Markets and Commodity figures

28 July 2022

Total Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Deals Nominal Consideration Deals Nominal Consideration
Current Day 1,596 42.52 bn Rbn 39.69 110 22.57 bn Rbn 24.49
Week to Date 6,738 148.18 bn Rbn 137.57 1,127 216.08 bn Rbn 204.23
Month to Date 30,808 905.41 bn Rbn 829.39 5,680 1,045.52 bn Rbn 967.39
Year to Date 197,145 5,897.03 bn Rbn 5,674.76 41,199 7,891.36 bn Rbn 7,443.61

Foreign Client Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Party Deals Nominal Consideration Deals Nominal Consideration
Buy 93 4.17 bn Rbn 3.70 20 3.50 bn Rbn 2.94
Current Day Sell 83 5.88 bn Rbn 5.64 9 2.19 bn Rbn 1.92
Net 10 -1.71 bn Rbn -1.94 11 1.31 bn Rbn 1.02
Buy 278 14.89 bn Rbn 13.48 73 14.98 bn Rbn 12.43
Week to Date Sell 235 15.29 bn Rbn 14.26 94 27.55 bn Rbn 26.74
Net 43 -0.40 bn Rbn -0.78 -21 -12.57 bn Rbn -14.31
Buy 1,367 100.42 bn Rbn 89.62 360 74.85 bn Rbn 60.73
Month to Date Sell 1,307 116.55 bn Rbn 102.80 429 123.31 bn Rbn 115.88
Net 60 -16.12 bn Rbn -13.18 -69 -48.46 bn Rbn -55.15
Buy 9,956 684.59 bn Rbn 648.25 1,965 364.64 bn Rbn 321.71
Year to Date Sell 10,536 790.92 bn Rbn 739.25 2,905 839.30 bn Rbn 800.51
Net -580 -106.33 bn Rbn -91.00 -940 -474.66 bn Rbn -478.80

Index Levels

Code Index Yield Index Previous Return MTD Return YTD

ALBI20 All Bond Index 10.148% 822.388
Top 20 Composite 811.128 1.92% -0.04%
GOVI 10.152%
ALBI20 Issuer Class Split - 810.843
GOVI 799.645 1.90% -0.13%
OTHI 10.099%
ALBI20 Issuer Class Split - 879.469
OTHI 868.657 2.17% 0.88%
CILI15 3.366%
Composite Inflation 318.167
Linked Index Top 15 318.316 -1.53% 1.69%
ICOR 2.488%
CILI15 Issuer Class 403.916
Split - ICOR 404.469 0.32% 5.19%
IGOV 3.366%
CILI15 Issuer Class 314.970
Split - IGOV 315.122 -1.54% 1.59%
ISOE 3.952%
CILI15 Issuer Class 340.090
Split - ISOE 339.861 -2.43% 2.81%
MMI JSE Money Market Index
0 302.699 302.636 0.34% 2.53%

ALBI Constituent Bonds

Bond Issuer Maturity MTM Previous YTD Low YTD High

R159 REPUBLIC OF SOUTH
Nov 2023
AFRICA 8.675% 8.740% 6.72% 8.79%
R203 REPUBLIC OF SOUTH
Aug 2025
AFRICA 9.770% 10.000% 8.33% 10.37%
ES18 ESKOM HOLDINGSAprLIMITED
2026 9.820% 10.050% 8.47% 10.42%
R204 REPUBLIC OF SOUTH
Oct 2026
AFRICA 8.950% 9.180% 7.54% 10.03%
R207 REPUBLIC OF SOUTH
Dec 2026
AFRICA 8.920% 9.150% 7.57% 9.52%
R208 REPUBLIC OF SOUTH
Nov 2027
AFRICA 11.020% 11.250% 9.47% 11.62%
ES23 ESKOM HOLDINGS
NovLIMITED
2028 11.430% 11.660% 9.87% 12.03%
DV23 DEVELOPMENT JanBANK
2030
OF SOUTHERN
10.400%AFRICA 10.650% 9.04% 11.09%
R2023 REPUBLIC OF SOUTH
Feb 2031
AFRICA 10.715% 10.955% 9.31% 11.41%
ES26 ESKOM HOLDINGS
MarLIMITED
2032 10.835% 11.085% 9.47% 11.52%
R186 REPUBLIC OF SOUTH
Sep 2033
AFRICA 12.085% 12.285% 10.84% 12.78%
R2030 REPUBLIC OF SOUTH
Jul 2034
AFRICA 11.905% 12.105% 10.55% 12.60%
R213 REPUBLIC OF SOUTH
Feb 2035
AFRICA 11.135% 11.335% 9.89% 11.83%
R2032 REPUBLIC OF SOUTH
Mar 2036
AFRICA 11.135% 11.335% 9.89% 11.83%
ES33 ESKOM HOLDINGSJanLIMITED
2037 11.290% 11.510% 10.08% 11.99%
R209 REPUBLIC OF SOUTH
Jan 2040
AFRICA 11.380% 11.575% 10.23% 12.05%
R2037 REPUBLIC OF SOUTH
Feb 2041
AFRICA 11.280% 11.485% 10.22% 11.97%
R214 REPUBLIC OF SOUTH
Apr 2042
AFRICA 12.430% 12.635% 11.29% 13.12%
R2044 REPUBLIC OF SOUTH
Jan 2044
AFRICA 11.360% 11.560% 10.30% 12.07%
R2048 REPUBLIC OF SOUTH
Feb 2048
AFRICA 11.320% 11.515% 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 5.708% 5.717% 3.89% 5.72%
JIBAR6 JIBAR 6 Month 6.625% 6.625% 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
DATA DISCLAIMER
To the extent allowed by law, JSE Limited (the JSE) does not (expressly, tacitly or implicitly) guarantee or warrant the availability,
sequence, accuracy, completeness, reliability or any other aspect of any of the data (Data), or that any Data is up to date.
To the extent allowed by law, neither the JSE nor any of its directors, officers, employees, contractors, agents or representatives are
liable in any way to the reader or to any other natural or juristic person (Person) for any loss or damage as a result of (i) the display
of any Data in this bulltetin, or (ii) any Data being unavailable in this bulletin at any time and for any reason, or (iii) any delay,
inaccuracy, error, or omission in relation to any Data, or (iv) any actions taken or not taken by or on behalf of any Person in reliance
on any Data. The JSE is entitled to terminate the production of any Data at any time, without notice and without liability to any Person.

These figures are supplied by parties external to Business Day. Business Day will not warrant the accuracy of the figures.