Markets and Commodity figures

24 July 2018

Total Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Deals Nominal Consideration Deals Nominal Consideration
Current Day 1 294 39.11 bn Rbn 41.16 717 85.29 bn Rbn 81.13
Week to Date 2 014 58.58 bn Rbn 60.79 1 049 139.68 bn Rbn 131.69
Month to Date 17 103 476.22 bn Rbn 489.27 6 028 777.12 bn Rbn 744.59
Year to Date 177 214 5 395.28 bn Rbn 5 619.55 44 301 5 712.63 bn Rbn 5 701.59

Foreign Client Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Party Deals Nominal Consideration Deals Nominal Consideration
Buy 83 4.05 bn Rbn 4.24 33 3.83 bn Rbn 3.57
Current Day Sell 54 2.07 bn Rbn 2.13 28 5.25 bn Rbn 5.16
Net 29 1.98 bn Rbn 2.10 5 -1.42 bn Rbn -1.59
Buy 127 6.30 bn Rbn 6.49 58 8.27 bn Rbn 7.79
Week to Date Sell 113 5.19 bn Rbn 5.22 32 7.62 bn Rbn 7.25
Net 14 1.11 bn Rbn 1.28 26 0.66 bn Rbn 0.54
Buy 1 118 65.61 bn Rbn 67.36 386 63.87 bn Rbn 60.12
Month to Date Sell 1 051 63.74 bn Rbn 64.38 189 39.66 bn Rbn 38.84
Net 67 1.87 bn Rbn 2.99 197 24.20 bn Rbn 21.27
Buy 12 087 676.74 bn Rbn 706.66 2 361 332.65 bn Rbn 314.36
Year to Date Sell 11 406 708.41 bn Rbn 739.14 2 478 665.20 bn Rbn 705.82
Net 681 -31.67 bn Rbn -32.49 -117 -332.55 bn Rbn -391.46

Index Levels

Code Index Yield Index Previous Return MTD Return YTD

ALBI20 9.037%
All Bond Index Top 618.081
20 Composite 616.344 1.11% 5.12%
GOVI 9.090%Split - 613.783
ALBI20 Issuer Class GOVI 611.918 1.17% 4.63%
OTHI 8.880%
ALBI20 Issuer Class Split - 636.132
OTHI 634.779 0.94% 6.49%
CILI15 3.019%
Composite Inflation 250.286
Linked Index Top 15 250.317 -0.40% -0.96%
ICOR 3.891%
CILI15 Issuer Class 279.502
Split - ICOR 279.488 -0.26% 3.20%
IGOV 2.976%
CILI15 Issuer Class 248.934
Split - IGOV 248.966 -0.41% -1.13%
ISOE 3.785%
CILI15 Issuer Class 253.946
Split - ISOE 253.977 -0.08% 1.35%
MMI JSE Money Market Index
0 241.496 241.448 0.49% 4.18%

ALBI Constituent Bonds

Bond Issuer Maturity MTM Previous YTD Low YTD High

R159 REPUBLIC OF SOUTH
Jan 2020
AFRICA 7.440% 7.480% 6.58% 7.81%
R203 REPUBLIC OF SOUTH
Feb 2020
AFRICA 8.475% 8.515% 7.69% 8.89%
ES18 ESKOM HOLDINGS
MarLIMITED
2021 7.740% 7.780% 6.87% 8.10%
R204 REPUBLIC OF SOUTH
Jan 2023
AFRICA 9.320% 9.365% 8.35% 9.64%
R207 REPUBLIC OF SOUTH
Feb 2023
AFRICA 9.390% 9.435% 8.57% 9.82%
R208 REPUBLIC OF SOUTH
Feb 2023
AFRICA 8.140% 8.185% 7.24% 8.50%
ES23 ESKOM HOLDINGSAprLIMITED
2026 10.000% 10.045% 9.17% 10.44%
DV23 DEVELOPMENT DecBANK
2026
OF SOUTHERN
8.720% AFRICA 8.765% 7.88% 9.16%
R2023 REPUBLIC OF SOUTH
Jan 2030
AFRICA 9.100% 9.145% 8.28% 9.57%
ES26 ESKOM HOLDINGSFebLIMITED
2031 9.205% 9.250% 8.36% 9.64%
R186 REPUBLIC OF SOUTH
Mar 2032
AFRICA 9.300% 9.345% 8.46% 9.74%
R2030 REPUBLIC OF SOUTH
Sep 2033
AFRICA 10.775% 10.805% 9.96% 11.14%
R213 REPUBLIC OF SOUTH
Feb 2035
AFRICA 9.460% 9.495% 8.61% 9.82%
R2032 REPUBLIC OF SOUTH
Mar 2036
AFRICA 9.445% 9.475% 8.62% 9.81%
ES33 ESKOM HOLDINGSJanLIMITED
2037 9.535% 9.565% 8.69% 9.88%
R209 REPUBLIC OF SOUTH
Jan 2040
AFRICA 9.615% 9.640% 8.76% 9.95%
R2037 REPUBLIC OF SOUTH
Feb 2041
AFRICA 9.600% 9.630% 8.73% 9.94%
R214 REPUBLIC OF SOUTH
Apr 2042
AFRICA 10.990% 11.020% 10.13% 11.33%
R2044 REPUBLIC OF SOUTH
Jan 2044
AFRICA 9.640% 9.670% 8.80% 9.98%
R2048 REPUBLIC OF SOUTH
Feb 2048
AFRICA 9.635% 9.665% 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 7.525% 7.525% 7.38% 7.60%
RSA 2 year retail bond 8.25% 0 0 0
RSA 3 year retail bond 8.50% 0 0 0
RSA 5 year retail bond 9.00% 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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