Markets and Commodity figures

26 July 2022

Total Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Deals Nominal Consideration Deals Nominal Consideration
Current Day 1,860 40.40 bn Rbn 35.87 596 99.30 bn Rbn 89.69
Week to Date 3,655 79.74 bn Rbn 72.92 852 162.63 bn Rbn 151.49
Month to Date 27,725 836.97 bn Rbn 764.74 5,405 992.07 bn Rbn 914.65
Year to Date 194,062 5,828.59 bn Rbn 5,610.11 40,924 7,837.90 bn Rbn 7,390.87

Foreign Client Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Party Deals Nominal Consideration Deals Nominal Consideration
Buy 73 4.91 bn Rbn 4.17 18 4.52 bn Rbn 3.67
Current Day Sell 50 3.78 bn Rbn 3.30 33 9.17 bn Rbn 8.45
Net 23 1.13 bn Rbn 0.87 -15 -4.65 bn Rbn -4.79
Buy 127 8.76 bn Rbn 7.96 34 8.13 bn Rbn 6.66
Week to Date Sell 97 6.70 bn Rbn 6.22 64 18.41 bn Rbn 18.12
Net 30 2.06 bn Rbn 1.74 -30 -10.29 bn Rbn -11.47
Buy 1,216 94.29 bn Rbn 84.09 321 68.00 bn Rbn 54.95
Month to Date Sell 1,169 107.95 bn Rbn 94.75 399 114.17 bn Rbn 107.27
Net 47 -13.67 bn Rbn -10.66 -78 -46.18 bn Rbn -52.31
Buy 9,805 678.45 bn Rbn 642.73 1,926 357.78 bn Rbn 315.94
Year to Date Sell 10,398 782.33 bn Rbn 731.21 2,875 830.16 bn Rbn 791.90
Net -593 -103.87 bn Rbn -88.48 -949 -472.38 bn Rbn -475.96

Index Levels

Code Index Yield Index Previous Return MTD Return YTD

ALBI20 All Bond Index 10.289% 810.859
Top 20 Composite 818.507 0.50% -1.44%
GOVI ALBI20 Issuer 10.295%
Class Split - 799.362
GOVI 806.941 0.46% -1.54%
OTHI ALBI20 Issuer 10.224%
Class Split - 868.594
OTHI 876.280 0.91% -0.36%
CILI15 3.320%
Composite Inflation 319.798
Linked Index Top 15 319.484 -1.02% 2.21%
ICOR 2.325%
CILI15 Issuer Class 404.895
Split - ICOR 404.277 0.57% 5.45%
IGOV 3.322%
CILI15 Issuer Class 316.636
Split - IGOV 316.340 -1.01% 2.13%
ISOE 3.912%
CILI15 Issuer Class 340.752
Split - ISOE 340.045 -2.24% 3.01%
MMI JSE Money Market Index
0 302.590 302.530 0.31% 2.49%

ALBI Constituent Bonds

Bond Issuer Maturity MTM Previous YTD Low YTD High

R159 REPUBLIC OF SOUTH
Nov 2023
AFRICA 8.750% 8.750% 6.72% 8.79%
R203 REPUBLIC OF SOUTH
Aug 2025
AFRICA 10.005% 9.915% 8.33% 10.37%
ES18 ESKOM HOLDINGSAprLIMITED
2026 10.055% 9.965% 8.47% 10.42%
R204 REPUBLIC OF SOUTH
Oct 2026
AFRICA 9.185% 9.095% 7.54% 10.03%
R207 REPUBLIC OF SOUTH
Dec 2026
AFRICA 9.155% 9.065% 7.57% 9.52%
R208 REPUBLIC OF SOUTH
Nov 2027
AFRICA 11.255% 11.165% 9.47% 11.62%
ES23 ESKOM HOLDINGS
NovLIMITED
2028 11.665% 11.575% 9.87% 12.03%
DV23 DEVELOPMENT JanBANK
2030
OF SOUTHERN
10.655%AFRICA 10.520% 9.04% 11.09%
R2023 REPUBLIC OF SOUTH
Feb 2031
AFRICA 10.975% 10.810% 9.31% 11.41%
ES26 ESKOM HOLDINGS
MarLIMITED
2032 11.100% 10.925% 9.47% 11.52%
R186 REPUBLIC OF SOUTH
Sep 2033
AFRICA 12.290% 12.135% 10.84% 12.78%
R2030 REPUBLIC OF SOUTH
Jul 2034
AFRICA 12.110% 11.955% 10.55% 12.60%
R213 REPUBLIC OF SOUTH
Feb 2035
AFRICA 11.340% 11.185% 9.89% 11.83%
R2032 REPUBLIC OF SOUTH
Mar 2036
AFRICA 11.340% 11.185% 9.89% 11.83%
ES33 ESKOM HOLDINGSJanLIMITED
2037 11.505% 11.345% 10.08% 11.99%
R209 REPUBLIC OF SOUTH
Jan 2040
AFRICA 11.565% 11.390% 10.23% 12.05%
R2037 REPUBLIC OF SOUTH
Feb 2041
AFRICA 11.475% 11.295% 10.22% 11.97%
R214 REPUBLIC OF SOUTH
Apr 2042
AFRICA 12.625% 12.445% 11.29% 13.12%
R2044 REPUBLIC OF SOUTH
Jan 2044
AFRICA 11.550% 11.375% 10.30% 12.07%
R2048 REPUBLIC OF SOUTH
Feb 2048
AFRICA 11.510% 11.325% 10.22% 12.03%

Other Rates

Code Description Rate Previous YTD Low YTD High

SAFEX SAFEX Overnight Deposit Rate5.310% 5.320% 3.58% 5.32%
JIBAR1 JIBAR 1 Month 5.575% 5.575% 3.74% 5.58%
JIBAR3 JIBAR 3 Month 5.708% 5.708% 3.89% 5.71%
JIBAR6 JIBAR 6 Month 6.617% 6.617% 4.66% 6.62%
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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