Markets and Commodity figures

27 October 2022

Total Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Deals Nominal Consideration Deals Nominal Consideration
Current Day 1,016 43.38 bn Rbn 40.69 162 40.24 bn Rbn 37.15
Week to Date 4,035 144.82 bn Rbn 132.32 1,230 204.98 bn Rbn 187.54
Month to Date 20,429 697.45 bn Rbn 649.51 5,260 913.36 bn Rbn 846.73
Year to Date 277,648 8,351.56 bn Rbn 7,973.58 58,512 10,907.40 bn Rbn 10,231.10

Foreign Client Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Party Deals Nominal Consideration Deals Nominal Consideration
Buy 65 4.31 bn Rbn 3.68 31 7.16 bn Rbn 6.01
Current Day Sell 72 6.26 bn Rbn 5.69 21 5.45 bn Rbn 5.33
Net -7 -1.95 bn Rbn -2.01 10 1.70 bn Rbn 0.68
Buy 249 16.60 bn Rbn 14.51 90 17.19 bn Rbn 15.04
Week to Date Sell 275 21.15 bn Rbn 18.50 57 14.81 bn Rbn 14.07
Net -26 -4.56 bn Rbn -3.99 33 2.38 bn Rbn 0.97
Buy 1,104 86.51 bn Rbn 78.55 381 86.46 bn Rbn 74.99
Month to Date Sell 1,330 102.29 bn Rbn 91.72 229 56.83 bn Rbn 55.47
Net -226 -15.78 bn Rbn -13.17 152 29.64 bn Rbn 19.52
Buy 13,993 953.07 bn Rbn 894.29 3,135 618.71 bn Rbn 543.92
Year to Date Sell 14,540 1,094.27 bn Rbn 1,016.94 3,862 1,094.27 bn Rbn 1,041.29
Net -547 -141.21 bn Rbn -122.65 -727 -475.56 bn Rbn -497.37

Index Levels

Code Index Yield Index Previous Return MTD Return YTD

ALBI20 All Bond Index 10.346% 827.525
Top 20 Composite 827.164 1.95% 0.58%
GOVI 10.352%
ALBI20 Issuer Class Split - 815.742
GOVI 815.371 1.94% 0.48%
OTHI 10.272%
ALBI20 Issuer Class Split - 887.198
OTHI 887.005 2.11% 1.77%
CILI15 4.044%
Composite Inflation 320.518
Linked Index Top 15 320.387 0.20% 2.44%
ICOR 3.993%
CILI15 Issuer Class 411.808
Split - ICOR 410.949 0.25% 7.25%
IGOV 4.037%
CILI15 Issuer Class 316.875
Split - IGOV 316.818 0.22% 2.20%
ISOE 4.297%
CILI15 Issuer Class 353.435
Split - ISOE 351.369 -0.35% 6.84%
MMI JSE Money Market Index
0 307.251 307.190 0.54% 4.07%

ALBI Constituent Bonds

Bond Issuer Maturity MTM Previous YTD Low YTD High

R159 REPUBLIC OF SOUTH
Nov 2023
AFRICA 9.080% 9.255% 6.72% 9.26%
R203 REPUBLIC OF SOUTH
Aug 2025
AFRICA 9.770% 9.845% 8.33% 10.37%
ES18 ESKOM HOLDINGSAprLIMITED
2026 9.740% 9.815% 8.47% 10.42%
R204 REPUBLIC OF SOUTH
Oct 2026
AFRICA 9.275% 9.350% 7.54% 10.03%
R207 REPUBLIC OF SOUTH
Dec 2026
AFRICA 8.920% 8.995% 7.57% 9.52%
R208 REPUBLIC OF SOUTH
Nov 2027
AFRICA 11.220% 11.295% 9.47% 11.87%
ES23 ESKOM HOLDINGSJanLIMITED
2030 10.685% 10.710% 9.04% 11.09%
DV23 DEVELOPMENT FebBANK
2031
OF SOUTHERN
11.050%AFRICA 11.075% 9.31% 11.41%
R2023 REPUBLIC OF SOUTH
Mar 2032
AFRICA 11.175% 11.200% 9.47% 11.52%
ES26 ESKOM HOLDINGSSepLIMITED
2033 12.500% 12.490% 10.84% 12.80%
R186 REPUBLIC OF SOUTH
Jul 2034
AFRICA 12.335% 12.325% 10.55% 12.64%
R2030 REPUBLIC OF SOUTH
Feb 2035
AFRICA 11.560% 11.550% 9.89% 11.87%
R213 REPUBLIC OF SOUTH
Mar 2036
AFRICA 11.560% 11.550% 9.89% 11.86%
R2032 REPUBLIC OF SOUTH
Jan 2037
AFRICA 11.705% 11.690% 10.08% 12.01%
ES33 ESKOM HOLDINGSJanLIMITED
2040 11.740% 11.725% 10.23% 12.05%
R209 REPUBLIC OF SOUTH
Oct 2040
AFRICA 12.900% 12.880% 11.42% 13.33%
R2037 REPUBLIC OF SOUTH
Feb 2041
AFRICA 11.630% 11.610% 10.22% 11.97%
R214 REPUBLIC OF SOUTH
Apr 2042
AFRICA 12.690% 12.670% 11.29% 13.12%
R2044 REPUBLIC OF SOUTH
Jan 2044
AFRICA 11.715% 11.695% 10.30% 12.07%
R2048 REPUBLIC OF SOUTH
Feb 2048
AFRICA 11.635% 11.605% 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 6.492% 6.458% 3.89% 6.49%
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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