Markets and Commodity figures

26 October 2022

Total Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Deals Nominal Consideration Deals Nominal Consideration
Current Day 1,203 39.69 bn Rbn 35.45 171 36.52 bn Rbn 34.40
Week to Date 3,019 101.45 bn Rbn 91.63 1,068 164.74 bn Rbn 150.39
Month to Date 19,413 654.08 bn Rbn 608.82 5,098 873.13 bn Rbn 809.58
Year to Date 276,632 8,308.18 bn Rbn 7,932.89 58,350 10,867.16 bn Rbn 10,193.95

Foreign Client Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Party Deals Nominal Consideration Deals Nominal Consideration
Buy 96 6.50 bn Rbn 5.65 19 3.03 bn Rbn 2.49
Current Day Sell 96 7.68 bn Rbn 6.54 9 2.66 bn Rbn 2.49
Net -1.19 bn Rbn -0.90 10 0.37 bn Rbn 0.00
Buy 182 12.10 bn Rbn 10.67 59 10.04 bn Rbn 9.04
Week to Date Sell 205 15.08 bn Rbn 12.97 36 9.36 bn Rbn 8.74
Net -23 -2.98 bn Rbn -2.30 23 0.68 bn Rbn 0.30
Buy 1,037 82.01 bn Rbn 74.72 350 79.31 bn Rbn 68.99
Month to Date Sell 1,260 96.21 bn Rbn 86.19 208 51.37 bn Rbn 50.14
Net -223 -14.20 bn Rbn -11.48 142 27.93 bn Rbn 18.85
Buy 13,926 948.57 bn Rbn 890.45 3,104 611.55 bn Rbn 537.92
Year to Date Sell 14,470 1,088.20 bn Rbn 1,011.42 3,841 1,088.82 bn Rbn 1,035.96
Net -544 -139.63 bn Rbn -120.96 -737 -477.27 bn Rbn -498.04

Index Levels

Code Index Yield Index Previous Return MTD Return YTD

ALBI20 All Bond Index 10.348% 827.164
Top 20 Composite 819.568 1.91% 0.54%
GOVI 10.354%
ALBI20 Issuer Class Split - 815.371
GOVI 807.881 1.89% 0.43%
OTHI 10.271%
ALBI20 Issuer Class Split - 887.005
OTHI 878.893 2.09% 1.75%
CILI15 4.039%
Composite Inflation 320.387
Linked Index Top 15 315.393 0.16% 2.40%
ICOR 3.993%
CILI15 Issuer Class 410.949
Split - ICOR 410.874 0.04% 7.03%
IGOV 4.028%
CILI15 Issuer Class 316.818
Split - IGOV 311.612 0.21% 2.18%
ISOE 4.376%
CILI15 Issuer Class 351.369
Split - ISOE 350.971 -0.94% 6.22%
MMI JSE Money Market Index
0 307.190 307.115 0.52% 4.05%

ALBI Constituent Bonds

Bond Issuer Maturity MTM Previous YTD Low YTD High

R159 REPUBLIC OF SOUTH
Nov 2023
AFRICA 9.255% 9.115% 6.72% 9.26%
R203 REPUBLIC OF SOUTH
Aug 2025
AFRICA 9.845% 10.055% 8.33% 10.37%
ES18 ESKOM HOLDINGSAprLIMITED
2026 9.815% 10.025% 8.47% 10.42%
R204 REPUBLIC OF SOUTH
Oct 2026
AFRICA 9.350% 9.560% 7.54% 10.03%
R207 REPUBLIC OF SOUTH
Dec 2026
AFRICA 8.995% 9.205% 7.57% 9.52%
R208 REPUBLIC OF SOUTH
Nov 2027
AFRICA 11.295% 11.505% 9.47% 11.87%
ES23 ESKOM HOLDINGSJanLIMITED
2030 10.710% 10.845% 9.04% 11.09%
DV23 DEVELOPMENT FebBANK
2031
OF SOUTHERN
11.075%AFRICA 11.210% 9.31% 11.41%
R2023 REPUBLIC OF SOUTH
Mar 2032
AFRICA 11.200% 11.335% 9.47% 11.52%
ES26 ESKOM HOLDINGSSepLIMITED
2033 12.490% 12.615% 10.84% 12.80%
R186 REPUBLIC OF SOUTH
Jul 2034
AFRICA 12.325% 12.450% 10.55% 12.64%
R2030 REPUBLIC OF SOUTH
Feb 2035
AFRICA 11.550% 11.680% 9.89% 11.87%
R213 REPUBLIC OF SOUTH
Mar 2036
AFRICA 11.550% 11.675% 9.89% 11.86%
R2032 REPUBLIC OF SOUTH
Jan 2037
AFRICA 11.690% 11.815% 10.08% 12.01%
ES33 ESKOM HOLDINGSJanLIMITED
2040 11.725% 11.860% 10.23% 12.05%
R209 REPUBLIC OF SOUTH
Oct 2040
AFRICA 12.880% 13.030% 11.42% 13.33%
R2037 REPUBLIC OF SOUTH
Feb 2041
AFRICA 11.610% 11.760% 10.22% 11.97%
R214 REPUBLIC OF SOUTH
Apr 2042
AFRICA 12.670% 12.820% 11.29% 13.12%
R2044 REPUBLIC OF SOUTH
Jan 2044
AFRICA 11.695% 11.840% 10.30% 12.07%
R2048 REPUBLIC OF SOUTH
Feb 2048
AFRICA 11.605% 11.765% 10.22% 12.03%

Other Rates

Code Description Rate Previous YTD Low YTD High

SAFEX SAFEX Overnight Deposit Rate6.070% 6.070% 3.58% 6.08%
JIBAR1 JIBAR 1 Month 6.308% 6.308% 3.74% 6.32%
JIBAR3 JIBAR 3 Month 6.458% 6.458% 3.89% 6.48%
JIBAR6 JIBAR 6 Month 7.325% 7.325% 4.66% 7.33%
RSA 2 year retail bond 9.50% 0 0 0
RSA 3 year retail bond 10.00% 0 0 0
RSA 5 year retail bond 11.25% 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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