Markets and Commodity figures

01 June 2022

Total Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Deals Nominal Consideration Deals Nominal Consideration
Current Day 1,167 31.58 bn Rbn 28.69 239 55.82 bn Rbn 51.48
Week to Date 4,247 127.32 bn Rbn 121.01 1,150 210.43 bn Rbn 198.96
Month to Date 1,167 31.58 bn Rbn 28.69 239 55.82 bn Rbn 51.48
Year to Date 134,793 4,202.25 bn Rbn 4,108.89 29,435 5,772.08 bn Rbn 5,475.49

Foreign Client Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Party Deals Nominal Consideration Deals Nominal Consideration
Buy 62 4.39 bn Rbn 4.01 14 2.34 bn Rbn 2.17
Current Day Sell 73 5.84 bn Rbn 5.30 35 9.37 bn Rbn 8.97
Net -11 -1.45 bn Rbn -1.30 -21 -7.03 bn Rbn -6.80
Buy 172 12.42 bn Rbn 12.40 47 7.22 bn Rbn 6.38
Week to Date Sell 209 16.88 bn Rbn 16.03 100 29.50 bn Rbn 27.49
Net -37 -4.46 bn Rbn -3.64 -53 -22.28 bn Rbn -21.12
Buy 62 4.39 bn Rbn 4.01 14 2.34 bn Rbn 2.17
Month to Date Sell 73 5.84 bn Rbn 5.30 35 9.37 bn Rbn 8.97
Net -11 -1.45 bn Rbn -1.30 -21 -7.03 bn Rbn -6.80
Buy 7,397 509.45 bn Rbn 489.38 1,294 226.69 bn Rbn 206.28
Year to Date Sell 7,886 576.28 bn Rbn 548.73 2,030 591.75 bn Rbn 567.78
Net -489 -66.82 bn Rbn -59.35 -736 -365.06 bn Rbn -361.50

Index Levels

Code Index Yield Index Previous Return MTD Return YTD

ALBI20 9.874%
All Bond Index Top 831.168
20 Composite 832.321 -0.14% 1.03%
GOVI 9.873%Split - 819.852
ALBI20 Issuer Class GOVI 821.013 -0.14% 0.98%
OTHI 9.887%Split - 884.270
ALBI20 Issuer Class OTHI 885.200 -0.11% 1.44%
CILI15 2.960%
Composite Inflation 326.111
Linked Index Top 15 326.095 0.00% 4.23%
ICOR 2.350%
CILI15 Issuer Class 398.973
Split - ICOR 398.866 0.03% 3.91%
IGOV 2.966%
CILI15 Issuer Class 323.111
Split - IGOV 323.099 0.00% 4.21%
ISOE 3.173%
CILI15 Issuer Class 348.111
Split - ISOE 348.010 0.03% 5.23%
MMI JSE Money Market Index
0 300.528 300.494 0.01% 1.79%

ALBI Constituent Bonds

Bond Issuer Maturity MTM Previous YTD Low YTD High

R159 REPUBLIC OF SOUTH
Nov 2023
AFRICA 7.145% 7.195% 6.72% 7.33%
R203 REPUBLIC OF SOUTH
Aug 2025
AFRICA 9.120% 9.100% 8.33% 9.54%
ES18 ESKOM HOLDINGSAprLIMITED
2026 9.170% 9.150% 8.47% 9.68%
R204 REPUBLIC OF SOUTH
Oct 2026
AFRICA 8.550% 8.530% 7.54% 8.91%
R207 REPUBLIC OF SOUTH
Dec 2026
AFRICA 8.270% 8.250% 7.57% 8.78%
R208 REPUBLIC OF SOUTH
Nov 2027
AFRICA 10.370% 10.300% 9.47% 10.68%
ES23 ESKOM HOLDINGS
NovLIMITED
2028 10.780% 10.760% 9.87% 11.12%
DV23 DEVELOPMENT JanBANK
2030
OF SOUTHERN
9.875% AFRICA 9.820% 9.04% 10.24%
R2023 REPUBLIC OF SOUTH
Feb 2031
AFRICA 10.175% 10.125% 9.31% 10.49%
ES26 ESKOM HOLDINGS
MarLIMITED
2032 10.320% 10.265% 9.47% 10.64%
R186 REPUBLIC OF SOUTH
Sep 2033
AFRICA 11.695% 11.670% 10.84% 11.94%
R2030 REPUBLIC OF SOUTH
Jul 2034
AFRICA 11.515% 11.490% 10.55% 11.61%
R213 REPUBLIC OF SOUTH
Feb 2035
AFRICA 10.705% 10.675% 9.89% 11.01%
R2032 REPUBLIC OF SOUTH
Mar 2036
AFRICA 10.745% 10.720% 9.89% 10.99%
ES33 ESKOM HOLDINGSJanLIMITED
2037 10.900% 10.890% 10.08% 11.19%
R209 REPUBLIC OF SOUTH
Jan 2040
AFRICA 11.030% 11.015% 10.23% 11.30%
R2037 REPUBLIC OF SOUTH
Feb 2041
AFRICA 11.035% 11.015% 10.22% 11.29%
R214 REPUBLIC OF SOUTH
Apr 2042
AFRICA 12.105% 12.085% 11.29% 12.36%
R2044 REPUBLIC OF SOUTH
Jan 2044
AFRICA 11.055% 11.050% 10.30% 11.35%
R2048 REPUBLIC OF SOUTH
Feb 2048
AFRICA 10.995% 10.980% 10.22% 11.29%

Other Rates

Code Description Rate Previous YTD Low YTD High

SAFEX SAFEX Overnight Deposit Rate4.570% 4.570% 3.58% 4.57%
JIBAR1 JIBAR 1 Month 4.792% 4.792% 3.74% 4.79%
JIBAR3 JIBAR 3 Month 4.892% 4.892% 3.89% 4.89%
JIBAR6 JIBAR 6 Month 5.858% 5.833% 4.66% 5.86%
RSA 2 year retail bond 7.75% 0 0 0
RSA 3 year retail bond 8.50% 0 0 0
RSA 5 year retail bond 10.00% 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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