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Markets and Commodity figures

30 October 2018

Total Market Turnover Statistics

Standard Turnover REPO 1 Turnover


Deals Nominal Consideration Deals Nominal Consideration
Current Day 1,013 33.56 bn Rbn 34.67 678 87.58 bn Rbn 80.25
Week to Date 1,990 65.74 bn Rbn 67.05 1,002 128.70 bn Rbn 118.50
Month to Date 25,718 919.92 bn Rbn 919.08 8,136 1,053.84 bn Rbn 974.29
Year to Date 257,278 7,910.82 bn Rbn 8,174.77 67,917 8,799.17 bn Rbn 8,598.18

Foreign Client Market Turnover Statistics

Standard Turnover REPO 1 Turnover


Party Deals Nominal Consideration Deals Nominal Consideration
Buy 69 3.40 bn Rbn 3.49 22 5.13 bn Rbn 4.88
Current Day Sell 59 3.52 bn Rbn 3.63 4 0.63 bn Rbn 0.67
Net 10 -0.12 bn Rbn -0.14 18 4.50 bn Rbn 4.21
Buy 109 7.13 bn Rbn 7.22 36 8.38 bn Rbn 7.89
Week to Date Sell 135 8.33 bn Rbn 8.58 7 0.84 bn Rbn 0.88
Net -26 -1.20 bn Rbn -1.36 29 7.54 bn Rbn 7.01
Buy 1,743 118.65 bn Rbn 118.46 431 89.68 bn Rbn 81.93
Month to Date Sell 1,719 120.30 bn Rbn 120.05 136 30.79 bn Rbn 28.14
Net 24 -1.65 bn Rbn -1.59 295 58.89 bn Rbn 53.79
Buy 17,346 978.26 bn Rbn 1,012.05 3,776 566.37 bn Rbn 529.51
Year to Date Sell 16,715 1,030.36 bn Rbn 1,066.19 3,077 800.65 bn Rbn 831.63
Net 631 -52.10 bn Rbn -54.14 699 -234.29 bn Rbn -302.12

Index Levels

Code Index Yield Index Previous Return MTD Return YTD


ALBI20 9.396%
All Bond Index Top 609.540
20 Composite 611.473 -1.09% 3.67%
GOVI 9.572%Split - 603.117
ALBI20 Issuer Class GOVI 605.178 -1.27% 2.81%
OTHI 8.835%
ALBI20 Issuer Class Split - 634.624
OTHI 636.136 -0.49% 6.24%
CILI15 3.105%
Composite Inflation 254.592
Linked Index Top 15 254.493 0.83% 0.74%
ICOR 3.944%
CILI15 Issuer Class 287.083
Split - ICOR 286.976 1.74% 6.00%
IGOV 3.064%
CILI15 Issuer Class 253.124
Split - IGOV 253.024 0.80% 0.53%
ISOE 3.920%
CILI15 Issuer Class 258.936
Split - ISOE 258.839 0.89% 3.34%
MMI JSE Money Market Index
0 246.199 246.150 0.63% 6.21%

ALBI Constituent Bonds

Bond Issuer Maturity MTM Previous YTD Low YTD High


R159 REPUBLIC OF SOUTH
Jan 2020
AFRICA 6.460% 6.465% 6.46% 7.86%
R203 REPUBLIC OF SOUTH
Feb 2020
AFRICA 7.315% 7.320% 7.32% 8.89%
ES18 ESKOM HOLDINGSSepLIMITED
2020 8.975% 8.945% 8.20% 9.45%
R204 REPUBLIC OF SOUTH
Mar 2021
AFRICA 7.725% 7.695% 6.87% 8.14%
R207 REPUBLIC OF SOUTH
Feb 2023
AFRICA 9.785% 9.695% 8.57% 9.93%
R208 REPUBLIC OF SOUTH
Feb 2023
AFRICA 8.535% 8.475% 7.24% 8.68%
ES23 ESKOM HOLDINGSAprLIMITED
2026 10.520% 10.480% 9.17% 10.62%
DV23 DEVELOPMENT DecBANK
2026
OF SOUTHERN
9.270% AFRICA 9.230% 7.88% 9.37%
R2023 REPUBLIC OF SOUTH
Jan 2030
AFRICA 9.710% 9.665% 8.28% 9.81%
ES26 ESKOM HOLDINGSFebLIMITED
2031 9.805% 9.760% 8.36% 9.91%
R186 REPUBLIC OF SOUTH
Mar 2032
AFRICA 9.910% 9.865% 8.46% 10.03%
R2030 REPUBLIC OF SOUTH
Sep 2033
AFRICA 11.280% 11.235% 9.96% 11.42%
R213 REPUBLIC OF SOUTH
Feb 2035
AFRICA 10.010% 9.965% 8.61% 10.15%
R2032 REPUBLIC OF SOUTH
Mar 2036
AFRICA 9.970% 9.925% 8.62% 10.11%
ES33 ESKOM HOLDINGSJanLIMITED
2037 10.090% 10.040% 8.69% 10.23%
R209 REPUBLIC OF SOUTH
Jan 2040
AFRICA 10.185% 10.130% 8.76% 10.33%
R2037 REPUBLIC OF SOUTH
Feb 2041
AFRICA 10.150% 10.095% 8.73% 10.29%
R214 REPUBLIC OF SOUTH
Apr 2042
AFRICA 11.520% 11.465% 10.13% 11.66%
R2044 REPUBLIC OF SOUTH
Jan 2044
AFRICA 10.190% 10.135% 8.80% 10.33%
R2048 REPUBLIC OF SOUTH
Feb 2048
AFRICA 10.170% 10.115% 8.76% 10.31%

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 6.792% 6.792% 6.63% 6.92%
JIBAR3 JIBAR 3 Month 7.017% 7.017% 6.87% 7.16%
JIBAR6 JIBAR 6 Month 7.675% 7.675% 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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