Markets and Commodity figures

25 October 2018

Total Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Deals Nominal Consideration Deals Nominal Consideration
Current Day 1,671 67.32 bn Rbn 69.01 198 25.01 bn Rbn 23.04
Week to Date 3,818 134.81 bn Rbn 136.33 1,297 164.60 bn Rbn 149.34
Month to Date 20,645 745.62 bn Rbn 743.83 6,664 857.89 bn Rbn 793.69
Year to Date 252,205 7,736.51 bn Rbn 7,999.52 66,445 8,603.22 bn Rbn 8,417.59

Foreign Client Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Party Deals Nominal Consideration Deals Nominal Consideration
Buy 153 12.80 bn Rbn 13.08 8 1.32 bn Rbn 1.20
Current Day Sell 132 9.48 bn Rbn 9.66 0.19 bn Rbn 0.18
Net 21 3.32 bn Rbn 3.42 8 1.13 bn Rbn 1.02
Buy 312 21.96 bn Rbn 21.91 67 18.97 bn Rbn 17.36
Week to Date Sell 287 18.93 bn Rbn 18.93 6 0.83 bn Rbn 0.87
Net 25 3.03 bn Rbn 2.98 61 18.14 bn Rbn 16.50
Buy 1,433 97.39 bn Rbn 97.08 364 72.74 bn Rbn 66.26
Month to Date Sell 1,384 96.59 bn Rbn 95.89 128 29.07 bn Rbn 26.45
Net 49 0.80 bn Rbn 1.19 236 43.66 bn Rbn 39.81
Buy 17,036 957.00 bn Rbn 990.67 3,709 549.42 bn Rbn 513.85
Year to Date Sell 16,380 1,006.65 bn Rbn 1,042.03 3,069 798.94 bn Rbn 829.95
Net 656 -49.65 bn Rbn -51.36 640 -249.52 bn Rbn -316.10

Index Levels

Code Index Yield Index Previous Return MTD Return YTD

ALBI20 9.454%
All Bond Index Top 604.941
20 Composite 613.588 -1.83% 2.89%
GOVI 9.634%Split - 598.419
ALBI20 Issuer Class GOVI 607.554 -2.04% 2.01%
OTHI 8.883%
ALBI20 Issuer Class Split - 630.333
OTHI 637.385 -1.16% 5.52%
CILI15 3.065%
Composite Inflation 255.101
Linked Index Top 15 255.002 1.03% 0.94%
ICOR 3.910%
CILI15 Issuer Class 287.027
Split - ICOR 284.909 1.72% 5.98%
IGOV 3.023%
CILI15 Issuer Class 253.659
Split - IGOV 253.617 1.01% 0.75%
ISOE 3.880%
CILI15 Issuer Class 258.809
Split - ISOE 258.940 0.84% 3.29%
MMI JSE Money Market Index
0 245.917 245.862 0.51% 6.09%

ALBI Constituent Bonds

Bond Issuer Maturity MTM Previous YTD Low YTD High

R159 REPUBLIC OF SOUTH
Jan 2020
AFRICA 6.860% 6.800% 6.58% 7.86%
R203 REPUBLIC OF SOUTH
Feb 2020
AFRICA 7.715% 7.655% 7.65% 8.89%
ES18 ESKOM HOLDINGSSepLIMITED
2020 9.145% 8.970% 8.20% 9.45%
R204 REPUBLIC OF SOUTH
Mar 2021
AFRICA 7.895% 7.720% 6.87% 8.14%
R207 REPUBLIC OF SOUTH
Feb 2023
AFRICA 9.835% 9.710% 8.57% 9.93%
R208 REPUBLIC OF SOUTH
Feb 2023
AFRICA 8.635% 8.510% 7.24% 8.68%
ES23 ESKOM HOLDINGSAprLIMITED
2026 10.560% 10.405% 9.17% 10.56%
DV23 DEVELOPMENT DecBANK
2026
OF SOUTHERN
9.310% AFRICA 9.155% 7.88% 9.31%
R2023 REPUBLIC OF SOUTH
Jan 2030
AFRICA 9.765% 9.570% 8.28% 9.77%
ES26 ESKOM HOLDINGSFebLIMITED
2031 9.865% 9.665% 8.36% 9.87%
R186 REPUBLIC OF SOUTH
Mar 2032
AFRICA 9.975% 9.770% 8.46% 9.98%
R2030 REPUBLIC OF SOUTH
Sep 2033
AFRICA 11.370% 11.170% 9.96% 11.37%
R213 REPUBLIC OF SOUTH
Feb 2035
AFRICA 10.100% 9.900% 8.61% 10.10%
R2032 REPUBLIC OF SOUTH
Mar 2036
AFRICA 10.060% 9.860% 8.62% 10.06%
ES33 ESKOM HOLDINGSJanLIMITED
2037 10.175% 9.970% 8.69% 10.18%
R209 REPUBLIC OF SOUTH
Jan 2040
AFRICA 10.285% 10.055% 8.76% 10.29%
R2037 REPUBLIC OF SOUTH
Feb 2041
AFRICA 10.255% 10.015% 8.73% 10.26%
R214 REPUBLIC OF SOUTH
Apr 2042
AFRICA 11.625% 11.385% 10.13% 11.63%
R2044 REPUBLIC OF SOUTH
Jan 2044
AFRICA 10.295% 10.060% 8.80% 10.30%
R2048 REPUBLIC OF SOUTH
Feb 2048
AFRICA 10.280% 10.040% 8.76% 10.28%

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 6.783% 6.783% 6.63% 6.92%
JIBAR3 JIBAR 3 Month 7.025% 7.025% 6.87% 7.16%
JIBAR6 JIBAR 6 Month 7.650% 7.650% 7.38% 7.68%
RSA 2 year retail bond 8.25% 0 0 0
RSA 3 year retail bond 8.75% 0 0 0
RSA 5 year retail bond 9.25% 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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