Markets and Commodity figures

06 February 2020

Total Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Deals Nominal Consideration Deals Nominal Consideration
Current Day 2,010 129.06 bn Rbn 128.38 261 34.50 bn Rbn 35.95
Week to Date 5,975 286.45 bn Rbn 283.79 1,709 220.77 bn Rbn 222.15
Month to Date 5,975 286.45 bn Rbn 283.79 1,709 220.77 bn Rbn 222.15
Year to Date 26,952 1,119.08 bn Rbn 1,113.13 9,574 1,461.04 bn Rbn 1,499.14

Foreign Client Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Party Deals Nominal Consideration Deals Nominal Consideration
Buy 118 16.15 bn Rbn 16.15 19 1.52 bn Rbn 1.57
Current Day Sell 98 15.41 bn Rbn 15.35 5 1.65 bn Rbn 1.59
Net 20 0.75 bn Rbn 0.81 14 -0.14 bn Rbn -0.01
Buy 466 42.02 bn Rbn 41.65 83 17.23 bn Rbn 16.53
Week to Date Sell 288 34.69 bn Rbn 34.48 11 3.72 bn Rbn 3.59
Net 178 7.33 bn Rbn 7.18 72 13.51 bn Rbn 12.94
Buy 466 42.02 bn Rbn 41.65 83 17.23 bn Rbn 16.53
Month to Date Sell 288 34.69 bn Rbn 34.48 11 3.72 bn Rbn 3.59
Net 178 7.33 bn Rbn 7.18 72 13.51 bn Rbn 12.94
Buy 2,055 150.13 bn Rbn 149.49 481 105.39 bn Rbn 100.19
Year to Date Sell 1,614 136.01 bn Rbn 136.01 34 16.47 bn Rbn 17.58
Net 441 14.12 bn Rbn 13.48 447 88.93 bn Rbn 82.61

Index Levels

Code Index Yield Index Previous Return MTD Return YTD

ALBI20 9.159%
All Bond Index Top 711.888
20 Composite 711.965 0.72% 1.92%
GOVI 9.151%Split - 703.974
ALBI20 Issuer Class GOVI 704.052 0.74% 1.91%
OTHI 9.206%
ALBI20 Issuer Class Split - 743.060
OTHI 743.149 0.65% 1.95%
CILI15 3.642%
Composite Inflation 260.014
Linked Index Top 15 259.900 0.07% -0.01%
ICOR 4.071%
CILI15 Issuer Class 311.590
Split - ICOR 311.135 0.25% 0.69%
IGOV 3.617%
CILI15 Issuer Class 257.786
Split - IGOV 257.685 0.07% -0.04%
ISOE 4.650%
CILI15 Issuer Class 276.522
Split - ISOE 276.271 0.17% 0.45%
MMI JSE Money Market Index
0 270.156 270.106 0.11% 0.76%

ALBI Constituent Bonds

Bond Issuer Maturity MTM Previous YTD Low YTD High

R159 REPUBLIC OF SOUTH
Jan 2023
AFRICA 7.620% 7.585% 7.59% 8.32%
R203 REPUBLIC OF SOUTH
Feb 2023
AFRICA 7.480% 7.435% 7.44% 8.12%
ES18 ESKOM HOLDINGSFebLIMITED
2023 6.580% 6.535% 6.54% 7.24%
R204 REPUBLIC OF SOUTH
Nov 2023
AFRICA 7.940% 7.895% 7.90% 8.61%
R207 REPUBLIC OF SOUTH
Aug 2025
AFRICA 9.345% 9.345% 9.35% 9.71%
R208 REPUBLIC OF SOUTH
Apr 2026
AFRICA 9.055% 9.055% 9.06% 9.45%
ES23 ESKOM HOLDINGSDecLIMITED
2026 7.905% 7.905% 7.91% 8.27%
DV23 DEVELOPMENT NovBANK
2028
OF SOUTHERN
9.885% AFRICA 9.885% 9.89% 10.31%
R2023 REPUBLIC OF SOUTH
Jan 2030
AFRICA 8.810% 8.825% 8.81% 9.08%
ES26 ESKOM HOLDINGSFebLIMITED
2031 9.055% 9.070% 9.06% 9.29%
R186 REPUBLIC OF SOUTH
Mar 2032
AFRICA 9.260% 9.275% 9.26% 9.49%
R2030 REPUBLIC OF SOUTH
Sep 2033
AFRICA 10.840% 10.840% 10.84% 11.04%
R213 REPUBLIC OF SOUTH
Feb 2035
AFRICA 9.640% 9.635% 9.64% 9.83%
R2032 REPUBLIC OF SOUTH
Mar 2036
AFRICA 9.710% 9.700% 9.70% 9.89%
ES33 ESKOM HOLDINGSJanLIMITED
2037 9.840% 9.830% 9.83% 10.04%
R209 REPUBLIC OF SOUTH
Jan 2040
AFRICA 9.965% 9.950% 9.95% 10.14%
R2037 REPUBLIC OF SOUTH
Feb 2041
AFRICA 9.900% 9.890% 9.89% 10.08%
R214 REPUBLIC OF SOUTH
Apr 2042
AFRICA 11.140% 11.130% 11.13% 11.32%
R2044 REPUBLIC OF SOUTH
Jan 2044
AFRICA 10.035% 10.030% 10.03% 10.23%
R2048 REPUBLIC OF SOUTH
Feb 2048
AFRICA 10.045% 10.030% 10.03% 10.23%

Other Rates

Code Description Rate Previous YTD Low YTD High

SAFEX SAFEX Overnight Deposit Rate6.090% 6.090% 6.09% 6.35%
JIBAR1 JIBAR 1 Month 6.383% 6.383% 6.38% 6.63%
JIBAR3 JIBAR 3 Month 6.558% 6.558% 6.56% 6.80%
JIBAR6 JIBAR 6 Month 7.100% 7.100% 7.10% 7.31%
RSA 2 year retail bond 6.75% 0 0 0
RSA 3 year retail bond 7.00% 0 0 0
RSA 5 year retail bond 8.00% 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
3.75%
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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