Markets and Commodity figures

07 February 2019

Total Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Deals Nominal Consideration Deals Nominal Consideration
Current Day 1,375 60.90 bn Rbn 60.93 245 24.76 bn Rbn 24.10
Week to Date 4,628 147.10 bn Rbn 152.45 1,778 211.59 bn Rbn 202.23
Month to Date 6,458 210.85 bn Rbn 212.04 2,045 239.33 bn Rbn 229.07
Year to Date 25,650 823.81 bn Rbn 832.35 9,292 1,225.38 bn Rbn 1,173.89

Foreign Client Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Party Deals Nominal Consideration Deals Nominal Consideration
Buy 77 4.80 bn Rbn 4.91 32 6.49 bn Rbn 6.27
Current Day Sell 77 4.28 bn Rbn 4.47
Net 0.52 bn Rbn 0.44 32 6.49 bn Rbn 6.27
Buy 312 17.90 bn Rbn 18.25 129 31.49 bn Rbn 29.77
Week to Date Sell 277 17.77 bn Rbn 18.39 7 0.91 bn Rbn 0.84
Net 35 0.13 bn Rbn -0.14 122 30.59 bn Rbn 28.93
Buy 420 24.84 bn Rbn 25.06 159 35.23 bn Rbn 33.17
Month to Date Sell 379 23.14 bn Rbn 23.88 10 5.15 bn Rbn 4.85
Net 41 1.70 bn Rbn 1.18 149 30.08 bn Rbn 28.32
Buy 1,988 113.30 bn Rbn 114.93 665 152.78 bn Rbn 144.94
Year to Date Sell 1,656 99.78 bn Rbn 102.18 69 27.66 bn Rbn 27.71
Net 332 13.52 bn Rbn 12.76 596 125.12 bn Rbn 117.23

Index Levels

Code Index Yield Index Previous Return MTD Return YTD

ALBI20 9.101%
All Bond Index Top 650.417
20 Composite 650.391 -0.17% 2.73%
GOVI 9.205%Split - 644.190
ALBI20 Issuer Class GOVI 644.147 -0.16% 2.80%
OTHI 8.698%
ALBI20 Issuer Class Split - 674.528
OTHI 674.557 -0.19% 2.43%
CILI15 3.104%
Composite Inflation 258.239
Linked Index Top 15 258.136 0.22% 1.88%
ICOR 3.805%
CILI15 Issuer Class 293.566
Split - ICOR 293.421 0.16% 1.33%
IGOV 3.064%
CILI15 Issuer Class 256.636
Split - IGOV 256.534 0.22% 1.91%
ISOE 3.838%
CILI15 Issuer Class 265.398
Split - ISOE 265.292 0.13% 1.15%
MMI JSE Money Market Index
0 251.216 251.166 0.14% 0.78%

ALBI Constituent Bonds

Bond Issuer Maturity MTM Previous YTD Low YTD High

R159 REPUBLIC OF SOUTH
Sep 2020
AFRICA 8.245% 8.240% 8.11% 8.38%
R203 REPUBLIC OF SOUTH
Mar 2021
AFRICA 7.045% 7.040% 6.91% 7.18%
ES18 ESKOM HOLDINGSJanLIMITED
2023 8.975% 8.965% 8.91% 9.31%
R204 REPUBLIC OF SOUTH
Feb 2023
AFRICA 8.845% 8.835% 8.78% 9.22%
R207 REPUBLIC OF SOUTH
Feb 2023
AFRICA 7.815% 7.805% 7.75% 8.15%
R208 REPUBLIC OF SOUTH
Aug 2025
AFRICA 10.345% 10.335% 10.28% 10.63%
ES23 ESKOM HOLDINGSAprLIMITED
2026 9.895% 9.885% 9.83% 10.18%
DV23 DEVELOPMENT DecBANK
2026
OF SOUTHERN
8.645% AFRICA 8.635% 8.58% 8.93%
R2023 REPUBLIC OF SOUTH
Jan 2030
AFRICA 9.125% 9.120% 9.09% 9.43%
ES26 ESKOM HOLDINGSFebLIMITED
2031 9.240% 9.240% 9.21% 9.54%
R186 REPUBLIC OF SOUTH
Mar 2032
AFRICA 9.340% 9.340% 9.31% 9.65%
R2030 REPUBLIC OF SOUTH
Sep 2033
AFRICA 10.765% 10.770% 10.74% 11.06%
R213 REPUBLIC OF SOUTH
Feb 2035
AFRICA 9.515% 9.515% 9.48% 9.81%
R2032 REPUBLIC OF SOUTH
Mar 2036
AFRICA 9.465% 9.470% 9.43% 9.75%
ES33 ESKOM HOLDINGSJanLIMITED
2037 9.590% 9.590% 9.55% 9.88%
R209 REPUBLIC OF SOUTH
Jan 2040
AFRICA 9.670% 9.665% 9.62% 9.95%
R2037 REPUBLIC OF SOUTH
Feb 2041
AFRICA 9.650% 9.645% 9.60% 9.93%
R214 REPUBLIC OF SOUTH
Apr 2042
AFRICA 11.020% 11.015% 10.97% 11.30%
R2044 REPUBLIC OF SOUTH
Jan 2044
AFRICA 9.690% 9.685% 9.64% 9.98%
R2048 REPUBLIC OF SOUTH
Feb 2048
AFRICA 9.660% 9.660% 9.62% 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 6.967% 6.967% 6.96% 6.98%
JIBAR3 JIBAR 3 Month 7.150% 7.150% 7.15% 7.15%
JIBAR6 JIBAR 6 Month 7.725% 7.725% 7.73% 7.75%
RSA 2 year retail bond 7.25% 0 0 0
RSA 3 year retail bond 8.00% 0 0 0
RSA 5 year retail bond 8.75% 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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