Markets and Commodity figures

27 November 2018

Total Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Deals Nominal Consideration Deals Nominal Consideration
Current Day 1,027 31.53 bn Rbn 33.01 769 97.10 bn Rbn 92.54
Week to Date 2,333 71.44 bn Rbn 74.09 1,100 153.76 bn Rbn 144.51
Month to Date 25,350 721.46 bn Rbn 724.92 7,135 904.42 bn Rbn 838.75
Year to Date 283,972 8,683.09 bn Rbn 8,950.46 75,293 9,729.01 bn Rbn 9,461.13

Foreign Client Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Party Deals Nominal Consideration Deals Nominal Consideration
Buy 67 3.75 bn Rbn 3.85 16 5.35 bn Rbn 4.96
Current Day Sell 52 3.38 bn Rbn 3.53 1 0.24 bn Rbn 0.27
Net 15 0.37 bn Rbn 0.31 15 5.11 bn Rbn 4.70
Buy 129 8.24 bn Rbn 8.27 36 8.95 bn Rbn 8.46
Week to Date Sell 103 7.53 bn Rbn 7.91 1 0.24 bn Rbn 0.27
Net 26 0.71 bn Rbn 0.37 35 8.71 bn Rbn 8.19
Buy 1,249 77.99 bn Rbn 79.23 401 103.96 bn Rbn 96.80
Month to Date Sell 1,237 76.74 bn Rbn 77.70 54 11.74 bn Rbn 10.09
Net 12 1.25 bn Rbn 1.52 347 92.22 bn Rbn 86.71
Buy 18,670 1,062.52 bn Rbn 1,097.37 4,195 673.57 bn Rbn 629.33
Year to Date Sell 18,029 1,114.02 bn Rbn 1,150.86 3,131 812.39 bn Rbn 841.72
Net 641 -51.50 bn Rbn -53.48 1,064 -138.82 bn Rbn -212.40

Index Levels

Code Index Yield Index Previous Return MTD Return YTD

ALBI20 9.289%
All Bond Index Top 625.776
20 Composite 626.667 3.31% 6.43%
GOVI 9.320%Split - 619.308
ALBI20 Issuer Class GOVI 620.235 3.37% 5.57%
OTHI 9.171%
ALBI20 Issuer Class Split - 650.985
OTHI 651.728 3.09% 8.98%
CILI15 3.208%
Composite Inflation 251.466
Linked Index Top 15 251.166 -1.18% -0.50%
ICOR 3.918%
CILI15 Issuer Class 287.020
Split - ICOR 286.626 -0.05% 5.97%
IGOV 3.174%
CILI15 Issuer Class 249.852
Split - IGOV 249.559 -1.24% -0.77%
ISOE 3.910%
CILI15 Issuer Class 259.749
Split - ISOE 259.172 0.28% 3.66%
MMI JSE Money Market Index
0 247.542 247.487 0.53% 6.79%

ALBI Constituent Bonds

Bond Issuer Maturity MTM Previous YTD Low YTD High

R159 REPUBLIC OF SOUTH
Sep 2020
AFRICA 8.310% 8.300% 8.20% 9.45%
R203 REPUBLIC OF SOUTH
Mar 2021
AFRICA 7.110% 7.100% 6.87% 8.14%
ES18 ESKOM HOLDINGSJanLIMITED
2023 9.435% 9.430% 8.35% 9.84%
R204 REPUBLIC OF SOUTH
Feb 2023
AFRICA 9.345% 9.340% 8.57% 9.93%
R207 REPUBLIC OF SOUTH
Feb 2023
AFRICA 8.275% 8.270% 7.24% 8.68%
R208 REPUBLIC OF SOUTH
Aug 2025
AFRICA 10.680% 10.710% 9.69% 11.20%
ES23 ESKOM HOLDINGSAprLIMITED
2026 10.230% 10.210% 9.17% 10.62%
DV23 DEVELOPMENT DecBANK
2026
OF SOUTHERN
8.980% AFRICA 8.960% 7.88% 9.37%
R2023 REPUBLIC OF SOUTH
Jan 2030
AFRICA 9.440% 9.415% 8.28% 9.82%
ES26 ESKOM HOLDINGSFebLIMITED
2031 9.535% 9.510% 8.36% 9.91%
R186 REPUBLIC OF SOUTH
Mar 2032
AFRICA 9.645% 9.615% 8.46% 10.03%
R2030 REPUBLIC OF SOUTH
Sep 2033
AFRICA 11.025% 11.005% 9.96% 11.42%
R213 REPUBLIC OF SOUTH
Feb 2035
AFRICA 9.770% 9.745% 8.61% 10.15%
R2032 REPUBLIC OF SOUTH
Mar 2036
AFRICA 9.715% 9.695% 8.62% 10.11%
ES33 ESKOM HOLDINGSJanLIMITED
2037 9.840% 9.820% 8.69% 10.23%
R209 REPUBLIC OF SOUTH
Jan 2040
AFRICA 9.925% 9.900% 8.76% 10.33%
R2037 REPUBLIC OF SOUTH
Feb 2041
AFRICA 9.905% 9.880% 8.73% 10.29%
R214 REPUBLIC OF SOUTH
Apr 2042
AFRICA 11.275% 11.250% 10.13% 11.66%
R2044 REPUBLIC OF SOUTH
Jan 2044
AFRICA 9.940% 9.910% 8.80% 10.33%
R2048 REPUBLIC OF SOUTH
Feb 2048
AFRICA 9.920% 9.895% 8.76% 10.31%

Other Rates

Code Description Rate Previous YTD Low YTD High

SAFEX SAFEX Overnight Deposit Rate6.590% 6.600% 6.31% 6.60%
JIBAR1 JIBAR 1 Month 6.950% 6.950% 6.63% 6.95%
JIBAR3 JIBAR 3 Month 7.158% 7.158% 6.87% 7.18%
JIBAR6 JIBAR 6 Month 7.742% 7.758% 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)
9.60
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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