Markets and Commodity figures

23 November 2022

Total Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Deals Nominal Consideration Deals Nominal Consideration
Current Day 1,267 66.85 bn Rbn 59.96 631 93.51 bn Rbn 86.89
Week to Date 2,512 98.86 bn Rbn 90.47 823 140.32 bn Rbn 130.10
Month to Date 22,816 728.71 bn Rbn 680.15 4,890 832.92 bn Rbn 776.61
Year to Date 302,664 9,133.90 bn Rbn 8,704.75 63,715 11,793.83 bn Rbn 11,055.19

Foreign Client Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Party Deals Nominal Consideration Deals Nominal Consideration
Buy 93 10.66 bn Rbn 9.32 10 1.90 bn Rbn 1.50
Current Day Sell 74 8.65 bn Rbn 7.36 43 17.87 bn Rbn 17.37
Net 19 2.01 bn Rbn 1.96 -33 -15.97 bn Rbn -15.87
Buy 138 13.06 bn Rbn 11.48 15 2.80 bn Rbn 2.38
Week to Date Sell 139 11.81 bn Rbn 10.15 53 21.79 bn Rbn 20.93
Net -1 1.24 bn Rbn 1.34 -38 -18.99 bn Rbn -18.55
Buy 1,294 88.13 bn Rbn 79.89 261 52.96 bn Rbn 44.59
Month to Date Sell 1,125 93.95 bn Rbn 85.00 332 97.51 bn Rbn 91.49
Net 169 -5.81 bn Rbn -5.11 -71 -44.54 bn Rbn -46.90
Buy 15,405 1,048.91 bn Rbn 981.41 3,427 676.29 bn Rbn 592.58
Year to Date Sell 15,784 1,194.51 bn Rbn 1,107.61 4,228 1,200.10 bn Rbn 1,140.30
Net -379 -145.60 bn Rbn -126.20 -801 -523.81 bn Rbn -547.72

Index Levels

Code Index Yield Index Previous Return MTD Return YTD

ALBI20 All Bond Index 10.151% 849.231
Top 20 Composite 847.179 3.52% 3.22%
GOVI ALBI20 Issuer 10.154%
Class Split - 837.226
GOVI 835.105 3.54% 3.12%
OTHI ALBI20 Issuer 10.111%
Class Split - 909.270
OTHI 908.421 3.29% 4.30%
CILI15 4.526%
Composite Inflation 314.329
Linked Index Top 15 314.510 -0.48% 0.46%
ICOR 4.825%
CILI15 Issuer Class 399.891
Split - ICOR 400.188 -2.29% 4.15%
IGOV 4.496%
CILI15 Issuer Class 311.037
Split - IGOV 311.193 -0.36% 0.32%
ISOE 5.071%
CILI15 Issuer Class 341.392
Split - ISOE 342.115 -2.27% 3.20%
MMI JSE Money Market Index
0 308.736 308.676 0.41% 4.58%

ALBI Constituent Bonds

Bond Issuer Maturity MTM Previous YTD Low YTD High

R159 REPUBLIC OF SOUTH
Aug 2025
AFRICA 9.505% 9.575% 8.33% 10.37%
R203 REPUBLIC OF SOUTH
Apr 2026
AFRICA 9.475% 9.545% 8.47% 10.42%
ES18 ESKOM HOLDINGSOctLIMITED
2026 9.010% 9.080% 7.54% 10.03%
R204 REPUBLIC OF SOUTH
Dec 2026
AFRICA 8.655% 8.725% 7.57% 9.52%
R207 REPUBLIC OF SOUTH
Nov 2027
AFRICA 10.965% 11.035% 9.47% 11.87%
R208 REPUBLIC OF SOUTH
Jan 2030
AFRICA 10.285% 10.370% 9.04% 11.09%
ES23 ESKOM HOLDINGSOctLIMITED
2030 11.845% 11.930% 10.63% 12.69%
DV23 DEVELOPMENT FebBANK
2031
OF SOUTHERN
10.665%AFRICA 10.715% 9.31% 11.41%
R2023 REPUBLIC OF SOUTH
Mar 2032
AFRICA 10.830% 10.870% 9.47% 11.52%
ES26 ESKOM HOLDINGSSepLIMITED
2033 12.190% 12.195% 10.84% 12.80%
R186 REPUBLIC OF SOUTH
Jul 2034
AFRICA 12.025% 12.030% 10.55% 12.64%
R2030 REPUBLIC OF SOUTH
Feb 2035
AFRICA 11.220% 11.270% 9.89% 11.87%
R213 REPUBLIC OF SOUTH
Mar 2036
AFRICA 11.250% 11.255% 9.89% 11.86%
R2032 REPUBLIC OF SOUTH
Jan 2037
AFRICA 11.410% 11.420% 10.08% 12.01%
ES33 ESKOM HOLDINGSJanLIMITED
2040 11.525% 11.545% 10.23% 12.05%
R209 REPUBLIC OF SOUTH
Oct 2040
AFRICA 12.555% 12.550% 11.42% 13.33%
R2037 REPUBLIC OF SOUTH
Feb 2041
AFRICA 11.375% 11.370% 10.22% 11.97%
R214 REPUBLIC OF SOUTH
Apr 2042
AFRICA 12.435% 12.430% 11.29% 13.12%
R2044 REPUBLIC OF SOUTH
Jan 2044
AFRICA 11.465% 11.460% 10.30% 12.07%
R2048 REPUBLIC OF SOUTH
Feb 2048
AFRICA 11.370% 11.400% 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 6.392% 6.392% 3.74% 6.39%
JIBAR3 JIBAR 3 Month 6.667% 6.650% 3.89% 6.67%
JIBAR6 JIBAR 6 Month 7.492% 7.500% 4.66% 7.53%
RSA 2 year retail bond 9.50% 0 0 0
RSA 3 year retail bond 9.75% 0 0 0
RSA 5 year retail bond 11.50% 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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