Markets and Commodity figures

13 February 2019

Total Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Deals Nominal Consideration Deals Nominal Consideration
Current Day 1,334 52.74 bn Rbn 52.08 376 53.23 bn Rbn 51.58
Week to Date 3,951 162.83 bn Rbn 165.60 1,534 203.69 bn Rbn 195.46
Month to Date 11,439 406.27 bn Rbn 411.71 3,825 496.23 bn Rbn 475.88
Year to Date 30,631 1,019.24 bn Rbn 1,032.03 11,072 1,482.28 bn Rbn 1,420.69

Foreign Client Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Party Deals Nominal Consideration Deals Nominal Consideration
Buy 73 4.54 bn Rbn 4.46 16 4.94 bn Rbn 4.69
Current Day Sell 76 6.35 bn Rbn 6.43 3 2.63 bn Rbn 2.41
Net -3 -1.81 bn Rbn -1.97 13 2.31 bn Rbn 2.28
Buy 260 18.53 bn Rbn 19.09 89 25.70 bn Rbn 23.67
Week to Date Sell 264 19.13 bn Rbn 19.58 16 5.29 bn Rbn 5.07
Net -4 -0.59 bn Rbn -0.49 73 20.41 bn Rbn 18.61
Buy 745 47.51 bn Rbn 48.41 266 65.69 bn Rbn 61.37
Month to Date Sell 698 45.17 bn Rbn 46.62 28 11.13 bn Rbn 10.66
Net 47 2.35 bn Rbn 1.79 238 54.55 bn Rbn 50.71
Buy 2,313 135.97 bn Rbn 138.28 772 183.24 bn Rbn 173.15
Year to Date Sell 1,975 121.80 bn Rbn 124.92 87 33.65 bn Rbn 33.52
Net 338 14.17 bn Rbn 13.36 685 149.59 bn Rbn 139.63

Index Levels

Code Index Yield Index Previous Return MTD Return YTD

ALBI20 9.284%
All Bond Index Top 638.819
20 Composite 642.979 -1.95% 0.90%
GOVI 9.398%Split - 632.189
ALBI20 Issuer Class GOVI 636.503 -2.02% 0.89%
OTHI 8.846%
ALBI20 Issuer Class Split - 664.541
OTHI 668.087 -1.67% 0.92%
CILI15 3.120%
Composite Inflation 258.102
Linked Index Top 15 258.423 0.17% 1.83%
ICOR 3.852%
CILI15 Issuer Class 292.913
Split - ICOR 292.915 -0.06% 1.10%
IGOV 3.079%
CILI15 Issuer Class 256.506
Split - IGOV 256.841 0.17% 1.86%
ISOE 3.854%
CILI15 Issuer Class 265.451
Split - ISOE 265.501 0.15% 1.17%
MMI JSE Money Market Index
0 251.520 251.470 0.26% 0.90%

ALBI Constituent Bonds

Bond Issuer Maturity MTM Previous YTD Low YTD High

R159 REPUBLIC OF SOUTH
Sep 2020
AFRICA 8.405% 8.385% 8.11% 8.41%
R203 REPUBLIC OF SOUTH
Mar 2021
AFRICA 7.175% 7.155% 6.91% 7.18%
ES18 ESKOM HOLDINGSJanLIMITED
2023 9.135% 9.095% 8.91% 9.31%
R204 REPUBLIC OF SOUTH
Feb 2023
AFRICA 9.005% 8.965% 8.78% 9.22%
R207 REPUBLIC OF SOUTH
Feb 2023
AFRICA 7.975% 7.935% 7.75% 8.15%
R208 REPUBLIC OF SOUTH
Aug 2025
AFRICA 10.585% 10.485% 10.28% 10.63%
ES23 ESKOM HOLDINGSAprLIMITED
2026 10.135% 10.035% 9.83% 10.18%
DV23 DEVELOPMENT DecBANK
2026
OF SOUTHERN
8.885% AFRICA 8.785% 8.58% 8.93%
R2023 REPUBLIC OF SOUTH
Jan 2030
AFRICA 9.415% 9.300% 9.09% 9.43%
ES26 ESKOM HOLDINGSFebLIMITED
2031 9.525% 9.420% 9.21% 9.54%
R186 REPUBLIC OF SOUTH
Mar 2032
AFRICA 9.635% 9.525% 9.31% 9.65%
R2030 REPUBLIC OF SOUTH
Sep 2033
AFRICA 11.045% 10.950% 10.74% 11.06%
R213 REPUBLIC OF SOUTH
Feb 2035
AFRICA 9.790% 9.695% 9.48% 9.81%
R2032 REPUBLIC OF SOUTH
Mar 2036
AFRICA 9.745% 9.650% 9.43% 9.75%
ES33 ESKOM HOLDINGSJanLIMITED
2037 9.870% 9.775% 9.55% 9.88%
R209 REPUBLIC OF SOUTH
Jan 2040
AFRICA 9.945% 9.855% 9.62% 9.95%
R2037 REPUBLIC OF SOUTH
Feb 2041
AFRICA 9.930% 9.840% 9.60% 9.93%
R214 REPUBLIC OF SOUTH
Apr 2042
AFRICA 11.300% 11.210% 10.97% 11.30%
R2044 REPUBLIC OF SOUTH
Jan 2044
AFRICA 9.970% 9.880% 9.64% 9.98%
R2048 REPUBLIC OF SOUTH
Feb 2048
AFRICA 9.940% 9.850% 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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