Markets and Commodity figures

20 July 2018

Total Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Deals Nominal Consideration Deals Nominal Consideration
Current Day 934 14.09 bn Rbn 14.74 231 23.69 bn Rbn 24.21
Week to Date 3 810 118.14 bn Rbn 122.49 1 692 210.63 bn Rbn 203.61
Month to Date 15 089 417.64 bn Rbn 428.48 4 979 637.44 bn Rbn 612.89
Year to Date 175 200 5 336.71 bn Rbn 5 558.76 43 252 5 572.95 bn Rbn 5 569.89

Foreign Client Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Party Deals Nominal Consideration Deals Nominal Consideration
Buy 58 1.41 bn Rbn 1.51 17 0.96 bn Rbn 0.92
Current Day Sell 32 1.69 bn Rbn 1.75 3 0.01 bn Rbn 0.01
Net 26 -0.28 bn Rbn -0.25 14 0.95 bn Rbn 0.91
Buy 289 19.05 bn Rbn 19.46 113 14.67 bn Rbn 14.14
Week to Date Sell 261 17.36 bn Rbn 17.79 58 11.72 bn Rbn 11.51
Net 28 1.68 bn Rbn 1.67 55 2.95 bn Rbn 2.64
Buy 992 59.33 bn Rbn 60.89 328 55.59 bn Rbn 52.33
Month to Date Sell 937 58.53 bn Rbn 59.13 157 32.05 bn Rbn 31.59
Net 55 0.80 bn Rbn 1.76 171 23.55 bn Rbn 20.73
Buy 11 961 670.46 bn Rbn 700.19 2 303 324.38 bn Rbn 306.57
Year to Date Sell 11 292 703.20 bn Rbn 733.90 2 446 657.58 bn Rbn 698.57
Net 669 -32.74 bn Rbn -33.71 -143 -333.20 bn Rbn -392.00

Index Levels

Code Index Yield Index Previous Return MTD Return YTD

ALBI20 9.027%
All Bond Index Top 618.101
20 Composite 617.488 1.11% 5.13%
GOVI 9.080%Split - 613.780
ALBI20 Issuer Class GOVI 613.133 1.17% 4.63%
OTHI 8.869%
ALBI20 Issuer Class Split - 636.223
OTHI 635.710 0.95% 6.51%
CILI15 3.008%
Composite Inflation 250.131
Linked Index Top 15 250.090 -0.46% -1.03%
ICOR 3.885%
CILI15 Issuer Class 279.197
Split - ICOR 279.100 -0.37% 3.09%
IGOV 2.965%
CILI15 Issuer Class 248.785
Split - IGOV 248.746 -0.47% -1.19%
ISOE 3.775%
CILI15 Issuer Class 253.715
Split - ISOE 253.628 -0.17% 1.26%
MMI JSE Money Market Index
0 241.312 241.267 0.41% 4.10%

ALBI Constituent Bonds

Bond Issuer Maturity MTM Previous YTD Low YTD High

R159 REPUBLIC OF SOUTH
Jan 2020
AFRICA 7.435% 7.435% 6.58% 7.81%
R203 REPUBLIC OF SOUTH
Feb 2020
AFRICA 8.470% 8.470% 7.69% 8.89%
ES18 ESKOM HOLDINGS
MarLIMITED
2021 7.735% 7.730% 6.87% 8.10%
R204 REPUBLIC OF SOUTH
Jan 2023
AFRICA 9.315% 9.315% 8.35% 9.64%
R207 REPUBLIC OF SOUTH
Feb 2023
AFRICA 9.385% 9.435% 8.57% 9.82%
R208 REPUBLIC OF SOUTH
Feb 2023
AFRICA 8.135% 8.135% 7.24% 8.50%
ES23 ESKOM HOLDINGSAprLIMITED
2026 9.995% 10.005% 9.17% 10.44%
DV23 DEVELOPMENT DecBANK
2026
OF SOUTHERN
8.715% AFRICA 8.725% 7.88% 9.16%
R2023 REPUBLIC OF SOUTH
Jan 2030
AFRICA 9.095% 9.110% 8.28% 9.57%
ES26 ESKOM HOLDINGSFebLIMITED
2031 9.200% 9.210% 8.36% 9.64%
R186 REPUBLIC OF SOUTH
Mar 2032
AFRICA 9.295% 9.305% 8.46% 9.74%
R2030 REPUBLIC OF SOUTH
Sep 2033
AFRICA 10.755% 10.765% 9.96% 11.14%
R213 REPUBLIC OF SOUTH
Feb 2035
AFRICA 9.445% 9.455% 8.61% 9.82%
R2032 REPUBLIC OF SOUTH
Mar 2036
AFRICA 9.425% 9.435% 8.62% 9.81%
ES33 ESKOM HOLDINGSJanLIMITED
2037 9.515% 9.525% 8.69% 9.88%
R209 REPUBLIC OF SOUTH
Jan 2040
AFRICA 9.590% 9.600% 8.76% 9.95%
R2037 REPUBLIC OF SOUTH
Feb 2041
AFRICA 9.580% 9.590% 8.73% 9.94%
R214 REPUBLIC OF SOUTH
Apr 2042
AFRICA 10.970% 10.980% 10.13% 11.33%
R2044 REPUBLIC OF SOUTH
Jan 2044
AFRICA 9.620% 9.635% 8.80% 9.98%
R2048 REPUBLIC OF SOUTH
Feb 2048
AFRICA 9.615% 9.625% 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)
9.60
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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