Markets and Commodity figures

02 September 2018

Total Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Deals Nominal Consideration Deals Nominal Consideration
Current Day 808 24.32 bn Rbn 24.79 191 16.67 bn Rbn 16.50
Week to Date 7 898 143.23 bn Rbn 147.84 1 555 203.89 bn Rbn 194.32
Month to Date 27 905 764.91 bn Rbn 786.30 7 228 978.61 bn Rbn 928.09
Year to Date 210 554 6 316.92 bn Rbn 6 568.63 53 360 6 900.00 bn Rbn 6 833.16

Foreign Client Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Party Deals Nominal Consideration Deals Nominal Consideration
Buy 37 2.30 bn Rbn 2.38 11 0.45 bn Rbn 0.41
Current Day Sell 36 3.07 bn Rbn 3.26 1 0.09 bn Rbn 0.10
Net 1 -0.77 bn Rbn -0.88 10 0.37 bn Rbn 0.32
Buy 234 11.72 bn Rbn 12.03 90 10.23 bn Rbn 9.38
Week to Date Sell 296 16.21 bn Rbn 16.98 47 10.16 bn Rbn 9.66
Net -62 -4.49 bn Rbn -4.96 43 0.07 bn Rbn -0.28
Buy 1 525 79.13 bn Rbn 80.97 469 75.97 bn Rbn 70.06
Month to Date Sell 1 580 97.58 bn Rbn 100.32 219 53.26 bn Rbn 50.44
Net -55 -18.46 bn Rbn -19.35 250 22.71 bn Rbn 19.62
Buy 14 084 777.54 bn Rbn 809.46 2 921 423.33 bn Rbn 398.34
Year to Date Sell 13 446 824.70 bn Rbn 859.14 2 732 722.60 bn Rbn 760.42
Net 638 -47.16 bn Rbn -49.69 189 -299.27 bn Rbn -362.07

Index Levels

Code Index Yield Index Previous Return MTD Return YTD

ALBI20 9.175%
All Bond Index Top 614.402
20 Composite 612.276 -1.87% 4.50%
GOVI 9.325%Split - 609.384
ALBI20 Issuer Class GOVI 607.137 -2.03% 3.88%
OTHI 8.693%
ALBI20 Issuer Class Split - 634.825
OTHI 633.084 -1.34% 6.27%
CILI15 3.046%
Composite Inflation 251.423
Linked Index Top 15 251.348 -0.21% -0.52%
ICOR 3.942%
CILI15 Issuer Class 280.603
Split - ICOR 280.528 -0.04% 3.60%
IGOV 3.003%
CILI15 Issuer Class 250.061
Split - IGOV 249.988 -0.22% -0.68%
ISOE 3.805%
CILI15 Issuer Class 255.660
Split - ISOE 255.444 0.15% 2.03%
MMI JSE Money Market Index
0 243.261 243.226 0.59% 4.94%

ALBI Constituent Bonds

Bond Issuer Maturity MTM Previous YTD Low YTD High

R159 REPUBLIC OF SOUTH
Jan 2020
AFRICA 7.645% 7.690% 6.58% 7.81%
R203 REPUBLIC OF SOUTH
Feb 2020
AFRICA 8.665% 8.710% 7.69% 8.89%
ES18 ESKOM HOLDINGSSepLIMITED
2020 9.130% 9.175% 8.20% 9.45%
R204 REPUBLIC OF SOUTH
Mar 2021
AFRICA 7.930% 7.975% 6.87% 8.10%
R207 REPUBLIC OF SOUTH
Feb 2023
AFRICA 9.655% 9.695% 8.57% 9.82%
R208 REPUBLIC OF SOUTH
Feb 2023
AFRICA 8.405% 8.445% 7.24% 8.50%
ES23 ESKOM HOLDINGSAprLIMITED
2026 10.230% 10.275% 9.17% 10.44%
DV23 DEVELOPMENT DecBANK
2026
OF SOUTHERN
8.970% AFRICA 9.015% 7.88% 9.16%
R2023 REPUBLIC OF SOUTH
Jan 2030
AFRICA 9.355% 9.400% 8.28% 9.57%
ES26 ESKOM HOLDINGSFebLIMITED
2031 9.450% 9.495% 8.36% 9.64%
R186 REPUBLIC OF SOUTH
Mar 2032
AFRICA 9.545% 9.585% 8.46% 9.74%
R2030 REPUBLIC OF SOUTH
Sep 2033
AFRICA 10.950% 10.995% 9.96% 11.14%
R213 REPUBLIC OF SOUTH
Feb 2035
AFRICA 9.670% 9.720% 8.61% 9.82%
R2032 REPUBLIC OF SOUTH
Mar 2036
AFRICA 9.640% 9.685% 8.62% 9.81%
ES33 ESKOM HOLDINGSJanLIMITED
2037 9.730% 9.775% 8.69% 9.88%
R209 REPUBLIC OF SOUTH
Jan 2040
AFRICA 9.805% 9.845% 8.76% 9.95%
R2037 REPUBLIC OF SOUTH
Feb 2041
AFRICA 9.780% 9.825% 8.73% 9.94%
R214 REPUBLIC OF SOUTH
Apr 2042
AFRICA 11.150% 11.195% 10.13% 11.33%
R2044 REPUBLIC OF SOUTH
Jan 2044
AFRICA 9.830% 9.875% 8.80% 9.98%
R2048 REPUBLIC OF SOUTH
Feb 2048
AFRICA 9.810% 9.855% 8.76% 9.97%

Other Rates

Code Description Rate Previous YTD Low YTD High

SAFEX SAFEX Overnight Deposit Rate6.350% 6.350% 6.31% 6.56%
JIBAR1 JIBAR 1 Month 6.742% 6.742% 6.63% 6.92%
JIBAR3 JIBAR 3 Month 7.008% 7.008% 6.87% 7.16%
JIBAR6 JIBAR 6 Month 7.650% 7.625% 7.38% 7.65%
RSA 2 year retail bond 8.00% 0 0 0
RSA 3 year retail bond 8.25% 0 0 0
RSA 5 year retail bond 8.75% 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)
9.60
9.10
8.60
8.10
7.60
7.10 Zero
6.60 Par/Swap
6.10
5.60
5.10
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4.60
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Zero
Par/Swap