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Markets and Commodity figures

15 July 2019

Total Market Turnover Statistics

Standard Turnover REPO 1 Turnover


Deals Nominal Consideration Deals Nominal Consideration
Current Day 1,339 26.29 bn Rbn 26.74 329 65.32 bn Rbn 65.06
Week to Date 1,339 26.29 bn Rbn 26.74 329 65.32 bn Rbn 65.06
Month to Date 13,667 507.28 bn Rbn 509.60 3,689 699.46 bn Rbn 693.45
Year to Date 159,975 5,553.99 bn Rbn 5,594.80 49,184 7,131.76 bn Rbn 6,999.56

Foreign Client Market Turnover Statistics

Standard Turnover REPO 1 Turnover


Party Deals Nominal Consideration Deals Nominal Consideration
Buy 37 3.15 bn Rbn 3.12 20 2.47 bn Rbn 2.36
Current Day Sell 30 3.46 bn Rbn 3.36 2 1.60 bn Rbn 1.73
Net 7 -0.31 bn Rbn -0.24 18 0.87 bn Rbn 0.63
Buy 37 3.15 bn Rbn 3.12 20 2.47 bn Rbn 2.36
Week to Date Sell 30 3.46 bn Rbn 3.36 2 1.60 bn Rbn 1.73
Net 7 -0.31 bn Rbn -0.24 18 0.87 bn Rbn 0.63
Buy 978 63.02 bn Rbn 63.22 159 36.11 bn Rbn 35.06
Month to Date Sell 966 70.05 bn Rbn 70.71 25 13.97 bn Rbn 15.58
Net 12 -7.03 bn Rbn -7.48 134 22.13 bn Rbn 19.48
Buy 11,275 695.48 bn Rbn 703.88 2,388 491.13 bn Rbn 470.65
Year to Date Sell 10,671 683.00 bn Rbn 695.12 719 291.49 bn Rbn 300.64
Net 604 12.47 bn Rbn 8.77 1,669 199.64 bn Rbn 170.02

Index Levels

Code Index Yield Index Previous Return MTD Return YTD


ALBI20 8.954%
All Bond Index Top 686.567
20 Composite 684.500 0.73% 8.44%
GOVI 9.052%Split - 679.868
ALBI20 Issuer Class GOVI 677.760 0.73% 8.49%
OTHI 8.558%
ALBI20 Issuer Class Split - 712.495
OTHI 710.612 0.73% 8.20%
CILI15 3.174%
Composite Inflation 262.681
Linked Index Top 15 262.605 0.28% 3.63%
ICOR 3.745%
CILI15 Issuer Class 304.717
Split - ICOR 304.624 0.37% 5.18%
IGOV 3.137%
CILI15 Issuer Class 260.827
Split - IGOV 260.752 0.27% 3.58%
ISOE 3.935%
CILI15 Issuer Class 272.898
Split - ISOE 272.814 0.39% 4.01%
MMI JSE Money Market Index
0 259.505 259.354 0.34% 4.11%

ALBI Constituent Bonds

Bond Issuer Maturity MTM Previous YTD Low YTD High


R159 REPUBLIC OF SOUTH
Sep 2020
AFRICA 7.685% 7.750% 7.69% 8.87%
R203 REPUBLIC OF SOUTH
Mar 2021
AFRICA 6.225% 6.225% 6.23% 7.19%
ES18 ESKOM HOLDINGSJanLIMITED
2023 8.260% 8.325% 8.26% 9.31%
R204 REPUBLIC OF SOUTH
Feb 2023
AFRICA 8.030% 8.095% 8.03% 9.22%
R207 REPUBLIC OF SOUTH
Feb 2023
AFRICA 7.090% 7.155% 7.09% 8.15%
R208 REPUBLIC OF SOUTH
Aug 2025
AFRICA 9.520% 9.580% 9.52% 10.64%
ES23 ESKOM HOLDINGSAprLIMITED
2026 9.240% 9.300% 9.24% 10.19%
DV23 DEVELOPMENT DecBANK
2026
OF SOUTHERN
8.020% AFRICA 8.080% 8.02% 8.94%
R2023 REPUBLIC OF SOUTH
Jan 2030
AFRICA 8.680% 8.745% 8.68% 9.47%
ES26 ESKOM HOLDINGSFebLIMITED
2031 8.890% 8.945% 8.88% 9.58%
R186 REPUBLIC OF SOUTH
Mar 2032
AFRICA 9.030% 9.090% 9.03% 9.69%
R2030 REPUBLIC OF SOUTH
Sep 2033
AFRICA 10.630% 10.660% 10.57% 11.10%
R213 REPUBLIC OF SOUTH
Feb 2035
AFRICA 9.365% 9.395% 9.31% 9.84%
R2032 REPUBLIC OF SOUTH
Mar 2036
AFRICA 9.370% 9.400% 9.31% 9.80%
ES33 ESKOM HOLDINGSJanLIMITED
2037 9.490% 9.525% 9.44% 9.92%
R209 REPUBLIC OF SOUTH
Jan 2040
AFRICA 9.635% 9.655% 9.56% 10.00%
R2037 REPUBLIC OF SOUTH
Feb 2041
AFRICA 9.665% 9.690% 9.57% 9.98%
R214 REPUBLIC OF SOUTH
Apr 2042
AFRICA 11.005% 11.020% 10.91% 11.35%
R2044 REPUBLIC OF SOUTH
Jan 2044
AFRICA 9.705% 9.730% 9.60% 10.02%
R2048 REPUBLIC OF SOUTH
Feb 2048
AFRICA 9.685% 9.710% 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 6.875% 6.892% 6.88% 6.98%
JIBAR3 JIBAR 3 Month 7.000% 7.008% 7.00% 7.16%
JIBAR6 JIBAR 6 Month 7.350% 7.350% 7.35% 7.75%
RSA 2 year retail bond 7.50% 0 0 0
RSA 3 year retail bond 7.75% 0 0 0
RSA 5 year retail bond 8.25% 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)
9.62
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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