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Markets and Commodity figures

11 September 2019

Total Market Turnover Statistics

Standard Turnover REPO 1 Turnover


Deals Nominal Consideration Deals Nominal Consideration
Current Day 800 33.18 bn Rbn 32.90 167 23.43 bn Rbn 24.74
Week to Date 2,296 87.56 bn Rbn 88.92 1,238 183.80 bn Rbn 181.20
Month to Date 9,748 296.20 bn Rbn 299.57 3,009 471.54 bn Rbn 466.24
Year to Date 207,695 7,227.65 bn Rbn 7,277.29 64,078 9,398.15 bn Rbn 9,248.28

Foreign Client Market Turnover Statistics

Standard Turnover REPO 1 Turnover


Party Deals Nominal Consideration Deals Nominal Consideration
Buy 68 4.84 bn Rbn 4.81 6 0.60 bn Rbn 0.56
Current Day Sell 61 3.90 bn Rbn 3.54 2 1.80 bn Rbn 2.07
Net 7 0.94 bn Rbn 1.27 4 -1.20 bn Rbn -1.51
Buy 151 11.28 bn Rbn 11.30 46 11.61 bn Rbn 11.31
Week to Date Sell 161 11.25 bn Rbn 11.83 7 3.62 bn Rbn 3.82
Net -10 0.03 bn Rbn -0.54 39 7.99 bn Rbn 7.48
Buy 502 37.34 bn Rbn 37.00 129 31.49 bn Rbn 29.51
Month to Date Sell 463 35.35 bn Rbn 35.84 26 8.28 bn Rbn 8.77
Net 39 1.99 bn Rbn 1.15 103 23.21 bn Rbn 20.74
Buy 14,800 922.04 bn Rbn 932.28 3,084 634.08 bn Rbn 603.37
Year to Date Sell 14,372 924.38 bn Rbn 936.96 871 330.25 bn Rbn 342.04
Net 428 -2.34 bn Rbn -4.68 2,213 303.84 bn Rbn 261.33

Index Levels

Code Index Yield Index Previous Return MTD Return YTD


ALBI20 9.045%
All Bond Index Top 689.597
20 Composite 690.229 0.94% 8.91%
GOVI 9.145%Split - 682.680
ALBI20 Issuer Class GOVI 683.324 0.97% 8.94%
OTHI 8.632%
ALBI20 Issuer Class Split - 716.450
OTHI 717.024 0.83% 8.80%
CILI15 3.337%
Composite Inflation 261.279
Linked Index Top 15 261.448 -0.04% 3.08%
ICOR 3.780%
CILI15 Issuer Class 307.863
Split - ICOR 307.883 0.33% 6.26%
IGOV 3.306%
CILI15 Issuer Class 259.247
Split - IGOV 259.424 -0.06% 2.95%
ISOE 4.020%
CILI15 Issuer Class 274.405
Split - ISOE 274.399 0.28% 4.58%
MMI JSE Money Market Index
0 262.501 262.451 0.23% 5.31%

ALBI Constituent Bonds

Bond Issuer Maturity MTM Previous YTD Low YTD High


R159 REPUBLIC OF SOUTH
Mar 2021
AFRICA 6.640% 6.640% 6.20% 7.19%
R203 REPUBLIC OF SOUTH
Jan 2023
AFRICA 8.460% 8.460% 8.25% 9.31%
ES18 ESKOM HOLDINGSFebLIMITED
2023 8.290% 8.290% 8.02% 9.22%
R204 REPUBLIC OF SOUTH
Feb 2023
AFRICA 7.260% 7.260% 7.08% 8.15%
R207 REPUBLIC OF SOUTH
Nov 2023
AFRICA 8.635% 8.635% 8.53% 9.70%
R208 REPUBLIC OF SOUTH
Aug 2025
AFRICA 9.655% 9.625% 9.48% 10.64%
ES23 ESKOM HOLDINGSAprLIMITED
2026 9.375% 9.345% 9.20% 10.19%
DV23 DEVELOPMENT DecBANK
2026
OF SOUTHERN
8.155% AFRICA 8.125% 7.98% 8.94%
R2023 REPUBLIC OF SOUTH
Jan 2030
AFRICA 8.860% 8.830% 8.61% 9.47%
ES26 ESKOM HOLDINGSFebLIMITED
2031 9.055% 9.025% 8.80% 9.58%
R186 REPUBLIC OF SOUTH
Mar 2032
AFRICA 9.225% 9.195% 8.95% 9.69%
R2030 REPUBLIC OF SOUTH
Sep 2033
AFRICA 10.735% 10.715% 10.53% 11.10%
R213 REPUBLIC OF SOUTH
Feb 2035
AFRICA 9.485% 9.465% 9.24% 9.84%
R2032 REPUBLIC OF SOUTH
Mar 2036
AFRICA 9.495% 9.475% 9.27% 9.80%
ES33 ESKOM HOLDINGSJanLIMITED
2037 9.625% 9.605% 9.38% 9.92%
R209 REPUBLIC OF SOUTH
Jan 2040
AFRICA 9.775% 9.775% 9.51% 10.05%
R2037 REPUBLIC OF SOUTH
Feb 2041
AFRICA 9.760% 9.755% 9.54% 10.04%
R214 REPUBLIC OF SOUTH
Apr 2042
AFRICA 11.090% 11.085% 10.88% 11.38%
R2044 REPUBLIC OF SOUTH
Jan 2044
AFRICA 9.825% 9.820% 9.58% 10.09%
R2048 REPUBLIC OF SOUTH
Feb 2048
AFRICA 9.805% 9.800% 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 6.667% 6.667% 6.65% 6.98%
JIBAR3 JIBAR 3 Month 6.808% 6.808% 6.81% 7.16%
JIBAR6 JIBAR 6 Month 7.233% 7.233% 7.23% 7.75%
RSA 2 year retail bond 7.25% 0 0 0
RSA 3 year retail bond 7.50% 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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