AFRICA 9.515% 9.480% 9.48% 9.85%
ES23 ESKOM HOLDINGS
NovLIMITED
2028 9.945% 9.910% 9.91% 10.28%
DV23 DEVELOPMENT JanBANK
2030
OF SOUTHERN
9.285% AFRICA 9.215% 9.22% 9.52%
R2023 REPUBLIC OF SOUTH
Feb 2031
AFRICA 9.555% 9.490% 9.49% 9.80%
ES26 ESKOM HOLDINGS
MarLIMITED
2032 9.745% 9.680% 9.68% 10.00%
R186 REPUBLIC OF SOUTH
Sep 2033
AFRICA 11.160% 11.085% 11.09% 11.45%
R2030 REPUBLIC OF SOUTH
Jul 2034
AFRICA 11.020% 10.945% 10.95% 11.35%
R213 REPUBLIC OF SOUTH
Feb 2035
AFRICA 10.235% 10.155% 10.16% 10.51%
R2032 REPUBLIC OF SOUTH
Mar 2036
AFRICA 10.210% 10.135% 10.14% 10.50%
ES33 ESKOM HOLDINGSJanLIMITED
2037 10.415% 10.345% 10.35% 10.75%
R209 REPUBLIC OF SOUTH
Jan 2040
AFRICA 10.505% 10.420% 10.42% 10.84%
R2037 REPUBLIC OF SOUTH
Feb 2041
AFRICA 10.505% 10.425% 10.43% 10.83%
R214 REPUBLIC OF SOUTH
Apr 2042
AFRICA 11.575% 11.495% 11.50% 11.90%
R2044 REPUBLIC OF SOUTH
Jan 2044
AFRICA 10.550% 10.470% 10.47% 10.88%
R2048 REPUBLIC OF SOUTH
Feb 2048
AFRICA 10.500% 10.415% 10.42% 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 4.783% 4.783% 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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