Markets and Commodity figures

26 June 2019

Total Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Deals Nominal Consideration Deals Nominal Consideration
Current Day 1,390 54.16 bn Rbn 52.88 294 41.14 bn Rbn 40.81
Week to Date 4,065 170.93 bn Rbn 166.44 1,602 231.25 bn Rbn 226.07
Month to Date 22,100 996.86 bn Rbn 983.44 6,927 1,044.62 bn Rbn 1,038.08
Year to Date 143,744 4,915.86 bn Rbn 4,956.80 44,878 6,323.71 bn Rbn 6,197.93

Foreign Client Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Party Deals Nominal Consideration Deals Nominal Consideration
Buy 80 6.33 bn Rbn 6.14 9 2.16 bn Rbn 2.13
Current Day Sell 83 6.66 bn Rbn 6.48
Net -3 -0.33 bn Rbn -0.34 9 2.16 bn Rbn 2.13
Buy 224 17.57 bn Rbn 16.75 40 7.08 bn Rbn 6.83
Week to Date Sell 235 20.31 bn Rbn 19.63 22 5.14 bn Rbn 5.65
Net -11 -2.74 bn Rbn -2.88 18 1.94 bn Rbn 1.18
Buy 1,352 124.30 bn Rbn 122.84 242 40.30 bn Rbn 39.52
Month to Date Sell 1,301 127.25 bn Rbn 126.38 131 73.84 bn Rbn 79.35
Net 51 -2.96 bn Rbn -3.54 111 -33.55 bn Rbn -39.83
Buy 9,982 612.88 bn Rbn 621.29 2,203 449.27 bn Rbn 429.61
Year to Date Sell 9,448 593.85 bn Rbn 605.82 689 274.53 bn Rbn 281.99
Net 534 19.04 bn Rbn 15.48 1,514 174.74 bn Rbn 147.62

Index Levels

Code Index Yield Index Previous Return MTD Return YTD

ALBI20 9.087%
All Bond Index Top 673.946
20 Composite 671.449 1.13% 6.44%
GOVI 9.193%Split - 667.054
ALBI20 Issuer Class GOVI 664.403 1.12% 6.45%
OTHI 8.663%
ALBI20 Issuer Class Split - 700.712
OTHI 698.865 1.15% 6.41%
CILI15 3.186%
Composite Inflation 261.038
Linked Index Top 15 260.540 0.06% 2.99%
ICOR 3.765%
CILI15 Issuer Class 302.488
Split - ICOR 302.375 0.29% 4.41%
IGOV 3.148%
CILI15 Issuer Class 259.219
Split - IGOV 258.702 0.05% 2.94%
ISOE 3.967%
CILI15 Issuer Class 270.584
Split - ISOE 270.482 0.31% 3.13%
MMI JSE Money Market Index
0 258.508 258.455 0.55% 3.71%

ALBI Constituent Bonds

Bond Issuer Maturity MTM Previous YTD Low YTD High

R159 REPUBLIC OF SOUTH
Sep 2020
AFRICA 8.780% 7.875% 7.80% 8.87%
R203 REPUBLIC OF SOUTH
Mar 2021
AFRICA 6.400% 6.400% 6.38% 7.19%
ES18 ESKOM HOLDINGSJanLIMITED
2023 8.450% 8.450% 8.33% 9.31%
R204 REPUBLIC OF SOUTH
Feb 2023
AFRICA 8.220% 8.220% 8.10% 9.22%
R207 REPUBLIC OF SOUTH
Feb 2023
AFRICA 7.280% 7.280% 7.16% 8.15%
R208 REPUBLIC OF SOUTH
Aug 2025
AFRICA 9.650% 9.655% 9.54% 10.64%
ES23 ESKOM HOLDINGSAprLIMITED
2026 9.370% 9.375% 9.26% 10.19%
DV23 DEVELOPMENT DecBANK
2026
OF SOUTHERN
8.150% AFRICA 8.155% 8.04% 8.94%
R2023 REPUBLIC OF SOUTH
Jan 2030
AFRICA 8.910% 8.910% 8.77% 9.47%
ES26 ESKOM HOLDINGSFebLIMITED
2031 9.110% 9.130% 8.97% 9.58%
R186 REPUBLIC OF SOUTH
Mar 2032
AFRICA 9.290% 9.315% 9.11% 9.69%
R2030 REPUBLIC OF SOUTH
Sep 2033
AFRICA 10.825% 10.885% 10.67% 11.10%
R213 REPUBLIC OF SOUTH
Feb 2035
AFRICA 9.585% 9.645% 9.42% 9.84%
R2032 REPUBLIC OF SOUTH
Mar 2036
AFRICA 9.565% 9.625% 9.37% 9.80%
ES33 ESKOM HOLDINGSJanLIMITED
2037 9.705% 9.765% 9.50% 9.92%
R209 REPUBLIC OF SOUTH
Jan 2040
AFRICA 9.845% 9.925% 9.58% 10.00%
R2037 REPUBLIC OF SOUTH
Feb 2041
AFRICA 9.855% 9.935% 9.57% 9.98%
R214 REPUBLIC OF SOUTH
Apr 2042
AFRICA 11.195% 11.275% 10.94% 11.35%
R2044 REPUBLIC OF SOUTH
Jan 2044
AFRICA 9.905% 9.990% 9.60% 10.02%
R2048 REPUBLIC OF SOUTH
Feb 2048
AFRICA 9.865% 9.950% 9.55% 9.99%

Other Rates

Code Description Rate Previous YTD Low YTD High

SAFEX SAFEX Overnight Deposit Rate6.590% 6.590% 6.59% 6.60%
JIBAR1 JIBAR 1 Month 6.917% 6.917% 6.92% 6.98%
JIBAR3 JIBAR 3 Month 7.033% 7.033% 7.03% 7.16%
JIBAR6 JIBAR 6 Month 7.400% 7.408% 7.40% 7.75%
RSA 2 year retail bond 7.75% 0 0 0
RSA 3 year retail bond 8.00% 0 0 0
RSA 5 year retail bond 8.50% 0 0 0
RSA 3 year inflation linked retail
3.00%
bond 0 0 0
RSA 5 year inflation linked retail
3.25%
bond 0 0 0
RSA 10 year inflation linked retail
3.50%
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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Zero
Par/Swap