Markets and Commodity figures

26 November 2018

Total Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Deals Nominal Consideration Deals Nominal Consideration
Current Day 1,307 39.91 bn Rbn 41.08 331 56.66 bn Rbn 51.97
Week to Date 1,307 39.91 bn Rbn 41.08 331 56.66 bn Rbn 51.97
Month to Date 24,325 689.93 bn Rbn 691.91 6,366 807.32 bn Rbn 746.21
Year to Date 282,947 8,651.56 bn Rbn 8,917.45 74,524 9,631.91 bn Rbn 9,368.59

Foreign Client Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Party Deals Nominal Consideration Deals Nominal Consideration
Buy 62 4.49 bn Rbn 4.43 20 3.60 bn Rbn 3.49
Current Day Sell 51 4.15 bn Rbn 4.37
Net 11 0.35 bn Rbn 0.06 20 3.60 bn Rbn 3.49
Buy 62 4.49 bn Rbn 4.43 20 3.60 bn Rbn 3.49
Week to Date Sell 51 4.15 bn Rbn 4.37
Net 11 0.35 bn Rbn 0.06 20 3.60 bn Rbn 3.49
Buy 1,180 74.17 bn Rbn 75.30 385 98.61 bn Rbn 91.84
Month to Date Sell 1,187 73.43 bn Rbn 74.25 53 11.51 bn Rbn 9.82
Net -7 0.74 bn Rbn 1.06 332 87.11 bn Rbn 82.02
Buy 18,601 1,058.70 bn Rbn 1,093.45 4,179 668.22 bn Rbn 624.36
Year to Date Sell 17,979 1,110.71 bn Rbn 1,147.40 3,130 812.16 bn Rbn 841.46
Net 622 -52.01 bn Rbn -53.95 1,049 -143.93 bn Rbn -217.09

Index Levels

Code Index Yield Index Previous Return MTD Return YTD

ALBI20 9.273%
All Bond Index Top 626.667
20 Composite 629.030 3.46% 6.58%
GOVI 9.303%Split - 620.235
ALBI20 Issuer Class GOVI 622.680 3.53% 5.73%
OTHI 9.158%
ALBI20 Issuer Class Split - 651.728
OTHI 653.753 3.21% 9.10%
CILI15 3.225%
Composite Inflation 251.166
Linked Index Top 15 251.006 -1.30% -0.62%
ICOR 3.953%
CILI15 Issuer Class 286.626
Split - ICOR 286.304 -0.19% 5.83%
IGOV 3.189%
CILI15 Issuer Class 249.559
Split - IGOV 249.408 -1.36% -0.88%
ISOE 3.960%
CILI15 Issuer Class 259.172
Split - ISOE 258.819 0.05% 3.43%
MMI JSE Money Market Index
0 247.487 247.338 0.50% 6.77%

ALBI Constituent Bonds

Bond Issuer Maturity MTM Previous YTD Low YTD High

R159 REPUBLIC OF SOUTH
Sep 2020
AFRICA 8.300% 8.435% 8.20% 9.45%
R203 REPUBLIC OF SOUTH
Mar 2021
AFRICA 7.100% 7.235% 6.87% 8.14%
ES18 ESKOM HOLDINGSJanLIMITED
2023 9.430% 9.400% 8.35% 9.84%
R204 REPUBLIC OF SOUTH
Feb 2023
AFRICA 9.340% 9.310% 8.57% 9.93%
R207 REPUBLIC OF SOUTH
Feb 2023
AFRICA 8.270% 8.240% 7.24% 8.68%
R208 REPUBLIC OF SOUTH
Aug 2025
AFRICA 10.710% 10.670% 9.69% 11.20%
ES23 ESKOM HOLDINGSAprLIMITED
2026 10.210% 10.170% 9.17% 10.62%
DV23 DEVELOPMENT DecBANK
2026
OF SOUTHERN
8.960% AFRICA 8.920% 7.88% 9.37%
R2023 REPUBLIC OF SOUTH
Jan 2030
AFRICA 9.415% 9.370% 8.28% 9.82%
ES26 ESKOM HOLDINGSFebLIMITED
2031 9.510% 9.460% 8.36% 9.91%
R186 REPUBLIC OF SOUTH
Mar 2032
AFRICA 9.615% 9.560% 8.46% 10.03%
R2030 REPUBLIC OF SOUTH
Sep 2033
AFRICA 11.005% 10.950% 9.96% 11.42%
R213 REPUBLIC OF SOUTH
Feb 2035
AFRICA 9.745% 9.690% 8.61% 10.15%
R2032 REPUBLIC OF SOUTH
Mar 2036
AFRICA 9.695% 9.640% 8.62% 10.11%
ES33 ESKOM HOLDINGSJanLIMITED
2037 9.820% 9.755% 8.69% 10.23%
R209 REPUBLIC OF SOUTH
Jan 2040
AFRICA 9.900% 9.830% 8.76% 10.33%
R2037 REPUBLIC OF SOUTH
Feb 2041
AFRICA 9.880% 9.810% 8.73% 10.29%
R214 REPUBLIC OF SOUTH
Apr 2042
AFRICA 11.250% 11.180% 10.13% 11.66%
R2044 REPUBLIC OF SOUTH
Jan 2044
AFRICA 9.910% 9.840% 8.80% 10.33%
R2048 REPUBLIC OF SOUTH
Feb 2048
AFRICA 9.895% 9.825% 8.76% 10.31%

Other Rates

Code Description Rate Previous YTD Low YTD High

SAFEX SAFEX Overnight Deposit Rate6.600% 6.450% 6.31% 6.60%
JIBAR1 JIBAR 1 Month 6.950% 6.950% 6.63% 6.95%
JIBAR3 JIBAR 3 Month 7.158% 7.175% 6.87% 7.18%
JIBAR6 JIBAR 6 Month 7.758% 7.750% 7.38% 7.76%
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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