Markets and Commodity figures

24 September 2018

Total Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Deals Nominal Consideration Deals Nominal Consideration
Current Day 1,181 64.03 bn Rbn 66.58 241 35.45 bn Rbn 34.46
Week to Date 5,478 205.75 bn Rbn 209.13 1,679 232.96 bn Rbn 217.34
Month to Date 17,261 543.25 bn Rbn 553.91 5,111 665.92 bn Rbn 623.32
Year to Date 227,814 6,860.17 bn Rbn 7,122.54 58,470 7,565.90 bn Rbn 7,456.46

Foreign Client Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Party Deals Nominal Consideration Deals Nominal Consideration
Buy 103 8.07 bn Rbn 8.04 11 1.43 bn Rbn 1.23
Current Day Sell 114 7.94 bn Rbn 8.22 8 2.61 bn Rbn 2.42
Net -11 0.13 bn Rbn -0.18 3 -1.18 bn Rbn -1.19
Buy 421 25.79 bn Rbn 26.23 94 14.21 bn Rbn 12.63
Week to Date Sell 472 27.26 bn Rbn 27.83 60 15.27 bn Rbn 13.92
Net -51 -1.47 bn Rbn -1.60 34 -1.06 bn Rbn -1.29
Buy 1,210 67.20 bn Rbn 68.77 334 40.86 bn Rbn 37.24
Month to Date Sell 1,310 71.05 bn Rbn 72.60 188 44.77 bn Rbn 40.76
Net -100 -3.85 bn Rbn -3.83 146 -3.90 bn Rbn -3.52
Buy 15,294 844.72 bn Rbn 878.21 3,253 464.17 bn Rbn 435.56
Year to Date Sell 14,756 895.77 bn Rbn 931.76 2,921 767.37 bn Rbn 801.19
Net 538 -51.05 bn Rbn -53.55 332 -303.20 bn Rbn -365.62

Index Levels

Code Index Yield Index Previous Return MTD Return YTD

ALBI20 9.273%
All Bond Index Top 611.324
20 Composite 611.033 -0.50% 3.97%
GOVI 9.432%Split - 605.845
ALBI20 Issuer Class GOVI 605.505 -0.58% 3.28%
OTHI 8.766%
ALBI20 Issuer Class Split - 633.248
OTHI 633.120 -0.25% 6.01%
CILI15 3.040%
Composite Inflation 252.039
Linked Index Top 15 252.756 0.25% -0.27%
ICOR 3.940%
CILI15 Issuer Class 281.296
Split - ICOR 282.049 0.25% 3.86%
IGOV 2.997%
CILI15 Issuer Class 250.667
Split - IGOV 251.394 0.24% -0.44%
ISOE 3.820%
CILI15 Issuer Class 256.694
Split - ISOE 256.635 0.40% 2.44%
MMI JSE Money Market Index
0 244.307 244.242 0.43% 5.39%

ALBI Constituent Bonds

Bond Issuer Maturity MTM Previous YTD Low YTD High

R159 REPUBLIC OF SOUTH
Jan 2020
AFRICA 7.680% 7.670% 6.58% 7.86%
R203 REPUBLIC OF SOUTH
Feb 2020
AFRICA 8.535% 8.525% 7.69% 8.89%
ES18 ESKOM HOLDINGSSepLIMITED
2020 9.200% 9.150% 8.20% 9.45%
R204 REPUBLIC OF SOUTH
Mar 2021
AFRICA 8.000% 7.950% 6.87% 8.14%
R207 REPUBLIC OF SOUTH
Feb 2023
AFRICA 9.750% 9.775% 8.57% 9.93%
R208 REPUBLIC OF SOUTH
Feb 2023
AFRICA 8.500% 8.525% 7.24% 8.68%
ES23 ESKOM HOLDINGSAprLIMITED
2026 10.340% 10.340% 9.17% 10.51%
DV23 DEVELOPMENT DecBANK
2026
OF SOUTHERN
9.080% AFRICA 9.080% 7.88% 9.25%
R2023 REPUBLIC OF SOUTH
Jan 2030
AFRICA 9.490% 9.490% 8.28% 9.65%
ES26 ESKOM HOLDINGSFebLIMITED
2031 9.590% 9.590% 8.36% 9.74%
R186 REPUBLIC OF SOUTH
Mar 2032
AFRICA 9.685% 9.690% 8.46% 9.84%
R2030 REPUBLIC OF SOUTH
Sep 2033
AFRICA 11.085% 11.090% 9.96% 11.24%
R213 REPUBLIC OF SOUTH
Feb 2035
AFRICA 9.810% 9.810% 8.61% 9.97%
R2032 REPUBLIC OF SOUTH
Mar 2036
AFRICA 9.775% 9.780% 8.62% 9.93%
ES33 ESKOM HOLDINGSJanLIMITED
2037 9.890% 9.885% 8.69% 10.04%
R209 REPUBLIC OF SOUTH
Jan 2040
AFRICA 9.965% 9.970% 8.76% 10.13%
R2037 REPUBLIC OF SOUTH
Feb 2041
AFRICA 9.950% 9.955% 8.73% 10.12%
R214 REPUBLIC OF SOUTH
Apr 2042
AFRICA 11.320% 11.325% 10.13% 11.49%
R2044 REPUBLIC OF SOUTH
Jan 2044
AFRICA 9.995% 10.000% 8.80% 10.16%
R2048 REPUBLIC OF SOUTH
Feb 2048
AFRICA 9.980% 9.990% 8.76% 10.15%

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 6.775% 6.783% 6.63% 6.92%
JIBAR3 JIBAR 3 Month 6.992% 7.025% 6.87% 7.16%
JIBAR6 JIBAR 6 Month 7.625% 7.642% 7.38% 7.68%
RSA 2 year retail bond 8.00% 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)
9.60
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
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