Markets and Commodity figures

06 August 2019

Total Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Deals Nominal Consideration Deals Nominal Consideration
Current Day 1,060 44.84 bn Rbn 45.60 635 96.17 bn Rbn 93.99
Week to Date 2,217 77.88 bn Rbn 79.24 1,019 183.19 bn Rbn 176.58
Month to Date 6,379 239.04 bn Rbn 239.13 1,589 303.46 bn Rbn 293.45
Year to Date 180,239 6,293.25 bn Rbn 6,340.70 55,456 8,143.80 bn Rbn 8,003.21

Foreign Client Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Party Deals Nominal Consideration Deals Nominal Consideration
Buy 92 6.65 bn Rbn 6.80 22 4.34 bn Rbn 3.78
Current Day Sell 97 6.47 bn Rbn 6.58 18 4.00 bn Rbn 4.02
Net -5 0.18 bn Rbn 0.23 4 0.35 bn Rbn -0.24
Buy 169 11.16 bn Rbn 11.37 48 10.11 bn Rbn 9.22
Week to Date Sell 174 11.67 bn Rbn 11.78 22 5.55 bn Rbn 5.62
Net -5 -0.51 bn Rbn -0.41 26 4.56 bn Rbn 3.59
Buy 628 25.43 bn Rbn 25.33 93 21.24 bn Rbn 19.70
Month to Date Sell 809 33.72 bn Rbn 33.92 29 7.72 bn Rbn 7.81
Net -181 -8.29 bn Rbn -8.60 64 13.53 bn Rbn 11.89
Buy 13,010 788.19 bn Rbn 796.96 2,639 542.04 bn Rbn 518.86
Year to Date Sell 12,604 782.60 bn Rbn 795.78 796 311.15 bn Rbn 321.49
Net 406 5.59 bn Rbn 1.18 1,843 230.89 bn Rbn 197.37

Index Levels

Code Index Yield Index Previous Return MTD Return YTD

ALBI20 9.146%
All Bond Index Top 676.309
20 Composite 674.446 -0.03% 6.82%
GOVI 9.248%Split - 669.498
ALBI20 Issuer Class GOVI 667.590 -0.02% 6.84%
OTHI 8.729%
ALBI20 Issuer Class Split - 702.762
OTHI 701.094 -0.09% 6.72%
CILI15 3.259%
Composite Inflation 261.753
Linked Index Top 15 261.878 -0.07% 3.27%
ICOR 3.775%
CILI15 Issuer Class 305.788
Split - ICOR 305.895 -0.04% 5.55%
IGOV 3.224%
CILI15 Issuer Class 259.829
Split - IGOV 259.951 -0.07% 3.18%
ISOE 4.010%
CILI15 Issuer Class 272.974
Split - ISOE 273.199 -0.18% 4.04%
MMI JSE Money Market Index
0 260.647 260.598 0.11% 4.57%

ALBI Constituent Bonds

Bond Issuer Maturity MTM Previous YTD Low YTD High

R159 REPUBLIC OF SOUTH
Mar 2021
AFRICA 6.825% 6.825% 6.20% 7.19%
R203 REPUBLIC OF SOUTH
Jan 2023
AFRICA 8.815% 8.875% 8.25% 9.31%
ES18 ESKOM HOLDINGSFebLIMITED
2023 8.515% 8.575% 8.02% 9.22%
R204 REPUBLIC OF SOUTH
Feb 2023
AFRICA 7.465% 7.525% 7.08% 8.15%
R207 REPUBLIC OF SOUTH
Nov 2023
AFRICA 8.895% 8.955% 8.53% 9.70%
R208 REPUBLIC OF SOUTH
Aug 2025
AFRICA 9.865% 9.925% 9.48% 10.64%
ES23 ESKOM HOLDINGSAprLIMITED
2026 9.585% 9.645% 9.20% 10.19%
DV23 DEVELOPMENT DecBANK
2026
OF SOUTHERN
8.365% AFRICA 8.425% 7.98% 8.94%
R2023 REPUBLIC OF SOUTH
Jan 2030
AFRICA 9.040% 9.090% 8.61% 9.47%
ES26 ESKOM HOLDINGSFebLIMITED
2031 9.250% 9.290% 8.80% 9.58%
R186 REPUBLIC OF SOUTH
Mar 2032
AFRICA 9.395% 9.430% 8.95% 9.69%
R2030 REPUBLIC OF SOUTH
Sep 2033
AFRICA 10.885% 10.920% 10.53% 11.10%
R213 REPUBLIC OF SOUTH
Feb 2035
AFRICA 9.655% 9.690% 9.24% 9.84%
R2032 REPUBLIC OF SOUTH
Mar 2036
AFRICA 9.645% 9.680% 9.27% 9.80%
ES33 ESKOM HOLDINGSJanLIMITED
2037 9.750% 9.785% 9.38% 9.92%
R209 REPUBLIC OF SOUTH
Jan 2040
AFRICA 9.870% 9.895% 9.51% 10.00%
R2037 REPUBLIC OF SOUTH
Feb 2041
AFRICA 9.890% 9.915% 9.54% 9.98%
R214 REPUBLIC OF SOUTH
Apr 2042
AFRICA 11.230% 11.255% 10.88% 11.35%
R2044 REPUBLIC OF SOUTH
Jan 2044
AFRICA 9.930% 9.955% 9.58% 10.02%
R2048 REPUBLIC OF SOUTH
Feb 2048
AFRICA 9.920% 9.940% 9.55% 9.99%

Other Rates

Code Description Rate Previous YTD Low YTD High

SAFEX SAFEX Overnight Deposit Rate6.340% 6.350% 6.34% 6.60%
JIBAR1 JIBAR 1 Month 6.675% 6.675% 6.68% 6.98%
JIBAR3 JIBAR 3 Month 6.850% 6.850% 6.83% 7.16%
JIBAR6 JIBAR 6 Month 7.325% 7.325% 7.30% 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 8.50% 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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