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Markets and Commodity figures

11 July 2018

Total Market Turnover Statistics

Standard Turnover REPO 1 Turnover


Deals Nominal Consideration Deals Nominal Consideration
Current Day 757 24.58 bn Rbn 24.86 195 20.14 bn Rbn 19.87
Week to Date 2 947 100.22 bn Rbn 104.32 1 153 158.33 bn Rbn 150.94
Month to Date 9 955 255.01 bn Rbn 259.55 2 892 382.34 bn Rbn 365.90
Year to Date 170 066 5 174.07 bn Rbn 5 389.83 41 165 5 317.85 bn Rbn 5 322.90

Foreign Client Market Turnover Statistics

Standard Turnover REPO 1 Turnover


Party Deals Nominal Consideration Deals Nominal Consideration
Buy 92 3.25 bn Rbn 3.36 13 1.10 bn Rbn 1.09
Current Day Sell 88 3.53 bn Rbn 3.59 6 1.67 bn Rbn 1.69
Net 4 -0.28 bn Rbn -0.23 7 -0.56 bn Rbn -0.59
Buy 264 13.75 bn Rbn 14.37 67 10.94 bn Rbn 10.50
Week to Date Sell 220 12.12 bn Rbn 12.61 33 8.69 bn Rbn 8.66
Net 44 1.63 bn Rbn 1.77 34 2.25 bn Rbn 1.84
Buy 602 35.22 bn Rbn 36.11 193 38.61 bn Rbn 35.90
Month to Date Sell 567 35.22 bn Rbn 35.36 76 14.70 bn Rbn 14.68
Net 35 -0.00 bn Rbn 0.76 117 23.92 bn Rbn 21.22
Buy 11 571 646.35 bn Rbn 675.41 2 168 307.40 bn Rbn 290.14
Year to Date Sell 10 922 679.89 bn Rbn 710.13 2 365 640.23 bn Rbn 681.65
Net 649 -33.55 bn Rbn -34.72 -197 -332.83 bn Rbn -391.51

Index Levels

Code Index Yield Index Previous Return MTD Return YTD


ALBI20 9.023%
All Bond Index Top 617.055
20 Composite 618.947 0.94% 4.95%
GOVI 9.076%Split - 612.711
ALBI20 Issuer Class GOVI 614.713 0.99% 4.45%
OTHI 8.864%
ALBI20 Issuer Class Split - 635.239
OTHI 636.813 0.80% 6.34%
CILI15 2.959%
Composite Inflation 250.250
Linked Index Top 15 250.478 -0.41% -0.98%
ICOR 3.806%
CILI15 Issuer Class 279.515
Split - ICOR 279.729 -0.26% 3.20%
IGOV 2.919%
CILI15 Issuer Class 248.893
Split - IGOV 249.123 -0.43% -1.15%
ISOE 3.675%
CILI15 Issuer Class 254.115
Split - ISOE 254.266 -0.01% 1.41%
MMI JSE Money Market Index
0 240.881 240.837 0.23% 3.92%

ALBI Constituent Bonds

Bond Issuer Maturity MTM Previous YTD Low YTD High


R159 REPUBLIC OF SOUTH
Jan 2020
AFRICA 7.430% 7.395% 6.58% 7.81%
R203 REPUBLIC OF SOUTH
Feb 2020
AFRICA 8.530% 8.495% 7.69% 8.89%
ES18 ESKOM HOLDINGS
MarLIMITED
2021 7.730% 7.680% 6.87% 8.10%
R204 REPUBLIC OF SOUTH
Jan 2023
AFRICA 9.280% 9.230% 8.35% 9.64%
R207 REPUBLIC OF SOUTH
Feb 2023
AFRICA 9.440% 9.390% 8.57% 9.82%
R208 REPUBLIC OF SOUTH
Feb 2023
AFRICA 8.140% 8.090% 7.24% 8.50%
ES23 ESKOM HOLDINGSAprLIMITED
2026 9.990% 9.940% 9.17% 10.44%
DV23 DEVELOPMENT DecBANK
2026
OF SOUTHERN
8.710% AFRICA 8.660% 7.88% 9.16%
R2023 REPUBLIC OF SOUTH
Jan 2030
AFRICA 9.095% 9.060% 8.28% 9.57%
ES26 ESKOM HOLDINGSFebLIMITED
2031 9.190% 9.140% 8.36% 9.64%
R186 REPUBLIC OF SOUTH
Mar 2032
AFRICA 9.295% 9.250% 8.46% 9.74%
R2030 REPUBLIC OF SOUTH
Sep 2033
AFRICA 10.740% 10.700% 9.96% 11.14%
R213 REPUBLIC OF SOUTH
Feb 2035
AFRICA 9.430% 9.385% 8.61% 9.82%
R2032 REPUBLIC OF SOUTH
Mar 2036
AFRICA 9.410% 9.370% 8.62% 9.81%
ES33 ESKOM HOLDINGSJanLIMITED
2037 9.500% 9.460% 8.69% 9.88%
R209 REPUBLIC OF SOUTH
Jan 2040
AFRICA 9.580% 9.530% 8.76% 9.95%
R2037 REPUBLIC OF SOUTH
Feb 2041
AFRICA 9.570% 9.520% 8.73% 9.94%
R214 REPUBLIC OF SOUTH
Apr 2042
AFRICA 10.960% 10.910% 10.13% 11.33%
R2044 REPUBLIC OF SOUTH
Jan 2044
AFRICA 9.615% 9.565% 8.80% 9.98%
R2048 REPUBLIC OF SOUTH
Feb 2048
AFRICA 9.610% 9.565% 8.76% 9.97%

Other Rates

Code Description Rate Previous YTD Low YTD High


SAFEX SAFEX Overnight Deposit Rate6.310% 6.310% 6.31% 6.56%
JIBAR1 JIBAR 1 Month 6.733% 6.733% 6.63% 6.92%
JIBAR3 JIBAR 3 Month 6.958% 6.958% 6.87% 7.16%
JIBAR6 JIBAR 6 Month 7.517% 7.517% 7.38% 7.60%
RSA 2 year retail bond 8.25% 0 0 0
RSA 3 year retail bond 8.50% 0 0 0
RSA 5 year retail bond 9.00% 0 0 0
RSA 3 year inflation linked retail
2.50%
bond 0 0 0
RSA 5 year inflation linked retail
2.75%
bond 0 0 0
RSA 10 year inflation linked retail
3.00%
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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