Markets and Commodity figures

27 July 2022

Total Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Deals Nominal Consideration Deals Nominal Consideration
Current Day 1,486 25.91 bn Rbn 24.95 165 30.88 bn Rbn 28.25
Week to Date 5,142 105.66 bn Rbn 97.88 1,017 193.51 bn Rbn 179.74
Month to Date 29,212 862.89 bn Rbn 789.70 5,570 1,022.95 bn Rbn 942.90
Year to Date 195,549 5,854.51 bn Rbn 5,635.07 41,089 7,868.78 bn Rbn 7,419.12

Foreign Client Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Party Deals Nominal Consideration Deals Nominal Consideration
Buy 60 2.09 bn Rbn 1.85 19 3.36 bn Rbn 2.83
Current Day Sell 53 2.58 bn Rbn 2.38 21 6.95 bn Rbn 6.69
Net 7 -0.49 bn Rbn -0.54 -2 -3.59 bn Rbn -3.86
Buy 185 10.72 bn Rbn 9.78 53 11.49 bn Rbn 9.49
Week to Date Sell 152 9.42 bn Rbn 8.62 85 25.36 bn Rbn 24.82
Net 33 1.31 bn Rbn 1.16 -32 -13.88 bn Rbn -15.33
Buy 1,274 96.25 bn Rbn 85.92 340 71.36 bn Rbn 57.79
Month to Date Sell 1,224 110.67 bn Rbn 97.16 420 121.12 bn Rbn 113.96
Net 50 -14.42 bn Rbn -11.24 -80 -49.77 bn Rbn -56.17
Buy 9,863 680.41 bn Rbn 644.55 1,945 361.14 bn Rbn 318.77
Year to Date Sell 10,453 785.04 bn Rbn 733.61 2,896 837.11 bn Rbn 798.59
Net -590 -104.63 bn Rbn -89.06 -951 -475.97 bn Rbn -479.82

Index Levels

Code Index Yield Index Previous Return MTD Return YTD

ALBI20 All Bond Index 10.289% 811.128
Top 20 Composite 810.859 0.53% -1.41%
GOVI 10.294%
ALBI20 Issuer Class Split - 799.645
GOVI 799.362 0.50% -1.51%
OTHI 10.226%
ALBI20 Issuer Class Split - 868.657
OTHI 868.594 0.92% -0.36%
CILI15 3.364%
Composite Inflation 318.316
Linked Index Top 15 319.798 -1.48% 1.74%
ICOR 2.348%
CILI15 Issuer Class 404.469
Split - ICOR 404.895 0.46% 5.34%
IGOV 3.367%
CILI15 Issuer Class 315.122
Split - IGOV 316.636 -1.49% 1.64%
ISOE 3.959%
CILI15 Issuer Class 339.861
Split - ISOE 340.752 -2.50% 2.74%
MMI JSE Money Market Index
0 302.636 302.590 0.32% 2.51%

ALBI Constituent Bonds

Bond Issuer Maturity MTM Previous YTD Low YTD High

R159 REPUBLIC OF SOUTH
Nov 2023
AFRICA 8.740% 8.750% 6.72% 8.79%
R203 REPUBLIC OF SOUTH
Aug 2025
AFRICA 10.000% 10.005% 8.33% 10.37%
ES18 ESKOM HOLDINGSAprLIMITED
2026 10.050% 10.055% 8.47% 10.42%
R204 REPUBLIC OF SOUTH
Oct 2026
AFRICA 9.180% 9.185% 7.54% 10.03%
R207 REPUBLIC OF SOUTH
Dec 2026
AFRICA 9.150% 9.155% 7.57% 9.52%
R208 REPUBLIC OF SOUTH
Nov 2027
AFRICA 11.250% 11.255% 9.47% 11.62%
ES23 ESKOM HOLDINGS
NovLIMITED
2028 11.660% 11.665% 9.87% 12.03%
DV23 DEVELOPMENT JanBANK
2030
OF SOUTHERN
10.650%AFRICA 10.655% 9.04% 11.09%
R2023 REPUBLIC OF SOUTH
Feb 2031
AFRICA 10.955% 10.975% 9.31% 11.41%
ES26 ESKOM HOLDINGS
MarLIMITED
2032 11.085% 11.100% 9.47% 11.52%
R186 REPUBLIC OF SOUTH
Sep 2033
AFRICA 12.285% 12.290% 10.84% 12.78%
R2030 REPUBLIC OF SOUTH
Jul 2034
AFRICA 12.105% 12.110% 10.55% 12.60%
R213 REPUBLIC OF SOUTH
Feb 2035
AFRICA 11.335% 11.340% 9.89% 11.83%
R2032 REPUBLIC OF SOUTH
Mar 2036
AFRICA 11.335% 11.340% 9.89% 11.83%
ES33 ESKOM HOLDINGSJanLIMITED
2037 11.510% 11.505% 10.08% 11.99%
R209 REPUBLIC OF SOUTH
Jan 2040
AFRICA 11.575% 11.565% 10.23% 12.05%
R2037 REPUBLIC OF SOUTH
Feb 2041
AFRICA 11.485% 11.475% 10.22% 11.97%
R214 REPUBLIC OF SOUTH
Apr 2042
AFRICA 12.635% 12.625% 11.29% 13.12%
R2044 REPUBLIC OF SOUTH
Jan 2044
AFRICA 11.560% 11.550% 10.30% 12.07%
R2048 REPUBLIC OF SOUTH
Feb 2048
AFRICA 11.515% 11.510% 10.22% 12.03%

Other Rates

Code Description Rate Previous YTD Low YTD High

SAFEX SAFEX Overnight Deposit Rate5.310% 5.310% 3.58% 5.32%
JIBAR1 JIBAR 1 Month 5.575% 5.575% 3.74% 5.58%
JIBAR3 JIBAR 3 Month 5.717% 5.708% 3.89% 5.72%
JIBAR6 JIBAR 6 Month 6.625% 6.617% 4.66% 6.63%
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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