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Markets and Commodity figures

07 November 2018

Total Market Turnover Statistics

Standard Turnover REPO 1 Turnover


Deals Nominal Consideration Deals Nominal Consideration
Current Day 1,421 49.00 bn Rbn 51.35 277 36.32 bn Rbn 33.06
Week to Date 4,300 116.96 bn Rbn 118.51 1,470 188.85 bn Rbn 173.03
Month to Date 8,064 250.89 bn Rbn 244.16 2,027 277.19 bn Rbn 251.50
Year to Date 266,686 8,212.51 bn Rbn 8,469.70 70,185 9,101.79 bn Rbn 8,873.88

Foreign Client Market Turnover Statistics

Standard Turnover REPO 1 Turnover


Party Deals Nominal Consideration Deals Nominal Consideration
Buy 98 6.38 bn Rbn 6.66 25 10.21 bn Rbn 9.38
Current Day Sell 96 6.71 bn Rbn 6.79 2 2.27 bn Rbn 1.64
Net 2 -0.33 bn Rbn -0.13 23 7.94 bn Rbn 7.75
Buy 221 13.87 bn Rbn 14.37 76 22.88 bn Rbn 21.32
Week to Date Sell 202 14.37 bn Rbn 14.66 13 5.01 bn Rbn 4.07
Net 19 -0.49 bn Rbn -0.28 63 17.87 bn Rbn 17.25
Buy 351 20.55 bn Rbn 20.94 112 32.54 bn Rbn 30.10
Month to Date Sell 372 23.80 bn Rbn 23.48 19 6.31 bn Rbn 5.07
Net -21 -3.25 bn Rbn -2.53 93 26.24 bn Rbn 25.03
Buy 17,772 1,005.08 bn Rbn 1,039.09 3,906 602.16 bn Rbn 562.62
Year to Date Sell 17,164 1,061.08 bn Rbn 1,096.63 3,096 806.96 bn Rbn 836.71
Net 608 -56.01 bn Rbn -57.54 810 -204.80 bn Rbn -274.08

Index Levels

Code Index Yield Index Previous Return MTD Return YTD


ALBI20 9.312%
All Bond Index Top 621.170
20 Composite 617.754 2.55% 5.65%
GOVI 9.342%Split - 614.810
ALBI20 Issuer Class GOVI 611.366 2.62% 4.81%
OTHI 9.198%
ALBI20 Issuer Class Split - 645.948
OTHI 642.651 2.29% 8.14%
CILI15 3.114%
Composite Inflation 254.429
Linked Index Top 15 254.478 -0.02% 0.67%
ICOR 3.885%
CILI15 Issuer Class 287.337
Split - ICOR 287.331 0.06% 6.09%
IGOV 3.076%
CILI15 Issuer Class 252.940
Split - IGOV 252.992 -0.02% 0.46%
ISOE 3.915%
CILI15 Issuer Class 259.303
Split - ISOE 259.227 0.10% 3.49%
MMI JSE Money Market Index
0 246.594 246.544 0.14% 6.38%

ALBI Constituent Bonds

Bond Issuer Maturity MTM Previous YTD Low YTD High


R159 REPUBLIC OF SOUTH
Sep 2020
AFRICA 8.715% 8.780% 8.20% 9.45%
R203 REPUBLIC OF SOUTH
Mar 2021
AFRICA 7.515% 7.580% 6.87% 8.14%
ES18 ESKOM HOLDINGSJanLIMITED
2023 9.545% 9.610% 8.35% 9.84%
R204 REPUBLIC OF SOUTH
Feb 2023
AFRICA 9.635% 9.660% 8.57% 9.93%
R207 REPUBLIC OF SOUTH
Feb 2023
AFRICA 8.385% 8.450% 7.24% 8.68%
R208 REPUBLIC OF SOUTH
Aug 2025
AFRICA 10.845% 10.915% 9.69% 11.20%
ES23 ESKOM HOLDINGSAprLIMITED
2026 10.310% 10.380% 9.17% 10.62%
DV23 DEVELOPMENT DecBANK
2026
OF SOUTHERN
9.060% AFRICA 9.130% 7.88% 9.37%
R2023 REPUBLIC OF SOUTH
Jan 2030
AFRICA 9.515% 9.585% 8.28% 9.82%
ES26 ESKOM HOLDINGSFebLIMITED
2031 9.600% 9.670% 8.36% 9.91%
R186 REPUBLIC OF SOUTH
Mar 2032
AFRICA 9.685% 9.760% 8.46% 10.03%
R2030 REPUBLIC OF SOUTH
Sep 2033
AFRICA 11.045% 11.115% 9.96% 11.42%
R213 REPUBLIC OF SOUTH
Feb 2035
AFRICA 9.795% 9.865% 8.61% 10.15%
R2032 REPUBLIC OF SOUTH
Mar 2036
AFRICA 9.735% 9.805% 8.62% 10.11%
ES33 ESKOM HOLDINGSJanLIMITED
2037 9.850% 9.925% 8.69% 10.23%
R209 REPUBLIC OF SOUTH
Jan 2040
AFRICA 9.925% 10.005% 8.76% 10.33%
R2037 REPUBLIC OF SOUTH
Feb 2041
AFRICA 9.895% 9.970% 8.73% 10.29%
R214 REPUBLIC OF SOUTH
Apr 2042
AFRICA 11.265% 11.340% 10.13% 11.66%
R2044 REPUBLIC OF SOUTH
Jan 2044
AFRICA 9.925% 10.000% 8.80% 10.33%
R2048 REPUBLIC OF SOUTH
Feb 2048
AFRICA 9.905% 9.980% 8.76% 10.31%

Other Rates

Code Description Rate Previous YTD Low YTD High


SAFEX SAFEX Overnight Deposit Rate6.350% 6.350% 6.31% 6.56%
JIBAR1 JIBAR 1 Month 6.792% 6.792% 6.63% 6.92%
JIBAR3 JIBAR 3 Month 7.017% 7.017% 6.87% 7.16%
JIBAR6 JIBAR 6 Month 7.675% 7.675% 7.38% 7.68%
RSA 2 year retail bond 8.00% 0 0 0
RSA 3 year retail bond 9.00% 0 0 0
RSA 5 year retail bond 9.50% 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)
9.60
9.10
8.60
8.10
7.60
7.10 Zero
6.60 Par/Swap
6.10
5.60
5.10
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4.60
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sequence,2015 2020
accuracy, completeness, 2026 of any of the data 2031
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Zero
Par/Swap

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