Markets and Commodity figures

08 June 2022

Total Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Deals Nominal Consideration Deals Nominal Consideration
Current Day 1,011 27.08 bn Rbn 26.12 215 47.29 bn Rbn 43.60
Week to Date 2,899 86.46 bn Rbn 81.97 1,250 214.45 bn Rbn 200.78
Month to Date 6,522 168.96 bn Rbn 161.58 1,922 333.69 bn Rbn 311.55
Year to Date 140,148 4,339.64 bn Rbn 4,241.78 31,118 6,049.94 bn Rbn 5,735.57

Foreign Client Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Party Deals Nominal Consideration Deals Nominal Consideration
Buy 48 2.91 bn Rbn 2.87 8 1.81 bn Rbn 1.60
Current Day Sell 58 4.77 bn Rbn 4.68 34 10.05 bn Rbn 8.50
Net -10 -1.86 bn Rbn -1.81 -26 -8.25 bn Rbn -6.90
Buy 128 7.45 bn Rbn 7.25 35 5.35 bn Rbn 4.55
Week to Date Sell 172 11.81 bn Rbn 11.26 104 28.92 bn Rbn 26.71
Net -44 -4.36 bn Rbn -4.02 -69 -23.57 bn Rbn -22.16
Buy 229 11.89 bn Rbn 11.39 63 9.65 bn Rbn 8.49
Month to Date Sell 296 21.18 bn Rbn 19.71 168 45.88 bn Rbn 43.14
Net -67 -9.29 bn Rbn -8.32 -105 -36.23 bn Rbn -34.65
Buy 7,570 517.99 bn Rbn 497.65 1,343 234.00 bn Rbn 212.60
Year to Date Sell 8,103 590.58 bn Rbn 562.26 2,163 628.25 bn Rbn 601.95
Net -533 -72.59 bn Rbn -64.61 -820 -394.25 bn Rbn -389.35

Index Levels

Code Index Yield Index Previous Return MTD Return YTD

ALBI20 9.919%
All Bond Index Top 835.683
20 Composite 835.354 0.40% 1.58%
GOVI 9.918%Split - 824.869
ALBI20 Issuer Class GOVI 824.504 0.47% 1.60%
OTHI 9.934%
ALBI20 Issuer Class Split - 881.824
OTHI 881.995 -0.38% 1.15%
CILI15 3.028%
Composite Inflation 325.079
Linked Index Top 15 325.710 -0.31% 3.90%
ICOR 2.405%
CILI15 Issuer Class 399.600
Split - ICOR 399.635 0.18% 4.07%
IGOV 3.035%
CILI15 Issuer Class 322.005
Split - IGOV 322.668 -0.34% 3.86%
ISOE 3.213%
CILI15 Issuer Class 348.661
Split - ISOE 348.501 0.19% 5.40%
MMI JSE Money Market Index
0 300.839 300.805 0.11% 1.90%

ALBI Constituent Bonds

Bond Issuer Maturity MTM Previous YTD Low YTD High

R159 REPUBLIC OF SOUTH
Nov 2023
AFRICA 7.160% 7.160% 6.72% 7.33%
R203 REPUBLIC OF SOUTH
Aug 2025
AFRICA 9.245% 9.240% 8.33% 9.54%
ES18 ESKOM HOLDINGSAprLIMITED
2026 9.295% 9.290% 8.47% 9.68%
R204 REPUBLIC OF SOUTH
Oct 2026
AFRICA 8.785% 8.780% 7.54% 8.91%
R207 REPUBLIC OF SOUTH
Dec 2026
AFRICA 8.395% 8.390% 7.57% 8.78%
R208 REPUBLIC OF SOUTH
Nov 2027
AFRICA 10.495% 10.490% 9.47% 10.68%
ES23 ESKOM HOLDINGS
NovLIMITED
2028 10.905% 10.900% 9.87% 11.12%
DV23 DEVELOPMENT JanBANK
2030
OF SOUTHERN
9.930% AFRICA 9.950% 9.04% 10.24%
R2023 REPUBLIC OF SOUTH
Feb 2031
AFRICA 10.245% 10.260% 9.31% 10.49%
ES26 ESKOM HOLDINGS
MarLIMITED
2032 10.400% 10.420% 9.47% 10.64%
R186 REPUBLIC OF SOUTH
Sep 2033
AFRICA 11.765% 11.760% 10.84% 11.94%
R2030 REPUBLIC OF SOUTH
Jul 2034
AFRICA 11.585% 11.580% 10.55% 11.61%
R213 REPUBLIC OF SOUTH
Feb 2035
AFRICA 10.760% 10.750% 9.89% 11.01%
R2032 REPUBLIC OF SOUTH
Mar 2036
AFRICA 10.815% 10.810% 9.89% 10.99%
ES33 ESKOM HOLDINGSJanLIMITED
2037 10.960% 10.965% 10.08% 11.19%
R209 REPUBLIC OF SOUTH
Jan 2040
AFRICA 11.085% 11.080% 10.23% 11.30%
R2037 REPUBLIC OF SOUTH
Feb 2041
AFRICA 11.100% 11.090% 10.22% 11.29%
R214 REPUBLIC OF SOUTH
Apr 2042
AFRICA 12.170% 12.160% 11.29% 12.36%
R2044 REPUBLIC OF SOUTH
Jan 2044
AFRICA 11.110% 11.110% 10.30% 11.35%
R2048 REPUBLIC OF SOUTH
Feb 2048
AFRICA 11.060% 11.055% 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 5.867% 5.850% 4.66% 5.87%
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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