Markets and Commodity figures

13 January 2019

Total Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Deals Nominal Consideration Deals Nominal Consideration
Current Day 769 24.60 bn Rbn 26.22 221 29.49 bn Rbn 30.35
Week to Date 4,428 143.43 bn Rbn 146.24 1,612 209.72 bn Rbn 207.07
Month to Date 6,448 206.40 bn Rbn 209.22 2,249 314.34 bn Rbn 308.44
Year to Date 6,448 206.40 bn Rbn 209.22 2,249 314.34 bn Rbn 308.44

Foreign Client Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Party Deals Nominal Consideration Deals Nominal Consideration
Buy 79 4.40 bn Rbn 4.48 14 4.77 bn Rbn 4.59
Current Day Sell 38 3.11 bn Rbn 3.15 3 3.37 bn Rbn 3.58
Net 41 1.29 bn Rbn 1.32 11 1.40 bn Rbn 1.01
Buy 510 24.74 bn Rbn 24.98 116 26.46 bn Rbn 25.61
Week to Date Sell 405 22.62 bn Rbn 23.06 7 7.56 bn Rbn 8.05
Net 105 2.12 bn Rbn 1.92 109 18.91 bn Rbn 17.56
Buy 705 36.29 bn Rbn 36.93 256 60.07 bn Rbn 57.77
Month to Date Sell 536 28.70 bn Rbn 29.22 15 7.85 bn Rbn 8.33
Net 169 7.58 bn Rbn 7.71 241 52.22 bn Rbn 49.44
Buy 705 36.29 bn Rbn 36.93 256 60.07 bn Rbn 57.77
Year to Date Sell 536 28.70 bn Rbn 29.22 15 7.85 bn Rbn 8.33
Net 169 7.58 bn Rbn 7.71 241 52.22 bn Rbn 49.44

Index Levels

Code Index Yield Index Previous Return MTD Return YTD

ALBI20 9.167%
All Bond Index Top 641.526
20 Composite 641.338 1.32% 1.32%
GOVI 9.185%Split - 635.132
ALBI20 Issuer Class GOVI 634.909 1.35% 1.35%
OTHI 9.094%
ALBI20 Issuer Class Split - 666.360
OTHI 666.323 1.19% 1.19%
CILI15 3.153%
Composite Inflation 255.313
Linked Index Top 15 254.480 0.73% 0.73%
ICOR 3.853%
CILI15 Issuer Class 291.017
Split - ICOR 290.688 0.45% 0.45%
IGOV 3.119%
CILI15 Issuer Class 253.691
Split - IGOV 252.836 0.74% 0.74%
ISOE 3.840%
CILI15 Issuer Class 263.333
Split - ISOE 263.154 0.36% 0.36%
MMI JSE Money Market Index
0 249.828 249.777 0.23% 0.23%

ALBI Constituent Bonds

Bond Issuer Maturity MTM Previous YTD Low YTD High

R159 REPUBLIC OF SOUTH
Sep 2020
AFRICA 8.275% 8.205% 8.11% 8.28%
R203 REPUBLIC OF SOUTH
Mar 2021
AFRICA 7.075% 7.005% 6.91% 7.08%
ES18 ESKOM HOLDINGSJanLIMITED
2023 9.145% 9.155% 9.15% 9.31%
R204 REPUBLIC OF SOUTH
Feb 2023
AFRICA 9.055% 9.065% 9.06% 9.22%
R207 REPUBLIC OF SOUTH
Feb 2023
AFRICA 7.985% 7.995% 7.99% 8.15%
R208 REPUBLIC OF SOUTH
Aug 2025
AFRICA 10.460% 10.465% 10.46% 10.63%
ES23 ESKOM HOLDINGSAprLIMITED
2026 10.010% 10.015% 10.01% 10.18%
DV23 DEVELOPMENT DecBANK
2026
OF SOUTHERN
8.760% AFRICA 8.765% 8.76% 8.93%
R2023 REPUBLIC OF SOUTH
Jan 2030
AFRICA 9.255% 9.260% 9.25% 9.43%
ES26 ESKOM HOLDINGSFebLIMITED
2031 9.355% 9.360% 9.35% 9.54%
R186 REPUBLIC OF SOUTH
Mar 2032
AFRICA 9.465% 9.470% 9.47% 9.65%
R2030 REPUBLIC OF SOUTH
Sep 2033
AFRICA 10.855% 10.855% 10.86% 11.06%
R213 REPUBLIC OF SOUTH
Feb 2035
AFRICA 9.610% 9.605% 9.61% 9.81%
R2032 REPUBLIC OF SOUTH
Mar 2036
AFRICA 9.545% 9.545% 9.55% 9.75%
ES33 ESKOM HOLDINGSJanLIMITED
2037 9.670% 9.675% 9.67% 9.88%
R209 REPUBLIC OF SOUTH
Jan 2040
AFRICA 9.745% 9.745% 9.75% 9.95%
R2037 REPUBLIC OF SOUTH
Feb 2041
AFRICA 9.720% 9.720% 9.72% 9.93%
R214 REPUBLIC OF SOUTH
Apr 2042
AFRICA 11.090% 11.090% 11.09% 11.30%
R2044 REPUBLIC OF SOUTH
Jan 2044
AFRICA 9.760% 9.760% 9.76% 9.98%
R2048 REPUBLIC OF SOUTH
Feb 2048
AFRICA 9.745% 9.740% 9.74% 9.95%

Other Rates

Code Description Rate Previous YTD Low YTD High

SAFEX SAFEX Overnight Deposit Rate6.590% 6.590% 6.59% 6.59%
JIBAR1 JIBAR 1 Month 6.975% 6.975% 6.96% 6.98%
JIBAR3 JIBAR 3 Month 7.150% 7.150% 7.15% 7.15%
JIBAR6 JIBAR 6 Month 7.750% 7.750% 7.75% 7.75%
RSA 2 year retail bond 7.50% 0 0 0
RSA 3 year retail bond 8.25% 0 0 0
RSA 5 year retail bond 9.25% 0 0 0
RSA 3 year inflation linked retail
3.50%
bond 0 0 0
RSA 5 year inflation linked retail
3.75%
bond 0 0 0
RSA 10 year inflation linked retail
4.00%
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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