Markets and Commodity figures

22 September 2020

Total Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Deals Nominal Consideration Deals Nominal Consideration
Current Day 1,544 55.54 bn Rbn 50.26 749 105.52 bn Rbn 98.26
Week to Date 3,083 109.51 bn Rbn 101.42 1,021 165.62 bn Rbn 155.96
Month to Date 19,681 632.62 bn Rbn 609.86 4,549 792.57 bn Rbn 770.45
Year to Date 259,029 8,495.26 bn Rbn 8,183.59 56,432 8,356.65 bn Rbn 8,158.13

Foreign Client Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Party Deals Nominal Consideration Deals Nominal Consideration
Buy 77 3.92 bn Rbn 3.45 10 0.47 bn Rbn 0.45
Current Day Sell 83 7.40 bn Rbn 7.11 29 17.47 bn Rbn 17.48
Net -6 -3.48 bn Rbn -3.66 -19 -17.00 bn Rbn -17.03
Buy 130 7.66 bn Rbn 7.16 20 2.30 bn Rbn 1.94
Week to Date Sell 146 12.36 bn Rbn 12.08 53 32.60 bn Rbn 33.41
Net -16 -4.70 bn Rbn -4.91 -33 -30.30 bn Rbn -31.47
Buy 881 59.41 bn Rbn 57.65 106 7.89 bn Rbn 6.56
Month to Date Sell 782 61.02 bn Rbn 59.22 275 164.64 bn Rbn 173.95
Net 99 -1.61 bn Rbn -1.57 -169 -156.75 bn Rbn -167.39
Buy 14,818 1,038.01 bn Rbn 1,001.06 2,598 395.97 bn Rbn 345.33
Year to Date Sell 15,383 1,105.74 bn Rbn 1,061.60 2,287 1,150.63 bn Rbn 1,208.80
Net -565 -67.73 bn Rbn -60.54 311 -754.66 bn Rbn -863.47

Index Levels

Code Index Yield Index Previous Return MTD Return YTD

ALBI20 9.710%
All Bond Index Top 710.833
20 Composite 714.807 -0.10% 1.77%
GOVI 9.705%Split - 702.220
ALBI20 Issuer Class GOVI 706.080 -0.10% 1.65%
OTHI 9.739%
ALBI20 Issuer Class Split - 746.218
OTHI 750.830 -0.08% 2.38%
CILI15 3.572%
Composite Inflation 258.115
Linked Index Top 15 258.604 -1.18% -0.74%
ICOR 3.369%
CILI15 Issuer Class 338.167
Split - ICOR 338.569 2.78% 9.27%
IGOV 3.564%
CILI15 Issuer Class 255.049
Split - IGOV 255.552 -1.31% -1.10%
ISOE 4.720%
CILI15 Issuer Class 286.699
Split - ISOE 286.039 -0.45% 4.14%
MMI JSE Money Market Index
0 280.777 280.751 0.24% 4.72%

ALBI Constituent Bonds

Bond Issuer Maturity MTM Previous YTD Low YTD High

R159 REPUBLIC OF SOUTH
Jan 2023
AFRICA 5.715% 5.740% 5.55% 8.76%
R203 REPUBLIC OF SOUTH
Feb 2023
AFRICA 6.215% 6.240% 6.04% 8.99%
ES18 ESKOM HOLDINGSFebLIMITED
2023 4.575% 4.600% 4.40% 7.77%
R204 REPUBLIC OF SOUTH
Aug 2025
AFRICA 8.710% 8.700% 8.60% 12.56%
R207 REPUBLIC OF SOUTH
Apr 2026
AFRICA 8.290% 8.280% 8.15% 12.19%
R208 REPUBLIC OF SOUTH
Dec 2026
AFRICA 7.260% 7.250% 7.12% 11.15%
ES23 ESKOM HOLDINGS
NovLIMITED
2027 9.150% 9.140% 9.01% 12.77%
DV23 DEVELOPMENT NovBANK
2028
OF SOUTHERN
9.210% AFRICA 9.200% 9.07% 13.13%
R2023 REPUBLIC OF SOUTH
Jan 2030
AFRICA 9.400% 9.295% 8.64% 12.34%
ES26 ESKOM HOLDINGSFebLIMITED
2031 9.865% 9.780% 8.91% 12.61%
R186 REPUBLIC OF SOUTH
Mar 2032
AFRICA 10.350% 10.280% 9.11% 12.86%
R2030 REPUBLIC OF SOUTH
Sep 2033
AFRICA 11.935% 11.815% 10.66% 14.17%
R213 REPUBLIC OF SOUTH
Feb 2035
AFRICA 11.100% 10.985% 9.52% 13.05%
R2032 REPUBLIC OF SOUTH
Mar 2036
AFRICA 10.935% 10.815% 9.58% 13.10%
ES33 ESKOM HOLDINGSJanLIMITED
2037 11.350% 11.240% 9.70% 13.20%
R209 REPUBLIC OF SOUTH
Jan 2040
AFRICA 11.520% 11.400% 9.85% 13.31%
R2037 REPUBLIC OF SOUTH
Feb 2041
AFRICA 11.220% 11.100% 9.81% 13.26%
R214 REPUBLIC OF SOUTH
Apr 2042
AFRICA 12.370% 12.250% 11.03% 14.48%
R2044 REPUBLIC OF SOUTH
Jan 2044
AFRICA 11.570% 11.445% 9.92% 13.33%
R2048 REPUBLIC OF SOUTH
Feb 2048
AFRICA 11.530% 11.400% 9.93% 13.31%

Other Rates

Code Description Rate Previous YTD Low YTD High

SAFEX SAFEX Overnight Deposit Rate3.320% 3.320% 3.32% 6.35%
JIBAR1 JIBAR 1 Month 3.350% 3.367% 3.31% 6.63%
JIBAR3 JIBAR 3 Month 3.358% 3.367% 3.36% 6.80%
JIBAR6 JIBAR 6 Month 3.425% 3.425% 3.40% 7.31%
RSA 2 year retail bond 5.00% 0 0 0
RSA 3 year retail bond 6.00% 0 0 0
RSA 5 year retail bond 8.00% 0 0 0
RSA 3 year inflation linked retail
3.50%
bond 0 0 0
RSA 5 year inflation linked retail
4.50%
bond 0 0 0
RSA 10 year inflation linked retail
5.00%
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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