Markets and Commodity figures

22 August 2019

Total Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Deals Nominal Consideration Deals Nominal Consideration
Current Day 889 34.74 bn Rbn 34.30 206 25.52 bn Rbn 26.42
Week to Date 3,980 136.16 bn Rbn 134.70 1,478 209.64 bn Rbn 207.08
Month to Date 17,977 706.87 bn Rbn 702.13 5,318 832.34 bn Rbn 816.60
Year to Date 191,837 6,761.08 bn Rbn 6,803.71 59,185 8,672.68 bn Rbn 8,526.36

Foreign Client Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Party Deals Nominal Consideration Deals Nominal Consideration
Buy 44 3.91 bn Rbn 4.06 17 2.60 bn Rbn 2.41
Current Day Sell 45 4.95 bn Rbn 5.18 4 1.59 bn Rbn 1.80
Net -1 -1.04 bn Rbn -1.12 13 1.02 bn Rbn 0.61
Buy 227 18.73 bn Rbn 18.99 78 14.43 bn Rbn 13.03
Week to Date Sell 190 16.70 bn Rbn 16.76 18 4.85 bn Rbn 5.34
Net 37 2.04 bn Rbn 2.22 60 9.57 bn Rbn 7.69
Buy 1,281 76.70 bn Rbn 76.78 318 65.95 bn Rbn 60.53
Month to Date Sell 1,549 95.03 bn Rbn 94.02 55 14.70 bn Rbn 15.41
Net -268 -18.33 bn Rbn -17.25 263 51.26 bn Rbn 45.12
Buy 13,992 866.10 bn Rbn 876.01 2,864 586.75 bn Rbn 559.69
Year to Date Sell 13,702 871.80 bn Rbn 883.84 822 318.13 bn Rbn 329.09
Net 290 -5.70 bn Rbn -7.83 2,042 268.62 bn Rbn 230.60

Index Levels

Code Index Yield Index Previous Return MTD Return YTD

ALBI20 9.127%
All Bond Index Top 680.236
20 Composite 680.687 0.55% 7.44%
GOVI 9.232%Split - 673.230
ALBI20 Issuer Class GOVI 673.747 0.54% 7.43%
OTHI 8.700%
ALBI20 Issuer Class Split - 707.495
OTHI 707.666 0.58% 7.44%
CILI15 3.308%
Composite Inflation 261.587
Linked Index Top 15 261.787 -0.14% 3.20%
ICOR 3.819%
CILI15 Issuer Class 306.238
Split - ICOR 306.179 0.11% 5.70%
IGOV 3.274%
CILI15 Issuer Class 259.628
Split - IGOV 259.840 -0.15% 3.10%
ISOE 4.038%
CILI15 Issuer Class 273.575
Split - ISOE 273.521 0.04% 4.27%
MMI JSE Money Market Index
0 261.487 261.417 0.43% 4.90%

ALBI Constituent Bonds

Bond Issuer Maturity MTM Previous YTD Low YTD High

R159 REPUBLIC OF SOUTH
Mar 2021
AFRICA 6.550% 6.650% 6.20% 7.19%
R203 REPUBLIC OF SOUTH
Jan 2023
AFRICA 8.495% 8.500% 8.25% 9.31%
ES18 ESKOM HOLDINGSFebLIMITED
2023 8.325% 8.330% 8.02% 9.22%
R204 REPUBLIC OF SOUTH
Feb 2023
AFRICA 7.295% 7.300% 7.08% 8.15%
R207 REPUBLIC OF SOUTH
Nov 2023
AFRICA 8.725% 8.730% 8.53% 9.70%
R208 REPUBLIC OF SOUTH
Aug 2025
AFRICA 9.760% 9.755% 9.48% 10.64%
ES23 ESKOM HOLDINGSAprLIMITED
2026 9.480% 9.475% 9.20% 10.19%
DV23 DEVELOPMENT DecBANK
2026
OF SOUTHERN
8.260% AFRICA 8.255% 7.98% 8.94%
R2023 REPUBLIC OF SOUTH
Jan 2030
AFRICA 8.960% 8.955% 8.61% 9.47%
ES26 ESKOM HOLDINGSFebLIMITED
2031 9.205% 9.195% 8.80% 9.58%
R186 REPUBLIC OF SOUTH
Mar 2032
AFRICA 9.340% 9.340% 8.95% 9.69%
R2030 REPUBLIC OF SOUTH
Sep 2033
AFRICA 10.890% 10.865% 10.53% 11.10%
R213 REPUBLIC OF SOUTH
Feb 2035
AFRICA 9.650% 9.635% 9.24% 9.84%
R2032 REPUBLIC OF SOUTH
Mar 2036
AFRICA 9.650% 9.625% 9.27% 9.80%
ES33 ESKOM HOLDINGSJanLIMITED
2037 9.770% 9.750% 9.38% 9.92%
R209 REPUBLIC OF SOUTH
Jan 2040
AFRICA 9.905% 9.890% 9.51% 10.05%
R2037 REPUBLIC OF SOUTH
Feb 2041
AFRICA 9.895% 9.880% 9.54% 10.04%
R214 REPUBLIC OF SOUTH
Apr 2042
AFRICA 11.235% 11.220% 10.88% 11.38%
R2044 REPUBLIC OF SOUTH
Jan 2044
AFRICA 9.950% 9.935% 9.58% 10.09%
R2048 REPUBLIC OF SOUTH
Feb 2048
AFRICA 9.935% 9.910% 9.55% 10.07%

Other Rates

Code Description Rate Previous YTD Low YTD High

SAFEX SAFEX Overnight Deposit Rate6.340% 6.340% 6.34% 6.60%
JIBAR1 JIBAR 1 Month 6.650% 6.658% 6.65% 6.98%
JIBAR3 JIBAR 3 Month 6.825% 6.833% 6.83% 7.16%
JIBAR6 JIBAR 6 Month 7.275% 7.325% 7.28% 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 8.50% 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)
9.62
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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