Markets and Commodity figures

31 January 2022

Total Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Deals Nominal Consideration Deals Nominal Consideration
Current Day 1,209 34.10 bn Rbn 32.75 189 49.46 bn Rbn 46.26
Week to Date 1,209 34.10 bn Rbn 32.75 189 49.46 bn Rbn 46.26
Month to Date 20,942 655.79 bn Rbn 652.04 5,057 1,069.27 bn Rbn 1,055.68
Year to Date 20,942 655.79 bn Rbn 652.04 5,057 1,069.27 bn Rbn 1,055.68

Foreign Client Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Party Deals Nominal Consideration Deals Nominal Consideration
Buy 66 3.08 bn Rbn 2.71 10 2.25 bn Rbn 1.98
Current Day Sell 92 4.24 bn Rbn 3.85 24 9.17 bn Rbn 9.27
Net -26 -1.16 bn Rbn -1.14 -14 -6.92 bn Rbn -7.28
Buy 66 3.08 bn Rbn 2.71 10 2.25 bn Rbn 1.98
Week to Date Sell 92 4.24 bn Rbn 3.85 24 9.17 bn Rbn 9.27
Net -26 -1.16 bn Rbn -1.14 -14 -6.92 bn Rbn -7.28
Buy 1,332 98.67 bn Rbn 97.49 175 29.66 bn Rbn 26.81
Month to Date Sell 1,334 95.81 bn Rbn 92.22 430 155.84 bn Rbn 149.21
Net -2 2.86 bn Rbn 5.28 -255 -126.19 bn Rbn -122.40
Buy 1,332 98.67 bn Rbn 97.49 175 29.66 bn Rbn 26.81
Year to Date Sell 1,334 95.81 bn Rbn 92.22 430 155.84 bn Rbn 149.21
Net -2 2.86 bn Rbn 5.28 -255 -126.19 bn Rbn -122.40

Index Levels

Code Index Yield Index Previous Return MTD Return YTD

ALBI20 9.506%
All Bond Index Top 829.699
20 Composite 827.991 0.85% 0.85%
GOVI 9.517%Split - 818.726
ALBI20 Issuer Class GOVI 817.044 0.84% 0.84%
OTHI 9.415%
ALBI20 Issuer Class Split - 879.431
OTHI 877.594 0.88% 0.88%
CILI15 3.363%
Composite Inflation 309.421
Linked Index Top 15 309.597 -1.11% -1.11%
ICOR 2.998%
CILI15 Issuer Class 383.327
Split - ICOR 383.355 -0.17% -0.17%
IGOV 3.366%
CILI15 Issuer Class 306.475
Split - IGOV 306.657 -1.15% -1.15%
ISOE 4.055%
CILI15 Issuer Class 331.609
Split - ISOE 331.546 0.24% 0.24%
MMI JSE Money Market Index
0 296.209 296.095 0.33% 0.33%

ALBI Constituent Bonds

Bond Issuer Maturity MTM Previous YTD Low YTD High

R159 REPUBLIC OF SOUTH
Feb 2023
AFRICA 5.350% 5.390% 5.07% 5.39%
R203 REPUBLIC OF SOUTH
Nov 2023
AFRICA 7.000% 7.040% 6.72% 7.04%
ES18 ESKOM HOLDINGSAugLIMITED
2025 8.570% 8.610% 8.45% 8.76%
R204 REPUBLIC OF SOUTH
Apr 2026
AFRICA 8.630% 8.670% 8.51% 8.88%
R207 REPUBLIC OF SOUTH
Dec 2026
AFRICA 7.730% 7.770% 7.61% 7.98%
R208 REPUBLIC OF SOUTH
Nov 2027
AFRICA 9.600% 9.640% 9.48% 9.85%
ES23 ESKOM HOLDINGS
NovLIMITED
2028 10.030% 10.070% 9.91% 10.28%
DV23 DEVELOPMENT JanBANK
2030
OF SOUTHERN
9.375% AFRICA 9.400% 9.22% 9.52%
R2023 REPUBLIC OF SOUTH
Feb 2031
AFRICA 9.630% 9.670% 9.49% 9.80%
ES26 ESKOM HOLDINGS
MarLIMITED
2032 9.810% 9.845% 9.68% 10.00%
R186 REPUBLIC OF SOUTH
Sep 2033
AFRICA 11.235% 11.260% 11.09% 11.45%
R2030 REPUBLIC OF SOUTH
Jul 2034
AFRICA 11.095% 11.120% 10.95% 11.35%
R213 REPUBLIC OF SOUTH
Feb 2035
AFRICA 10.295% 10.335% 10.16% 10.51%
R2032 REPUBLIC OF SOUTH
Mar 2036
AFRICA 10.285% 10.310% 10.14% 10.50%
ES33 ESKOM HOLDINGSJanLIMITED
2037 10.490% 10.515% 10.35% 10.75%
R209 REPUBLIC OF SOUTH
Jan 2040
AFRICA 10.585% 10.610% 10.42% 10.84%
R2037 REPUBLIC OF SOUTH
Feb 2041
AFRICA 10.590% 10.615% 10.43% 10.83%
R214 REPUBLIC OF SOUTH
Apr 2042
AFRICA 11.660% 11.685% 11.50% 11.90%
R2044 REPUBLIC OF SOUTH
Jan 2044
AFRICA 10.645% 10.670% 10.47% 10.88%
R2048 REPUBLIC OF SOUTH
Feb 2048
AFRICA 10.590% 10.605% 10.42% 10.83%

Other Rates

Code Description Rate Previous YTD Low YTD High

SAFEX SAFEX Overnight Deposit Rate3.830% 3.830% 3.58% 3.83%
JIBAR1 JIBAR 1 Month 3.958% 3.958% 3.74% 3.96%
JIBAR3 JIBAR 3 Month 4.108% 4.108% 3.89% 4.11%
JIBAR6 JIBAR 6 Month 4.833% 4.833% 4.66% 4.83%
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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