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Markets and Commodity figures

19 December 2018

Total Market Turnover Statistics

Standard Turnover REPO 1 Turnover


Deals Nominal Consideration Deals Nominal Consideration
Current Day 759 14.09 bn Rbn 13.69 176 29.63 bn Rbn 28.13
Week to Date 1,529 26.58 bn Rbn 26.21 523 65.95 bn Rbn 63.65
Month to Date 13,042 342.76 bn Rbn 337.15 3,716 515.17 bn Rbn 482.92
Year to Date 300,120 9,135.65 bn Rbn 9,400.46 79,624 10,324.77 bn Rbn 10,022.60

Foreign Client Market Turnover Statistics

Standard Turnover REPO 1 Turnover


Party Deals Nominal Consideration Deals Nominal Consideration
Buy 38 1.70 bn Rbn 1.74 9 2.68 bn Rbn 2.48
Current Day Sell 31 1.89 bn Rbn 1.86
Net 7 -0.19 bn Rbn -0.12 9 2.68 bn Rbn 2.48
Buy 100 3.08 bn Rbn 3.05 28 6.09 bn Rbn 5.68
Week to Date Sell 89 4.76 bn Rbn 4.80
Net 11 -1.68 bn Rbn -1.75 28 6.09 bn Rbn 5.68
Buy 723 33.40 bn Rbn 33.87 188 42.89 bn Rbn 40.44
Month to Date Sell 749 47.76 bn Rbn 38.90 15 2.64 bn Rbn 2.54
Net -26 -14.36 bn Rbn -5.03 173 40.25 bn Rbn 37.90
Buy 19,612 1,109.60 bn Rbn 1,145.47 4,436 725.23 bn Rbn 677.86
Year to Date Sell 18,982 1,174.04 bn Rbn 1,202.36 3,146 815.03 bn Rbn 844.26
Net 630 -64.44 bn Rbn -56.89 1,290 -89.80 bn Rbn -166.40

Index Levels

Code Index Yield Index Previous Return MTD Return YTD


ALBI20 9.411%
All Bond Index Top 622.061
20 Composite 620.163 -1.12% 5.80%
GOVI 9.438%Split - 615.422
ALBI20 Issuer Class GOVI 613.506 -1.17% 4.91%
OTHI 9.303%
ALBI20 Issuer Class Split - 647.987
OTHI 646.168 -0.95% 8.48%
CILI15 3.207%
Composite Inflation 252.549
Linked Index Top 15 252.494 0.32% -0.07%
ICOR 3.897%
CILI15 Issuer Class 288.636
Split - ICOR 288.540 0.37% 6.57%
IGOV 3.174%
CILI15 Issuer Class 250.910
Split - IGOV 250.856 0.32% -0.35%
ISOE 3.880%
CILI15 Issuer Class 261.353
Split - ISOE 261.287 0.47% 4.30%
MMI JSE Money Market Index
0 248.651 248.600 0.39% 7.27%

ALBI Constituent Bonds

Bond Issuer Maturity MTM Previous YTD Low YTD High


R159 REPUBLIC OF SOUTH
Sep 2020
AFRICA 8.360% 8.375% 8.20% 9.45%
R203 REPUBLIC OF SOUTH
Mar 2021
AFRICA 7.160% 7.175% 6.87% 8.14%
ES18 ESKOM HOLDINGSJanLIMITED
2023 9.450% 9.485% 8.35% 9.84%
R204 REPUBLIC OF SOUTH
Feb 2023
AFRICA 9.375% 9.410% 8.57% 9.93%
R207 REPUBLIC OF SOUTH
Feb 2023
AFRICA 8.290% 8.325% 7.24% 8.68%
R208 REPUBLIC OF SOUTH
Aug 2025
AFRICA 10.770% 10.805% 9.69% 11.20%
ES23 ESKOM HOLDINGSAprLIMITED
2026 10.320% 10.355% 9.17% 10.62%
DV23 DEVELOPMENT DecBANK
2026
OF SOUTHERN
9.070% AFRICA 9.105% 7.88% 9.37%
R2023 REPUBLIC OF SOUTH
Jan 2030
AFRICA 9.600% 9.640% 8.28% 9.82%
ES26 ESKOM HOLDINGSFebLIMITED
2031 9.690% 9.730% 8.36% 9.91%
R186 REPUBLIC OF SOUTH
Mar 2032
AFRICA 9.810% 9.850% 8.46% 10.03%
R2030 REPUBLIC OF SOUTH
Sep 2033
AFRICA 11.215% 11.255% 9.96% 11.42%
R213 REPUBLIC OF SOUTH
Feb 2035
AFRICA 9.965% 10.005% 8.61% 10.15%
R2032 REPUBLIC OF SOUTH
Mar 2036
AFRICA 9.905% 9.945% 8.62% 10.11%
ES33 ESKOM HOLDINGSJanLIMITED
2037 10.040% 10.080% 8.69% 10.23%
R209 REPUBLIC OF SOUTH
Jan 2040
AFRICA 10.105% 10.150% 8.76% 10.33%
R2037 REPUBLIC OF SOUTH
Feb 2041
AFRICA 10.085% 10.125% 8.73% 10.29%
R214 REPUBLIC OF SOUTH
Apr 2042
AFRICA 11.455% 11.495% 10.13% 11.66%
R2044 REPUBLIC OF SOUTH
Jan 2044
AFRICA 10.130% 10.170% 8.80% 10.33%
R2048 REPUBLIC OF SOUTH
Feb 2048
AFRICA 10.110% 10.150% 8.76% 10.31%

Other Rates

Code Description Rate Previous YTD Low YTD High


SAFEX SAFEX Overnight Deposit Rate6.590% 6.590% 6.31% 6.60%
JIBAR1 JIBAR 1 Month 6.942% 6.942% 6.63% 6.95%
JIBAR3 JIBAR 3 Month 7.150% 7.150% 6.87% 7.18%
JIBAR6 JIBAR 6 Month 7.750% 7.750% 7.38% 7.76%
RSA 2 year retail bond 7.50% 0 0 0
RSA 3 year retail bond 8.25% 0 0 0
RSA 5 year retail bond 9.25% 0 0 0
RSA 3 year inflation linked retail
3.50%
bond 0 0 0
RSA 5 year inflation linked retail
3.75%
bond 0 0 0
RSA 10 year inflation linked retail
4.00%
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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