Markets and Commodity figures

04 July 2018

Total Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Deals Nominal Consideration Deals Nominal Consideration
Current Day 876 34.74 bn Rbn 34.01 278 35.08 bn Rbn 33.53
Week to Date 4 761 86.96 bn Rbn 86.60 1 284 165.74 bn Rbn 158.86
Month to Date 4 761 86.96 bn Rbn 86.60 1 284 165.74 bn Rbn 158.86
Year to Date 164 872 5 006.03 bn Rbn 5 216.88 39 557 5 101.25 bn Rbn 5 115.86

Foreign Client Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Party Deals Nominal Consideration Deals Nominal Consideration
Buy 62 3.61 bn Rbn 3.74 22 2.17 bn Rbn 1.88
Current Day Sell 47 5.14 bn Rbn 5.00 11 1.17 bn Rbn 1.12
Net 15 -1.53 bn Rbn -1.27 11 0.99 bn Rbn 0.77
Buy 203 10.33 bn Rbn 10.28 79 14.81 bn Rbn 13.61
Week to Date Sell 221 12.53 bn Rbn 12.20 26 2.48 bn Rbn 2.27
Net -18 -2.20 bn Rbn -1.92 53 12.32 bn Rbn 11.35
Buy 203 10.33 bn Rbn 10.28 79 14.81 bn Rbn 13.61
Month to Date Sell 221 12.53 bn Rbn 12.20 26 2.48 bn Rbn 2.27
Net -18 -2.20 bn Rbn -1.92 53 12.32 bn Rbn 11.35
Buy 11 172 621.46 bn Rbn 649.57 2 054 283.59 bn Rbn 267.85
Year to Date Sell 10 576 657.20 bn Rbn 686.97 2 315 628.02 bn Rbn 669.24
Net 596 -35.74 bn Rbn -37.40 -261 -344.43 bn Rbn -401.39

Index Levels

Code Index Yield Index Previous Return MTD Return YTD

ALBI20 9.027%
All Bond Index Top 615.645
20 Composite 611.251 0.71% 4.71%
GOVI 9.081%Split - 611.285
ALBI20 Issuer Class GOVI 606.641 0.76% 4.21%
OTHI 8.864%
ALBI20 Issuer Class Split - 633.868
OTHI 630.202 0.58% 6.11%
CILI15 2.919%
Composite Inflation 250.763
Linked Index Top 15 250.894 -0.21% -0.78%
ICOR 3.761%
CILI15 Issuer Class 279.695
Split - ICOR 279.832 -0.19% 3.27%
IGOV 2.878%
CILI15 Issuer Class 249.426
Split - IGOV 249.560 -0.21% -0.94%
ISOE 3.635%
CILI15 Issuer Class 253.983
Split - ISOE 253.897 -0.06% 1.36%
MMI JSE Money Market Index
0 240.549 240.501 0.09% 3.77%

ALBI Constituent Bonds

Bond Issuer Maturity MTM Previous YTD Low YTD High

R159 REPUBLIC OF SOUTH
Jan 2020
AFRICA 7.425% 7.520% 6.58% 7.81%
R203 REPUBLIC OF SOUTH
Feb 2020
AFRICA 8.525% 8.620% 7.69% 8.89%
ES18 ESKOM HOLDINGS
MarLIMITED
2021 7.715% 7.810% 6.87% 8.10%
R204 REPUBLIC OF SOUTH
Jan 2023
AFRICA 9.265% 9.360% 8.35% 9.64%
R207 REPUBLIC OF SOUTH
Feb 2023
AFRICA 9.425% 9.520% 8.57% 9.82%
R208 REPUBLIC OF SOUTH
Feb 2023
AFRICA 8.125% 8.220% 7.24% 8.50%
ES23 ESKOM HOLDINGSAprLIMITED
2026 10.015% 10.120% 9.17% 10.44%
DV23 DEVELOPMENT DecBANK
2026
OF SOUTHERN
8.735% AFRICA 8.840% 7.88% 9.16%
R2023 REPUBLIC OF SOUTH
Jan 2030
AFRICA 9.135% 9.240% 8.28% 9.57%
ES26 ESKOM HOLDINGSFebLIMITED
2031 9.220% 9.330% 8.36% 9.64%
R186 REPUBLIC OF SOUTH
Mar 2032
AFRICA 9.310% 9.415% 8.46% 9.74%
R2030 REPUBLIC OF SOUTH
Sep 2033
AFRICA 10.760% 10.850% 9.96% 11.14%
R213 REPUBLIC OF SOUTH
Feb 2035
AFRICA 9.450% 9.545% 8.61% 9.82%
R2032 REPUBLIC OF SOUTH
Mar 2036
AFRICA 9.430% 9.520% 8.62% 9.81%
ES33 ESKOM HOLDINGSJanLIMITED
2037 9.515% 9.605% 8.69% 9.88%
R209 REPUBLIC OF SOUTH
Jan 2040
AFRICA 9.580% 9.670% 8.76% 9.95%
R2037 REPUBLIC OF SOUTH
Feb 2041
AFRICA 9.560% 9.650% 8.73% 9.94%
R214 REPUBLIC OF SOUTH
Apr 2042
AFRICA 10.950% 11.040% 10.13% 11.33%
R2044 REPUBLIC OF SOUTH
Jan 2044
AFRICA 9.600% 9.690% 8.80% 9.98%
R2048 REPUBLIC OF SOUTH
Feb 2048
AFRICA 9.595% 9.685% 8.76% 9.97%

Other Rates

Code Description Rate Previous YTD Low YTD High

SAFEX SAFEX Overnight Deposit Rate6.310% 6.310% 6.31% 6.56%
JIBAR1 JIBAR 1 Month 6.733% 6.733% 6.63% 6.92%
JIBAR3 JIBAR 3 Month 6.958% 6.958% 6.87% 7.16%
JIBAR6 JIBAR 6 Month 7.492% 7.492% 7.38% 7.60%
RSA 2 year retail bond 7.75% 0 0 0
RSA 3 year retail bond 8.00% 0 0 0
RSA 5 year retail bond 8.50% 0 0 0
RSA 3 year inflation linked retail
2.50%
bond 0 0 0
RSA 5 year inflation linked retail
2.75%
bond 0 0 0
RSA 10 year inflation linked retail
3.00%
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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