Markets and Commodity figures

19 August 2019

Total Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Deals Nominal Consideration Deals Nominal Consideration
Current Day 883 26.87 bn Rbn 26.05 252 63.22 bn Rbn 59.91
Week to Date 883 26.87 bn Rbn 26.05 252 63.22 bn Rbn 59.91
Month to Date 14,880 597.57 bn Rbn 593.48 4,092 685.92 bn Rbn 669.43
Year to Date 188,740 6,651.78 bn Rbn 6,695.05 57,959 8,526.25 bn Rbn 8,379.19

Foreign Client Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Party Deals Nominal Consideration Deals Nominal Consideration
Buy 47 3.01 bn Rbn 2.88 22 4.03 bn Rbn 3.75
Current Day Sell 39 2.96 bn Rbn 2.79 -1 -0.04 bn Rbn -0.03
Net 8 0.05 bn Rbn 0.09 23 4.06 bn Rbn 3.78
Buy 47 3.01 bn Rbn 2.88 22 4.03 bn Rbn 3.75
Week to Date Sell 39 2.96 bn Rbn 2.79 -1 -0.04 bn Rbn -0.03
Net 8 0.05 bn Rbn 0.09 23 4.06 bn Rbn 3.78
Buy 1,095 60.56 bn Rbn 60.26 262 55.55 bn Rbn 51.26
Month to Date Sell 1,390 80.72 bn Rbn 79.49 36 9.81 bn Rbn 10.04
Net -295 -20.17 bn Rbn -19.23 226 45.74 bn Rbn 41.21
Buy 13,477 823.32 bn Rbn 831.90 2,808 576.35 bn Rbn 550.42
Year to Date Sell 13,185 829.60 bn Rbn 841.34 803 313.24 bn Rbn 323.72
Net 292 -6.28 bn Rbn -9.45 2,005 263.11 bn Rbn 226.70

Index Levels

Code Index Yield Index Previous Return MTD Return YTD

ALBI20 9.224%
All Bond Index Top 672.875
20 Composite 675.402 -0.54% 6.27%
GOVI 9.332%Split - 665.738
ALBI20 Issuer Class GOVI 668.354 -0.58% 6.24%
OTHI 8.783%
ALBI20 Issuer Class Split - 700.716
OTHI 702.856 -0.38% 6.41%
CILI15 3.284%
Composite Inflation 262.022
Linked Index Top 15 261.974 0.03% 3.37%
ICOR 3.811%
CILI15 Issuer Class 306.152
Split - ICOR 306.094 0.08% 5.67%
IGOV 3.249%
CILI15 Issuer Class 260.088
Split - IGOV 260.041 0.03% 3.28%
ISOE 4.033%
CILI15 Issuer Class 273.472
Split - ISOE 273.418 0.00% 4.23%
MMI JSE Money Market Index
0 261.315 261.165 0.37% 4.83%

ALBI Constituent Bonds

Bond Issuer Maturity MTM Previous YTD Low YTD High

R159 REPUBLIC OF SOUTH
Mar 2021
AFRICA 6.700% 6.700% 6.20% 7.19%
R203 REPUBLIC OF SOUTH
Jan 2023
AFRICA 8.660% 8.610% 8.25% 9.31%
ES18 ESKOM HOLDINGSFebLIMITED
2023 8.490% 8.440% 8.02% 9.22%
R204 REPUBLIC OF SOUTH
Feb 2023
AFRICA 7.460% 7.410% 7.08% 8.15%
R207 REPUBLIC OF SOUTH
Nov 2023
AFRICA 8.890% 8.840% 8.53% 9.70%
R208 REPUBLIC OF SOUTH
Aug 2025
AFRICA 9.920% 9.875% 9.48% 10.64%
ES23 ESKOM HOLDINGSAprLIMITED
2026 9.640% 9.595% 9.20% 10.19%
DV23 DEVELOPMENT DecBANK
2026
OF SOUTHERN
8.420% AFRICA 8.375% 7.98% 8.94%
R2023 REPUBLIC OF SOUTH
Jan 2030
AFRICA 9.120% 9.070% 8.61% 9.47%
ES26 ESKOM HOLDINGSFebLIMITED
2031 9.360% 9.305% 8.80% 9.58%
R186 REPUBLIC OF SOUTH
Mar 2032
AFRICA 9.500% 9.450% 8.95% 9.69%
R2030 REPUBLIC OF SOUTH
Sep 2033
AFRICA 11.025% 10.975% 10.53% 11.10%
R213 REPUBLIC OF SOUTH
Feb 2035
AFRICA 9.790% 9.740% 9.24% 9.84%
R2032 REPUBLIC OF SOUTH
Mar 2036
AFRICA 9.785% 9.735% 9.27% 9.80%
ES33 ESKOM HOLDINGSJanLIMITED
2037 9.910% 9.850% 9.38% 9.92%
R209 REPUBLIC OF SOUTH
Jan 2040
AFRICA 10.045% 9.975% 9.51% 10.05%
R2037 REPUBLIC OF SOUTH
Feb 2041
AFRICA 10.035% 9.970% 9.54% 10.04%
R214 REPUBLIC OF SOUTH
Apr 2042
AFRICA 11.375% 11.310% 10.88% 11.38%
R2044 REPUBLIC OF SOUTH
Jan 2044
AFRICA 10.090% 10.015% 9.58% 10.09%
R2048 REPUBLIC OF SOUTH
Feb 2048
AFRICA 10.065% 10.000% 9.55% 10.07%

Other Rates

Code Description Rate Previous YTD Low YTD High

SAFEX SAFEX Overnight Deposit Rate6.340% 6.340% 6.34% 6.60%
JIBAR1 JIBAR 1 Month 6.658% 6.658% 6.66% 6.98%
JIBAR3 JIBAR 3 Month 6.833% 6.833% 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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