Markets and Commodity figures

19 July 2018

Total Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Deals Nominal Consideration Deals Nominal Consideration
Current Day 754 27.48 bn Rbn 29.14 224 27.52 bn Rbn 26.58
Week to Date 2 877 104.06 bn Rbn 107.76 1 461 186.94 bn Rbn 179.40
Month to Date 14 156 403.57 bn Rbn 413.75 4 748 613.76 bn Rbn 588.68
Year to Date 174 267 5 322.63 bn Rbn 5 544.03 43 021 5 549.26 bn Rbn 5 545.68

Foreign Client Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Party Deals Nominal Consideration Deals Nominal Consideration
Buy 56 3.56 bn Rbn 3.62 16 1.67 bn Rbn 1.67
Current Day Sell 73 3.74 bn Rbn 3.83 9 2.18 bn Rbn 2.12
Net -17 -0.18 bn Rbn -0.22 7 -0.50 bn Rbn -0.45
Buy 229 17.16 bn Rbn 17.47 96 13.71 bn Rbn 13.22
Week to Date Sell 231 16.15 bn Rbn 16.52 55 11.71 bn Rbn 11.50
Net -2 1.01 bn Rbn 0.95 41 2.00 bn Rbn 1.72
Buy 932 57.44 bn Rbn 58.90 311 54.64 bn Rbn 51.41
Month to Date Sell 907 57.32 bn Rbn 57.86 154 32.04 bn Rbn 31.59
Net 25 0.12 bn Rbn 1.04 157 22.60 bn Rbn 19.82
Buy 11 901 668.57 bn Rbn 698.20 2 286 323.42 bn Rbn 305.65
Year to Date Sell 11 262 701.99 bn Rbn 732.63 2 443 657.57 bn Rbn 698.56
Net 639 -33.42 bn Rbn -34.43 -157 -334.15 bn Rbn -392.92

Index Levels

Code Index Yield Index Previous Return MTD Return YTD

ALBI20 9.034%
All Bond Index Top 617.488
20 Composite 619.406 1.01% 5.02%
GOVI 9.088%Split - 613.133
ALBI20 Issuer Class GOVI 615.124 1.06% 4.52%
OTHI 8.874%
ALBI20 Issuer Class Split - 635.710
OTHI 637.420 0.87% 6.42%
CILI15 3.006%
Composite Inflation 250.090
Linked Index Top 15 250.159 -0.48% -1.04%
ICOR 3.885%
CILI15 Issuer Class 279.100
Split - ICOR 279.459 -0.40% 3.05%
IGOV 2.963%
CILI15 Issuer Class 248.746
Split - IGOV 248.800 -0.49% -1.21%
ISOE 3.775%
CILI15 Issuer Class 253.628
Split - ISOE 254.131 -0.20% 1.22%
MMI JSE Money Market Index
0 241.267 241.216 0.39% 4.08%

ALBI Constituent Bonds

Bond Issuer Maturity MTM Previous YTD Low YTD High

R159 REPUBLIC OF SOUTH
Jan 2020
AFRICA 7.435% 7.385% 6.58% 7.81%
R203 REPUBLIC OF SOUTH
Feb 2020
AFRICA 8.470% 8.420% 7.69% 8.89%
ES18 ESKOM HOLDINGS
MarLIMITED
2021 7.730% 7.680% 6.87% 8.10%
R204 REPUBLIC OF SOUTH
Jan 2023
AFRICA 9.315% 9.270% 8.35% 9.64%
R207 REPUBLIC OF SOUTH
Feb 2023
AFRICA 9.435% 9.390% 8.57% 9.82%
R208 REPUBLIC OF SOUTH
Feb 2023
AFRICA 8.135% 8.090% 7.24% 8.50%
ES23 ESKOM HOLDINGSAprLIMITED
2026 10.005% 9.955% 9.17% 10.44%
DV23 DEVELOPMENT DecBANK
2026
OF SOUTHERN
8.725% AFRICA 8.675% 7.88% 9.16%
R2023 REPUBLIC OF SOUTH
Jan 2030
AFRICA 9.110% 9.060% 8.28% 9.57%
ES26 ESKOM HOLDINGSFebLIMITED
2031 9.210% 9.160% 8.36% 9.64%
R186 REPUBLIC OF SOUTH
Mar 2032
AFRICA 9.305% 9.260% 8.46% 9.74%
R2030 REPUBLIC OF SOUTH
Sep 2033
AFRICA 10.765% 10.715% 9.96% 11.14%
R213 REPUBLIC OF SOUTH
Feb 2035
AFRICA 9.455% 9.410% 8.61% 9.82%
R2032 REPUBLIC OF SOUTH
Mar 2036
AFRICA 9.435% 9.385% 8.62% 9.81%
ES33 ESKOM HOLDINGSJanLIMITED
2037 9.525% 9.475% 8.69% 9.88%
R209 REPUBLIC OF SOUTH
Jan 2040
AFRICA 9.600% 9.555% 8.76% 9.95%
R2037 REPUBLIC OF SOUTH
Feb 2041
AFRICA 9.590% 9.545% 8.73% 9.94%
R214 REPUBLIC OF SOUTH
Apr 2042
AFRICA 10.980% 10.935% 10.13% 11.33%
R2044 REPUBLIC OF SOUTH
Jan 2044
AFRICA 9.635% 9.590% 8.80% 9.98%
R2048 REPUBLIC OF SOUTH
Feb 2048
AFRICA 9.625% 9.585% 8.76% 9.97%

Other Rates

Code Description Rate Previous YTD Low YTD High

SAFEX SAFEX Overnight Deposit Rate6.310% 6.310% 6.31% 6.56%
JIBAR1 JIBAR 1 Month 6.733% 6.733% 6.63% 6.92%
JIBAR3 JIBAR 3 Month 6.958% 6.958% 6.87% 7.16%
JIBAR6 JIBAR 6 Month 7.517% 7.517% 7.38% 7.60%
RSA 2 year retail bond 8.25% 0 0 0
RSA 3 year retail bond 8.50% 0 0 0
RSA 5 year retail bond 9.00% 0 0 0
RSA 3 year inflation linked retail
2.50%
bond 0 0 0
RSA 5 year inflation linked retail
2.75%
bond 0 0 0
RSA 10 year inflation linked retail
3.00%
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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