Markets and Commodity figures

03 November 2022

Total Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Deals Nominal Consideration Deals Nominal Consideration
Current Day 1,796 76.05 bn Rbn 72.38 142 38.26 bn Rbn 37.63
Week to Date 5,182 174.78 bn Rbn 164.25 1,128 189.41 bn Rbn 173.70
Month to Date 4,375 149.19 bn Rbn 140.37 940 156.68 bn Rbn 145.42
Year to Date 284,223 8,554.37 bn Rbn 8,164.97 59,765 11,117.59 bn Rbn 10,423.99

Foreign Client Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Party Deals Nominal Consideration Deals Nominal Consideration
Buy 49 1.59 bn Rbn 1.56 15 4.05 bn Rbn 3.27
Current Day Sell 69 5.80 bn Rbn 5.43 15 5.72 bn Rbn 5.34
Net -20 -4.21 bn Rbn -3.86 -1.67 bn Rbn -2.07
Buy 282 13.59 bn Rbn 12.66 63 13.72 bn Rbn 11.45
Week to Date Sell 288 21.05 bn Rbn 18.91 59 17.45 bn Rbn 15.69
Net -6 -7.46 bn Rbn -6.25 4 -3.74 bn Rbn -4.24
Buy 237 10.67 bn Rbn 9.85 46 11.22 bn Rbn 9.33
Month to Date Sell 212 15.80 bn Rbn 14.42 37 11.82 bn Rbn 10.87
Net 25 -5.13 bn Rbn -4.57 9 -0.60 bn Rbn -1.54
Buy 14,348 971.44 bn Rbn 911.37 3,212 634.54 bn Rbn 557.33
Year to Date Sell 14,871 1,116.37 bn Rbn 1,037.03 3,933 1,114.41 bn Rbn 1,059.69
Net -523 -144.92 bn Rbn -125.66 -721 -479.87 bn Rbn -502.37

Index Levels

Code Index Yield Index Previous Return MTD Return YTD

ALBI20 All Bond Index 10.408% 824.495
Top 20 Composite 826.980 0.51% 0.22%
GOVI ALBI20 Issuer 10.413%
Class Split - 812.722
GOVI 815.219 0.51% 0.10%
OTHI ALBI20 Issuer 10.345%
Class Split - 884.407
OTHI 886.414 0.47% 1.45%
CILI15 4.099%
Composite Inflation 326.267
Linked Index Top 15 322.876 3.30% 4.28%
ICOR 4.318%
CILI15 Issuer Class 409.234
Split - ICOR 411.162 0.00% 6.58%
IGOV 4.082%
CILI15 Issuer Class 322.910
Split - IGOV 319.316 3.45% 4.15%
ISOE 4.384%
CILI15 Issuer Class 354.599
Split - ISOE 354.528 1.51% 7.19%
MMI JSE Money Market Index
0 307.587 307.551 0.04% 4.19%

ALBI Constituent Bonds

Bond Issuer Maturity MTM Previous YTD Low YTD High

R159 REPUBLIC OF SOUTH
Aug 2025
AFRICA 9.970% 9.865% 8.33% 10.37%
R203 REPUBLIC OF SOUTH
Apr 2026
AFRICA 9.940% 9.835% 8.47% 10.42%
ES18 ESKOM HOLDINGSOctLIMITED
2026 9.475% 9.370% 7.54% 10.03%
R204 REPUBLIC OF SOUTH
Dec 2026
AFRICA 9.120% 9.015% 7.57% 9.52%
R207 REPUBLIC OF SOUTH
Nov 2027
AFRICA 11.420% 11.315% 9.47% 11.87%
R208 REPUBLIC OF SOUTH
Jan 2030
AFRICA 10.780% 10.705% 9.04% 11.09%
ES23 ESKOM HOLDINGSOctLIMITED
2030 12.340% 12.270% 10.63% 12.69%
DV23 DEVELOPMENT FebBANK
2031
OF SOUTHERN
11.135%AFRICA 11.065% 9.31% 11.41%
R2023 REPUBLIC OF SOUTH
Mar 2032
AFRICA 11.270% 11.195% 9.47% 11.52%
ES26 ESKOM HOLDINGSSepLIMITED
2033 12.585% 12.540% 10.84% 12.80%
R186 REPUBLIC OF SOUTH
Jul 2034
AFRICA 12.420% 12.375% 10.55% 12.64%
R2030 REPUBLIC OF SOUTH
Feb 2035
AFRICA 11.640% 11.595% 9.89% 11.87%
R213 REPUBLIC OF SOUTH
Mar 2036
AFRICA 11.645% 11.600% 9.89% 11.86%
R2032 REPUBLIC OF SOUTH
Jan 2037
AFRICA 11.785% 11.740% 10.08% 12.01%
ES33 ESKOM HOLDINGSJanLIMITED
2040 11.825% 11.800% 10.23% 12.05%
R209 REPUBLIC OF SOUTH
Oct 2040
AFRICA 12.880% 12.850% 11.42% 13.33%
R2037 REPUBLIC OF SOUTH
Feb 2041
AFRICA 11.700% 11.670% 10.22% 11.97%
R214 REPUBLIC OF SOUTH
Apr 2042
AFRICA 12.760% 12.730% 11.29% 13.12%
R2044 REPUBLIC OF SOUTH
Jan 2044
AFRICA 11.800% 11.750% 10.30% 12.07%
R2048 REPUBLIC OF SOUTH
Feb 2048
AFRICA 11.700% 11.670% 10.22% 12.03%

Other Rates

Code Description Rate Previous YTD Low YTD High

SAFEX SAFEX Overnight Deposit Rate6.060% 6.060% 3.58% 6.08%
JIBAR1 JIBAR 1 Month 6.342% 6.325% 3.74% 6.34%
JIBAR3 JIBAR 3 Month 6.533% 6.517% 3.89% 6.53%
JIBAR6 JIBAR 6 Month 7.517% 7.475% 4.66% 7.52%
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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