Markets and Commodity figures

04 July 2022

Total Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Deals Nominal Consideration Deals Nominal Consideration
Current Day 773 37.32 bn Rbn 32.44 277 65.77 bn Rbn 61.12
Week to Date 773 37.32 bn Rbn 32.44 277 65.77 bn Rbn 61.12
Month to Date 2,104 78.68 bn Rbn 72.59 498 102.27 bn Rbn 95.11
Year to Date 168,441 5,070.30 bn Rbn 4,917.96 36,017 6,948.10 bn Rbn 6,571.33

Foreign Client Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Party Deals Nominal Consideration Deals Nominal Consideration
Buy 48 5.02 bn Rbn 4.01 25 4.60 bn Rbn 3.58
Current Day Sell 34 6.88 bn Rbn 5.31 16 5.86 bn Rbn 5.65
Net 14 -1.86 bn Rbn -1.30 9 -1.25 bn Rbn -2.07
Buy 48 5.02 bn Rbn 4.01 25 4.60 bn Rbn 3.58
Week to Date Sell 34 6.88 bn Rbn 5.31 16 5.86 bn Rbn 5.65
Net 14 -1.86 bn Rbn -1.30 9 -1.25 bn Rbn -2.07
Buy 139 14.67 bn Rbn 13.39 48 9.13 bn Rbn 6.95
Month to Date Sell 91 14.66 bn Rbn 12.01 46 12.87 bn Rbn 12.21
Net 48 0.02 bn Rbn 1.38 2 -3.74 bn Rbn -5.26
Buy 8,726 598.53 bn Rbn 571.76 1,653 298.92 bn Rbn 267.93
Year to Date Sell 9,322 689.34 bn Rbn 648.73 2,522 728.85 bn Rbn 696.84
Net -596 -90.81 bn Rbn -76.98 -869 -429.94 bn Rbn -428.91

Index Levels

Code Index Yield Index Previous Return MTD Return YTD

ALBI20 All Bond Index 10.214% 811.647
Top 20 Composite 812.700 0.59% -1.35%
GOVI 10.216%
ALBI20 Issuer Class Split - 800.435
GOVI 801.490 0.60% -1.41%
OTHI 10.198%
ALBI20 Issuer Class Split - 865.587
OTHI 866.507 0.56% -0.71%
CILI15 3.246%
Composite Inflation 321.530
Linked Index Top 15 321.676 -0.48% 2.77%
ICOR 2.387%
CILI15 Issuer Class 402.124
Split - ICOR 402.497 -0.12% 4.73%
IGOV 3.258%
CILI15 Issuer Class 318.294
Split - IGOV 318.418 -0.50% 2.66%
ISOE 3.453%
CILI15 Issuer Class 347.313
Split - ISOE 348.005 -0.36% 4.99%
MMI JSE Money Market Index
0 301.841 301.709 0.06% 2.24%

ALBI Constituent Bonds

Bond Issuer Maturity MTM Previous YTD Low YTD High

R159 REPUBLIC OF SOUTH
Nov 2023
AFRICA 8.325% 8.295% 6.72% 8.38%
R203 REPUBLIC OF SOUTH
Aug 2025
AFRICA 9.630% 9.630% 8.33% 9.78%
ES18 ESKOM HOLDINGSAprLIMITED
2026 9.680% 9.680% 8.47% 9.83%
R204 REPUBLIC OF SOUTH
Oct 2026
AFRICA 9.290% 9.290% 7.54% 9.40%
R207 REPUBLIC OF SOUTH
Dec 2026
AFRICA 8.780% 8.780% 7.57% 8.93%
R208 REPUBLIC OF SOUTH
Nov 2027
AFRICA 10.880% 10.880% 9.47% 11.03%
ES23 ESKOM HOLDINGS
NovLIMITED
2028 11.290% 11.290% 9.87% 11.44%
DV23 DEVELOPMENT JanBANK
2030
OF SOUTHERN
10.455%AFRICA 10.425% 9.04% 10.56%
R2023 REPUBLIC OF SOUTH
Feb 2031
AFRICA 10.765% 10.730% 9.31% 10.86%
ES26 ESKOM HOLDINGS
MarLIMITED
2032 10.910% 10.880% 9.47% 11.01%
R186 REPUBLIC OF SOUTH
Sep 2033
AFRICA 12.230% 12.205% 10.84% 12.30%
R2030 REPUBLIC OF SOUTH
Jul 2034
AFRICA 12.050% 12.025% 10.55% 12.12%
R213 REPUBLIC OF SOUTH
Feb 2035
AFRICA 11.245% 11.215% 9.89% 11.30%
R2032 REPUBLIC OF SOUTH
Mar 2036
AFRICA 11.280% 11.255% 9.89% 11.35%
ES33 ESKOM HOLDINGSJanLIMITED
2037 11.435% 11.415% 10.08% 11.50%
R209 REPUBLIC OF SOUTH
Jan 2040
AFRICA 11.545% 11.520% 10.23% 11.61%
R2037 REPUBLIC OF SOUTH
Feb 2041
AFRICA 11.520% 11.490% 10.22% 11.60%
R214 REPUBLIC OF SOUTH
Apr 2042
AFRICA 12.670% 12.640% 11.29% 12.75%
R2044 REPUBLIC OF SOUTH
Jan 2044
AFRICA 11.525% 11.490% 10.30% 11.60%
R2048 REPUBLIC OF SOUTH
Feb 2048
AFRICA 11.480% 11.450% 10.22% 11.55%

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 4.908% 4.900% 3.74% 4.91%
JIBAR3 JIBAR 3 Month 5.050% 5.050% 3.89% 5.05%
JIBAR6 JIBAR 6 Month 6.275% 6.258% 4.66% 6.28%
RSA 2 year retail bond 8.75% 0 0 0
RSA 3 year retail bond 9.25% 0 0 0
RSA 5 year retail bond 10.50% 0 0 0
RSA 3 year inflation linked retail
2.75%
bond 0 0 0
RSA 5 year inflation linked retail
3.00%
bond 0 0 0
RSA 10 year inflation linked retail
4.00%
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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