Markets and Commodity figures

13 November 2018

Total Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Deals Nominal Consideration Deals Nominal Consideration
Current Day 985 23.96 bn Rbn 24.77 731 96.54 bn Rbn 88.86
Week to Date 1,958 45.29 bn Rbn 47.99 1,037 131.05 bn Rbn 121.63
Month to Date 12,725 363.71 bn Rbn 359.60 3,556 451.11 bn Rbn 413.68
Year to Date 271,347 8,325.34 bn Rbn 8,585.14 71,714 9,275.70 bn Rbn 9,036.06

Foreign Client Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Party Deals Nominal Consideration Deals Nominal Consideration
Buy 37 2.40 bn Rbn 2.49 25 8.26 bn Rbn 7.57
Current Day Sell 67 3.40 bn Rbn 3.50 13 1.15 bn Rbn 1.12
Net -30 -1.00 bn Rbn -1.01 12 7.11 bn Rbn 6.45
Buy 85 3.93 bn Rbn 4.10 40 10.11 bn Rbn 9.39
Week to Date Sell 101 4.82 bn Rbn 4.96 17 1.47 bn Rbn 1.41
Net -16 -0.90 bn Rbn -0.87 23 8.64 bn Rbn 7.97
Buy 548 30.30 bn Rbn 30.77 194 49.82 bn Rbn 46.02
Month to Date Sell 602 34.13 bn Rbn 33.97 36 7.78 bn Rbn 6.49
Net -54 -3.83 bn Rbn -3.19 158 42.04 bn Rbn 39.53
Buy 17,969 1,014.83 bn Rbn 1,048.92 3,988 619.43 bn Rbn 578.54
Year to Date Sell 17,394 1,071.41 bn Rbn 1,107.12 3,113 808.43 bn Rbn 838.12
Net 575 -56.58 bn Rbn -58.20 875 -189.00 bn Rbn -259.58

Index Levels

Code Index Yield Index Previous Return MTD Return YTD

ALBI20 9.427%
All Bond Index Top 614.711
20 Composite 615.538 1.48% 4.55%
GOVI 9.461%Split - 608.167
ALBI20 Issuer Class GOVI 609.060 1.51% 3.67%
OTHI 9.295%
ALBI20 Issuer Class Split - 640.256
OTHI 640.810 1.39% 7.18%
CILI15 3.157%
Composite Inflation 253.372
Linked Index Top 15 253.848 -0.44% 0.26%
ICOR 3.944%
CILI15 Issuer Class 286.611
Split - ICOR 287.350 -0.19% 5.82%
IGOV 3.118%
CILI15 Issuer Class 251.867
Split - IGOV 252.333 -0.45% 0.03%
ISOE 3.970%
CILI15 Issuer Class 258.803
Split - ISOE 259.344 -0.09% 3.29%
MMI JSE Money Market Index
0 246.895 246.846 0.26% 6.51%

ALBI Constituent Bonds

Bond Issuer Maturity MTM Previous YTD Low YTD High

R159 REPUBLIC OF SOUTH
Sep 2020
AFRICA 8.810% 8.805% 8.20% 9.45%
R203 REPUBLIC OF SOUTH
Mar 2021
AFRICA 7.610% 7.605% 6.87% 8.14%
ES18 ESKOM HOLDINGSJanLIMITED
2023 9.705% 9.695% 8.35% 9.84%
R204 REPUBLIC OF SOUTH
Feb 2023
AFRICA 9.785% 9.775% 8.57% 9.93%
R207 REPUBLIC OF SOUTH
Feb 2023
AFRICA 8.545% 8.535% 7.24% 8.68%
R208 REPUBLIC OF SOUTH
Aug 2025
AFRICA 10.980% 10.960% 9.69% 11.20%
ES23 ESKOM HOLDINGSAprLIMITED
2026 10.480% 10.460% 9.17% 10.62%
DV23 DEVELOPMENT DecBANK
2026
OF SOUTHERN
9.230% AFRICA 9.210% 7.88% 9.37%
R2023 REPUBLIC OF SOUTH
Jan 2030
AFRICA 9.680% 9.650% 8.28% 9.82%
ES26 ESKOM HOLDINGSFebLIMITED
2031 9.760% 9.735% 8.36% 9.91%
R186 REPUBLIC OF SOUTH
Mar 2032
AFRICA 9.855% 9.825% 8.46% 10.03%
R2030 REPUBLIC OF SOUTH
Sep 2033
AFRICA 11.220% 11.195% 9.96% 11.42%
R213 REPUBLIC OF SOUTH
Feb 2035
AFRICA 9.970% 9.945% 8.61% 10.15%
R2032 REPUBLIC OF SOUTH
Mar 2036
AFRICA 9.910% 9.885% 8.62% 10.11%
ES33 ESKOM HOLDINGSJanLIMITED
2037 10.025% 9.995% 8.69% 10.23%
R209 REPUBLIC OF SOUTH
Jan 2040
AFRICA 10.085% 10.070% 8.76% 10.33%
R2037 REPUBLIC OF SOUTH
Feb 2041
AFRICA 10.060% 10.040% 8.73% 10.29%
R214 REPUBLIC OF SOUTH
Apr 2042
AFRICA 11.430% 11.410% 10.13% 11.66%
R2044 REPUBLIC OF SOUTH
Jan 2044
AFRICA 10.090% 10.070% 8.80% 10.33%
R2048 REPUBLIC OF SOUTH
Feb 2048
AFRICA 10.070% 10.050% 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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Zero
Par/Swap