Markets and Commodity figures

20 September 2022

Total Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Deals Nominal Consideration Deals Nominal Consideration
Current Day 1,082 36.24 bn Rbn 32.72 491 78.60 bn Rbn 69.90
Week to Date 2,237 63.88 bn Rbn 59.06 734 141.95 bn Rbn 127.10
Month to Date 16,490 446.41 bn Rbn 428.68 3,600 599.58 bn Rbn 552.03
Year to Date 246,570 7,337.48 bn Rbn 7,027.14 51,319 9,647.60 bn Rbn 9,077.13

Foreign Client Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Party Deals Nominal Consideration Deals Nominal Consideration
Buy 53 4.61 bn Rbn 4.93 12 3.78 bn Rbn 3.30
Current Day Sell 63 6.33 bn Rbn 6.52 17 4.77 bn Rbn 4.35
Net -10 -1.72 bn Rbn -1.59 -5 -0.99 bn Rbn -1.05
Buy 101 8.48 bn Rbn 8.78 28 7.82 bn Rbn 7.69
Week to Date Sell 92 10.31 bn Rbn 10.58 35 9.39 bn Rbn 8.63
Net 9 -1.84 bn Rbn -1.79 -7 -1.57 bn Rbn -0.95
Buy 789 48.95 bn Rbn 47.17 228 49.87 bn Rbn 44.39
Month to Date Sell 775 57.17 bn Rbn 55.16 198 53.27 bn Rbn 49.25
Net 14 -8.22 bn Rbn -7.99 30 -3.40 bn Rbn -4.86
Buy 12,372 839.03 bn Rbn 790.26 2,612 505.58 bn Rbn 446.15
Year to Date Sell 12,661 955.21 bn Rbn 892.34 3,531 1,017.05 bn Rbn 968.30
Net -289 -116.18 bn Rbn -102.08 -919 -511.47 bn Rbn -522.16

Index Levels

Code Index Yield Index Previous Return MTD Return YTD

ALBI20 All Bond Index 10.232% 828.103
Top 20 Composite 831.188 -0.13% 0.65%
GOVI 10.235%
ALBI20 Issuer Class Split - 816.494
GOVI 819.557 -0.13% 0.57%
OTHI 10.185%
ALBI20 Issuer Class Split - 885.390
OTHI 888.412 -0.11% 1.56%
CILI15 3.350%
Composite Inflation 325.512
Linked Index Top 15 325.437 -0.52% 4.04%
ICOR 2.733%
CILI15 Issuer Class 411.500
Split - ICOR 411.182 -0.15% 7.17%
IGOV 3.370%
CILI15 Issuer Class 321.944
Split - IGOV 321.906 -0.54% 3.84%
ISOE 3.167%
CILI15 Issuer Class 358.402
Split - ISOE 357.288 -0.06% 8.34%
MMI JSE Money Market Index
0 305.322 305.291 0.29% 3.42%

ALBI Constituent Bonds

Bond Issuer Maturity MTM Previous YTD Low YTD High

R159 REPUBLIC OF SOUTH
Nov 2023
AFRICA 8.870% 8.850% 6.72% 8.95%
R203 REPUBLIC OF SOUTH
Aug 2025
AFRICA 9.975% 9.930% 8.33% 10.37%
ES18 ESKOM HOLDINGSAprLIMITED
2026 9.965% 9.920% 8.47% 10.42%
R204 REPUBLIC OF SOUTH
Oct 2026
AFRICA 9.200% 9.155% 7.54% 10.03%
R207 REPUBLIC OF SOUTH
Dec 2026
AFRICA 9.125% 9.080% 7.57% 9.52%
R208 REPUBLIC OF SOUTH
Nov 2027
AFRICA 11.475% 11.430% 9.47% 11.62%
ES23 ESKOM HOLDINGSJanLIMITED
2030 10.510% 10.440% 9.04% 11.09%
DV23 DEVELOPMENT FebBANK
2031
OF SOUTHERN
10.850%AFRICA 10.780% 9.31% 11.41%
R2023 REPUBLIC OF SOUTH
Mar 2032
AFRICA 10.980% 10.910% 9.47% 11.52%
ES26 ESKOM HOLDINGSSepLIMITED
2033 12.220% 12.150% 10.84% 12.78%
R186 REPUBLIC OF SOUTH
Jul 2034
AFRICA 12.040% 11.970% 10.55% 12.60%
R2030 REPUBLIC OF SOUTH
Feb 2035
AFRICA 11.270% 11.200% 9.89% 11.83%
R213 REPUBLIC OF SOUTH
Mar 2036
AFRICA 11.270% 11.200% 9.89% 11.83%
R2032 REPUBLIC OF SOUTH
Jan 2037
AFRICA 11.410% 11.350% 10.08% 11.99%
ES33 ESKOM HOLDINGSJanLIMITED
2040 11.495% 11.430% 10.23% 12.05%
R209 REPUBLIC OF SOUTH
Oct 2040
AFRICA 12.715% 12.650% 11.42% 13.33%
R2037 REPUBLIC OF SOUTH
Feb 2041
AFRICA 11.415% 11.350% 10.22% 11.97%
R214 REPUBLIC OF SOUTH
Apr 2042
AFRICA 12.515% 12.450% 11.29% 13.12%
R2044 REPUBLIC OF SOUTH
Jan 2044
AFRICA 11.490% 11.425% 10.30% 12.07%
R2048 REPUBLIC OF SOUTH
Feb 2048
AFRICA 11.415% 11.350% 10.22% 12.03%

Other Rates

Code Description Rate Previous YTD Low YTD High

SAFEX SAFEX Overnight Deposit Rate5.330% 5.330% 3.58% 5.33%
JIBAR1 JIBAR 1 Month 5.683% 5.633% 3.74% 5.68%
JIBAR3 JIBAR 3 Month 5.917% 5.900% 3.89% 5.92%
JIBAR6 JIBAR 6 Month 7.025% 7.000% 4.66% 7.03%
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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