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Markets and Commodity figures

11 April 2019

Total Market Turnover Statistics

Standard Turnover REPO 1 Turnover


Deals Nominal Consideration Deals Nominal Consideration
Current Day 972 36.23 bn Rbn 38.09 255 34.46 bn Rbn 35.52
Week to Date 3,303 115.35 bn Rbn 118.96 1,649 226.79 bn Rbn 226.87
Month to Date 11,180 341.37 bn Rbn 347.89 3,631 508.07 bn Rbn 502.52
Year to Date 78,774 2,519.12 bn Rbn 2,539.39 25,387 3,514.04 bn Rbn 3,392.02

Foreign Client Market Turnover Statistics

Standard Turnover REPO 1 Turnover


Party Deals Nominal Consideration Deals Nominal Consideration
Buy 68 4.85 bn Rbn 5.14 19 1.96 bn Rbn 2.22
Current Day Sell 39 3.26 bn Rbn 3.44 3 0.27 bn Rbn 0.29
Net 29 1.59 bn Rbn 1.71 16 1.70 bn Rbn 1.94
Buy 206 15.15 bn Rbn 15.97 73 12.47 bn Rbn 12.33
Week to Date Sell 177 10.99 bn Rbn 11.67 28 8.39 bn Rbn 7.91
Net 29 4.16 bn Rbn 4.30 45 4.08 bn Rbn 4.42
Buy 1,070 45.67 bn Rbn 47.84 152 20.98 bn Rbn 20.67
Month to Date Sell 1,238 37.43 bn Rbn 38.68 102 39.95 bn Rbn 39.31
Net -168 8.24 bn Rbn 9.16 50 -18.97 bn Rbn -18.64
Buy 5,861 317.15 bn Rbn 322.86 1,456 308.04 bn Rbn 291.58
Year to Date Sell 5,713 292.49 bn Rbn 300.10 341 123.42 bn Rbn 122.88
Net 148 24.65 bn Rbn 22.76 1,115 184.63 bn Rbn 168.71

Index Levels

Code Index Yield Index Previous Return MTD Return YTD


ALBI20 9.043%
All Bond Index Top 664.697
20 Composite 666.505 1.13% 4.98%
GOVI 9.144%Split - 658.415
ALBI20 Issuer Class GOVI 660.276 1.16% 5.07%
OTHI 8.649%
ALBI20 Issuer Class Split - 688.978
OTHI 690.564 1.01% 4.63%
CILI15 3.242%
Composite Inflation 255.441
Linked Index Top 15 255.404 0.27% 0.78%
ICOR 3.847%
CILI15 Issuer Class 295.123
Split - ICOR 295.064 0.61% 1.86%
IGOV 3.204%
CILI15 Issuer Class 253.688
Split - IGOV 253.652 0.26% 0.74%
ISOE 3.985%
CILI15 Issuer Class 264.502
Split - ISOE 264.460 0.45% 0.81%
MMI JSE Money Market Index
0 254.462 254.411 0.27% 2.08%

ALBI Constituent Bonds

Bond Issuer Maturity MTM Previous YTD Low YTD High


R159 REPUBLIC OF SOUTH
Sep 2020
AFRICA 8.080% 8.075% 8.08% 8.87%
R203 REPUBLIC OF SOUTH
Mar 2021
AFRICA 6.850% 6.845% 6.85% 7.19%
ES18 ESKOM HOLDINGSJanLIMITED
2023 8.795% 8.750% 8.75% 9.31%
R204 REPUBLIC OF SOUTH
Feb 2023
AFRICA 8.625% 8.580% 8.58% 9.22%
R207 REPUBLIC OF SOUTH
Feb 2023
AFRICA 7.625% 7.580% 7.58% 8.15%
R208 REPUBLIC OF SOUTH
Aug 2025
AFRICA 9.975% 9.945% 9.95% 10.64%
ES23 ESKOM HOLDINGSAprLIMITED
2026 9.725% 9.695% 9.70% 10.19%
DV23 DEVELOPMENT DecBANK
2026
OF SOUTHERN
8.475% AFRICA 8.445% 8.45% 8.94%
R2023 REPUBLIC OF SOUTH
Jan 2030
AFRICA 9.035% 8.995% 9.00% 9.47%
ES26 ESKOM HOLDINGSFebLIMITED
2031 9.155% 9.115% 9.12% 9.58%
R186 REPUBLIC OF SOUTH
Mar 2032
AFRICA 9.265% 9.225% 9.23% 9.69%
R2030 REPUBLIC OF SOUTH
Sep 2033
AFRICA 10.710% 10.665% 10.67% 11.10%
R213 REPUBLIC OF SOUTH
Feb 2035
AFRICA 9.460% 9.420% 9.42% 9.84%
R2032 REPUBLIC OF SOUTH
Mar 2036
AFRICA 9.410% 9.365% 9.37% 9.80%
ES33 ESKOM HOLDINGSJanLIMITED
2037 9.545% 9.500% 9.50% 9.92%
R209 REPUBLIC OF SOUTH
Jan 2040
AFRICA 9.625% 9.580% 9.58% 10.00%
R2037 REPUBLIC OF SOUTH
Feb 2041
AFRICA 9.610% 9.565% 9.57% 9.98%
R214 REPUBLIC OF SOUTH
Apr 2042
AFRICA 10.980% 10.935% 10.94% 11.35%
R2044 REPUBLIC OF SOUTH
Jan 2044
AFRICA 9.645% 9.600% 9.60% 10.02%
R2048 REPUBLIC OF SOUTH
Feb 2048
AFRICA 9.590% 9.550% 9.55% 9.99%

Other Rates

Code Description Rate Previous YTD Low YTD High


SAFEX SAFEX Overnight Deposit Rate6.600% 6.600% 6.59% 6.60%
JIBAR1 JIBAR 1 Month 6.975% 6.975% 6.96% 6.98%
JIBAR3 JIBAR 3 Month 7.158% 7.158% 7.15% 7.16%
JIBAR6 JIBAR 6 Month 7.700% 7.700% 7.70% 7.75%
RSA 2 year retail bond 8.00% 0 0 0
RSA 3 year retail bond 8.25% 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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