Markets and Commodity figures

22 November 2018

Total Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Deals Nominal Consideration Deals Nominal Consideration
Current Day 1,302 47.63 bn Rbn 48.34 223 22.60 bn Rbn 21.68
Week to Date 5,301 139.46 bn Rbn 143.09 1,600 201.53 bn Rbn 188.41
Month to Date 21,500 604.93 bn Rbn 605.78 5,764 723.74 bn Rbn 667.05
Year to Date 280,122 8,566.56 bn Rbn 8,831.32 73,922 9,548.33 bn Rbn 9,289.43

Foreign Client Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Party Deals Nominal Consideration Deals Nominal Consideration
Buy 81 5.19 bn Rbn 5.05 16 2.96 bn Rbn 2.74
Current Day Sell 83 7.15 bn Rbn 7.22 4 1.54 bn Rbn 1.58
Net -2 -1.96 bn Rbn -2.18 12 1.42 bn Rbn 1.16
Buy 262 19.25 bn Rbn 19.92 83 23.79 bn Rbn 22.69
Week to Date Sell 265 17.18 bn Rbn 17.83 7 1.88 bn Rbn 1.95
Net -3 2.07 bn Rbn 2.09 76 21.91 bn Rbn 20.74
Buy 1,006 61.73 bn Rbn 62.93 354 93.48 bn Rbn 86.87
Month to Date Sell 1,044 63.69 bn Rbn 64.43 49 11.20 bn Rbn 9.54
Net -38 -1.96 bn Rbn -1.50 305 82.28 bn Rbn 77.34
Buy 18,427 1,046.25 bn Rbn 1,081.07 4,148 663.09 bn Rbn 619.40
Year to Date Sell 17,836 1,100.97 bn Rbn 1,137.58 3,126 811.85 bn Rbn 841.17
Net 591 -54.72 bn Rbn -56.51 1,022 -148.76 bn Rbn -221.77

Index Levels

Code Index Yield Index Previous Return MTD Return YTD

ALBI20 9.233%
All Bond Index Top 628.725
20 Composite 623.356 3.80% 6.93%
GOVI 9.261%Split - 622.391
ALBI20 Issuer Class GOVI 616.973 3.89% 6.10%
OTHI 9.126%
ALBI20 Issuer Class Split - 653.381
OTHI 648.225 3.47% 9.38%
CILI15 3.230%
Composite Inflation 250.940
Linked Index Top 15 251.125 -1.39% -0.71%
ICOR 3.953%
CILI15 Issuer Class 286.539
Split - ICOR 286.216 -0.22% 5.80%
IGOV 3.194%
CILI15 Issuer Class 249.328
Split - IGOV 249.536 -1.45% -0.97%
ISOE 3.960%
CILI15 Issuer Class 259.093
Split - ISOE 258.739 0.02% 3.40%
MMI JSE Money Market Index
0 247.353 247.298 0.45% 6.71%

ALBI Constituent Bonds

Bond Issuer Maturity MTM Previous YTD Low YTD High

R159 REPUBLIC OF SOUTH
Sep 2020
AFRICA 8.460% 8.585% 8.20% 9.45%
R203 REPUBLIC OF SOUTH
Mar 2021
AFRICA 7.260% 7.385% 6.87% 8.14%
ES18 ESKOM HOLDINGSJanLIMITED
2023 9.420% 9.515% 8.35% 9.84%
R204 REPUBLIC OF SOUTH
Feb 2023
AFRICA 9.330% 9.425% 8.57% 9.93%
R207 REPUBLIC OF SOUTH
Feb 2023
AFRICA 8.260% 8.355% 7.24% 8.68%
R208 REPUBLIC OF SOUTH
Aug 2025
AFRICA 10.680% 10.790% 9.69% 11.20%
ES23 ESKOM HOLDINGSAprLIMITED
2026 10.180% 10.290% 9.17% 10.62%
DV23 DEVELOPMENT DecBANK
2026
OF SOUTHERN
8.930% AFRICA 9.040% 7.88% 9.37%
R2023 REPUBLIC OF SOUTH
Jan 2030
AFRICA 9.375% 9.485% 8.28% 9.82%
ES26 ESKOM HOLDINGSFebLIMITED
2031 9.465% 9.570% 8.36% 9.91%
R186 REPUBLIC OF SOUTH
Mar 2032
AFRICA 9.560% 9.670% 8.46% 10.03%
R2030 REPUBLIC OF SOUTH
Sep 2033
AFRICA 10.940% 11.065% 9.96% 11.42%
R213 REPUBLIC OF SOUTH
Feb 2035
AFRICA 9.680% 9.800% 8.61% 10.15%
R2032 REPUBLIC OF SOUTH
Mar 2036
AFRICA 9.630% 9.755% 8.62% 10.11%
ES33 ESKOM HOLDINGSJanLIMITED
2037 9.750% 9.865% 8.69% 10.23%
R209 REPUBLIC OF SOUTH
Jan 2040
AFRICA 9.820% 9.940% 8.76% 10.33%
R2037 REPUBLIC OF SOUTH
Feb 2041
AFRICA 9.805% 9.920% 8.73% 10.29%
R214 REPUBLIC OF SOUTH
Apr 2042
AFRICA 11.175% 11.290% 10.13% 11.66%
R2044 REPUBLIC OF SOUTH
Jan 2044
AFRICA 9.825% 9.945% 8.80% 10.33%
R2048 REPUBLIC OF SOUTH
Feb 2048
AFRICA 9.810% 9.930% 8.76% 10.31%

Other Rates

Code Description Rate Previous YTD Low YTD High

SAFEX SAFEX Overnight Deposit Rate6.340% 6.340% 6.31% 6.56%
JIBAR1 JIBAR 1 Month 6.800% 6.800% 6.63% 6.92%
JIBAR3 JIBAR 3 Month 7.025% 7.025% 6.87% 7.16%
JIBAR6 JIBAR 6 Month 7.667% 7.667% 7.38% 7.68%
RSA 2 year retail bond 8.00% 0 0 0
RSA 3 year retail bond 9.00% 0 0 0
RSA 5 year retail bond 9.50% 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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