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Markets and Commodity figures

17 July 2019

Total Market Turnover Statistics

Standard Turnover REPO 1 Turnover


Deals Nominal Consideration Deals Nominal Consideration
Current Day 829 28.39 bn Rbn 28.79 287 55.80 bn Rbn 56.52
Week to Date 3,493 94.88 bn Rbn 96.14 1,459 225.54 bn Rbn 226.54
Month to Date 15,820 575.86 bn Rbn 578.99 4,819 859.69 bn Rbn 854.92
Year to Date 162,128 5,622.57 bn Rbn 5,664.18 50,314 7,291.99 bn Rbn 7,161.04

Foreign Client Market Turnover Statistics

Standard Turnover REPO 1 Turnover


Party Deals Nominal Consideration Deals Nominal Consideration
Buy 58 4.34 bn Rbn 4.38 14 2.97 bn Rbn 2.83
Current Day Sell 48 4.01 bn Rbn 4.04 11 2.84 bn Rbn 3.09
Net 10 0.33 bn Rbn 0.34 3 0.13 bn Rbn -0.26
Buy 147 11.45 bn Rbn 11.48 51 10.04 bn Rbn 9.64
Week to Date Sell 130 11.48 bn Rbn 11.48 18 5.35 bn Rbn 5.74
Net 17 -0.03 bn Rbn 0.01 33 4.70 bn Rbn 3.91
Buy 1,088 71.32 bn Rbn 71.58 190 43.68 bn Rbn 42.34
Month to Date Sell 1,066 78.08 bn Rbn 78.82 41 17.72 bn Rbn 19.58
Net 22 -6.75 bn Rbn -7.24 149 25.96 bn Rbn 22.76
Buy 11,385 703.78 bn Rbn 712.24 2,419 498.70 bn Rbn 477.94
Year to Date Sell 10,771 691.03 bn Rbn 703.23 735 295.24 bn Rbn 304.64
Net 614 12.75 bn Rbn 9.01 1,684 203.47 bn Rbn 173.29

Index Levels

Code Index Yield Index Previous Return MTD Return YTD


ALBI20 8.944%
All Bond Index Top 687.662
20 Composite 686.933 0.89% 8.61%
GOVI 9.041%Split - 680.994
ALBI20 Issuer Class GOVI 680.253 0.89% 8.67%
OTHI 8.550%
ALBI20 Issuer Class Split - 713.457
OTHI 712.779 0.87% 8.35%
CILI15 3.162%
Composite Inflation 263.102
Linked Index Top 15 262.911 0.44% 3.80%
ICOR 3.722%
CILI15 Issuer Class 305.172
Split - ICOR 304.809 0.52% 5.33%
IGOV 3.126%
CILI15 Issuer Class 261.248
Split - IGOV 261.063 0.44% 3.74%
ISOE 3.919%
CILI15 Issuer Class 273.242
Split - ISOE 272.983 0.52% 4.14%
MMI JSE Money Market Index
0 259.608 259.556 0.38% 4.15%

ALBI Constituent Bonds

Bond Issuer Maturity MTM Previous YTD Low YTD High


R159 REPUBLIC OF SOUTH
Sep 2020
AFRICA 7.695% 7.690% 7.69% 8.87%
R203 REPUBLIC OF SOUTH
Mar 2021
AFRICA 6.225% 6.225% 6.23% 7.19%
ES18 ESKOM HOLDINGSJanLIMITED
2023 8.270% 8.265% 8.26% 9.31%
R204 REPUBLIC OF SOUTH
Feb 2023
AFRICA 8.040% 8.035% 8.03% 9.22%
R207 REPUBLIC OF SOUTH
Feb 2023
AFRICA 7.100% 7.095% 7.09% 8.15%
R208 REPUBLIC OF SOUTH
Aug 2025
AFRICA 9.515% 9.515% 9.52% 10.64%
ES23 ESKOM HOLDINGSAprLIMITED
2026 9.235% 9.235% 9.24% 10.19%
DV23 DEVELOPMENT DecBANK
2026
OF SOUTHERN
8.015% AFRICA 8.015% 8.02% 8.94%
R2023 REPUBLIC OF SOUTH
Jan 2030
AFRICA 8.680% 8.690% 8.68% 9.47%
ES26 ESKOM HOLDINGSFebLIMITED
2031 8.880% 8.895% 8.88% 9.58%
R186 REPUBLIC OF SOUTH
Mar 2032
AFRICA 9.030% 9.040% 9.03% 9.69%
R2030 REPUBLIC OF SOUTH
Sep 2033
AFRICA 10.615% 10.625% 10.57% 11.10%
R213 REPUBLIC OF SOUTH
Feb 2035
AFRICA 9.345% 9.355% 9.31% 9.84%
R2032 REPUBLIC OF SOUTH
Mar 2036
AFRICA 9.355% 9.365% 9.31% 9.80%
ES33 ESKOM HOLDINGSJanLIMITED
2037 9.470% 9.485% 9.44% 9.92%
R209 REPUBLIC OF SOUTH
Jan 2040
AFRICA 9.610% 9.625% 9.56% 10.00%
R2037 REPUBLIC OF SOUTH
Feb 2041
AFRICA 9.640% 9.655% 9.57% 9.98%
R214 REPUBLIC OF SOUTH
Apr 2042
AFRICA 10.980% 10.995% 10.91% 11.35%
R2044 REPUBLIC OF SOUTH
Jan 2044
AFRICA 9.680% 9.695% 9.60% 10.02%
R2048 REPUBLIC OF SOUTH
Feb 2048
AFRICA 9.655% 9.675% 9.55% 9.99%

Other Rates

Code Description Rate Previous YTD Low YTD High


SAFEX SAFEX Overnight Deposit Rate6.590% 6.590% 6.59% 6.60%
JIBAR1 JIBAR 1 Month 6.875% 6.875% 6.88% 6.98%
JIBAR3 JIBAR 3 Month 6.992% 7.000% 6.99% 7.16%
JIBAR6 JIBAR 6 Month 7.350% 7.350% 7.35% 7.75%
RSA 2 year retail bond 7.50% 0 0 0
RSA 3 year retail bond 7.75% 0 0 0
RSA 5 year retail bond 8.25% 0 0 0
RSA 3 year inflation linked retail
3.00%
bond 0 0 0
RSA 5 year inflation linked retail
3.25%
bond 0 0 0
RSA 10 year inflation linked retail
3.50%
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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