Markets and Commodity figures

12 January 2021

Total Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Deals Nominal Consideration Deals Nominal Consideration
Current Day 1,171 33.57 bn Rbn 33.10 826 93.65 bn Rbn 92.50
Week to Date 1,866 61.58 bn Rbn 59.92 1,077 130.03 bn Rbn 128.27
Month to Date 6,141 199.48 bn Rbn 193.63 2,054 297.15 bn Rbn 292.77
Year to Date 6,141 199.48 bn Rbn 193.63 2,054 297.15 bn Rbn 292.77

Foreign Client Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Party Deals Nominal Consideration Deals Nominal Consideration
Buy 83 8.22 bn Rbn 8.41 10 1.49 bn Rbn 1.27
Current Day Sell 71 4.92 bn Rbn 4.90 33 15.58 bn Rbn 16.71
Net 12 3.30 bn Rbn 3.51 -23 -14.10 bn Rbn -15.44
Buy 129 13.38 bn Rbn 13.48 17 2.78 bn Rbn 2.38
Week to Date Sell 118 9.91 bn Rbn 9.45 55 23.71 bn Rbn 24.58
Net 11 3.47 bn Rbn 4.03 -38 -20.93 bn Rbn -22.20
Buy 510 37.79 bn Rbn 36.23 45 4.84 bn Rbn 4.04
Month to Date Sell 531 39.71 bn Rbn 38.60 139 69.16 bn Rbn 73.55
Net -21 -1.91 bn Rbn -2.37 -94 -64.32 bn Rbn -69.51
Buy 510 37.79 bn Rbn 36.23 45 4.84 bn Rbn 4.04
Year to Date Sell 531 39.71 bn Rbn 38.60 139 69.16 bn Rbn 73.55
Net -21 -1.91 bn Rbn -2.37 -94 -64.32 bn Rbn -69.51

Index Levels

Code Index Yield Index Previous Return MTD Return YTD

ALBI20 0.000%
All Bond Index Top 0.000
20 Composite 0.000 0.00% 0.00%
GOVI 0.000%Split - GOVI
ALBI20 Issuer Class 0.000 0.000 0.00% 0.00%
OTHI 0.000%
ALBI20 Issuer Class Split - 0.000
OTHI 0.000 0.00% 0.00%
CILI15 3.558%
Composite Inflation 272.583
Linked Index Top 15 272.505 0.58% 0.58%
ICOR 3.017%
CILI15 Issuer Class 351.855
Split - ICOR 351.733 0.41% 0.41%
IGOV 3.577%
CILI15 Issuer Class 269.623
Split - IGOV 269.550 0.59% 0.59%
ISOE 3.521%
CILI15 Issuer Class 297.352
Split - ISOE 297.159 0.60% 0.60%
MMI JSE Money Market Index
0 284.180 284.140 0.18% 0.18%

ALBI Constituent Bonds

Bond Issuer Maturity MTM Previous YTD Low YTD High

R159 REPUBLIC OF SOUTH
Jan 2023
AFRICA 5.515% 5.540% 5.44% 5.54%
R203 REPUBLIC OF SOUTH
Feb 2023
AFRICA 6.110% 6.135% 6.03% 6.14%
ES18 ESKOM HOLDINGSFebLIMITED
2023 4.495% 4.520% 4.41% 4.52%
R204 REPUBLIC OF SOUTH
Nov 2023
AFRICA 6.465% 6.490% 6.38% 6.49%
R207 REPUBLIC OF SOUTH
Aug 2025
AFRICA 8.100% 8.150% 7.98% 8.15%
R208 REPUBLIC OF SOUTH
Apr 2026
AFRICA 7.690% 7.740% 7.57% 7.74%
ES23 ESKOM HOLDINGSDecLIMITED
2026 6.680% 6.730% 6.56% 6.73%
DV23 DEVELOPMENT NovBANK
2027
OF SOUTHERN
8.490% AFRICA 8.540% 8.37% 8.54%
R2023 REPUBLIC OF SOUTH
Jan 2030
AFRICA 8.790% 8.820% 8.64% 8.82%
ES26 ESKOM HOLDINGSFebLIMITED
2031 9.265% 9.295% 9.09% 9.30%
R186 REPUBLIC OF SOUTH
Mar 2032
AFRICA 9.775% 9.800% 9.61% 9.80%
R2030 REPUBLIC OF SOUTH
Sep 2033
AFRICA 11.430% 11.455% 11.24% 11.46%
R213 REPUBLIC OF SOUTH
Feb 2035
AFRICA 10.590% 10.615% 10.42% 10.62%
R2032 REPUBLIC OF SOUTH
Mar 2036
AFRICA 10.440% 10.465% 10.25% 10.47%
ES33 ESKOM HOLDINGSJanLIMITED
2037 10.805% 10.835% 10.66% 10.84%
R209 REPUBLIC OF SOUTH
Jan 2040
AFRICA 10.935% 10.970% 10.80% 10.97%
R2037 REPUBLIC OF SOUTH
Feb 2041
AFRICA 10.800% 10.830% 10.65% 10.83%
R214 REPUBLIC OF SOUTH
Apr 2042
AFRICA 11.920% 11.950% 11.77% 11.95%
R2044 REPUBLIC OF SOUTH
Jan 2044
AFRICA 11.015% 11.045% 10.86% 11.05%
R2048 REPUBLIC OF SOUTH
Feb 2048
AFRICA 10.915% 10.945% 10.76% 10.95%

Other Rates

Code Description Rate Previous YTD Low YTD High

SAFEX SAFEX Overnight Deposit Rate3.310% 3.310% 3.31% 3.31%
JIBAR1 JIBAR 1 Month 3.500% 3.500% 3.50% 3.50%
JIBAR3 JIBAR 3 Month 3.650% 3.642% 3.64% 3.65%
JIBAR6 JIBAR 6 Month 3.892% 3.883% 3.86% 3.89%
RSA 2 year retail bond 5.25% 0 0 0
RSA 3 year retail bond 5.75% 0 0 0
RSA 5 year retail bond 7.25% 0 0 0
RSA 3 year inflation linked retail
2.50%
bond 0 0 0
RSA 5 year inflation linked retail
3.75%
bond 0 0 0
RSA 10 year inflation linked retail
4.75%
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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