Markets and Commodity figures

07 July 2019

Total Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Deals Nominal Consideration Deals Nominal Consideration
Current Day 1,593 50.15 bn Rbn 52.28 232 47.76 bn Rbn 48.23
Week to Date 6,398 246.88 bn Rbn 248.15 1,746 310.40 bn Rbn 307.15
Month to Date 6,398 246.88 bn Rbn 248.15 1,746 310.40 bn Rbn 307.15
Year to Date 152,706 5,293.59 bn Rbn 5,333.35 47,241 6,742.70 bn Rbn 6,613.27

Foreign Client Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Party Deals Nominal Consideration Deals Nominal Consideration
Buy 90 5.39 bn Rbn 5.71 11 1.29 bn Rbn 1.20
Current Day Sell 93 5.80 bn Rbn 5.96
Net -3 -0.41 bn Rbn -0.25 11 1.29 bn Rbn 1.20
Buy 456 30.65 bn Rbn 31.01 57 13.43 bn Rbn 13.74
Week to Date Sell 421 32.79 bn Rbn 33.19 11 6.84 bn Rbn 7.73
Net 35 -2.14 bn Rbn -2.18 46 6.59 bn Rbn 6.01
Buy 456 30.65 bn Rbn 31.01 57 13.43 bn Rbn 13.74
Month to Date Sell 421 32.79 bn Rbn 33.19 11 6.84 bn Rbn 7.73
Net 35 -2.14 bn Rbn -2.18 46 6.59 bn Rbn 6.01
Buy 10,753 663.11 bn Rbn 671.67 2,286 468.46 bn Rbn 449.33
Year to Date Sell 10,126 645.74 bn Rbn 657.60 705 284.36 bn Rbn 292.79
Net 627 17.37 bn Rbn 14.07 1,581 184.10 bn Rbn 156.54

Index Levels

Code Index Yield Index Previous Return MTD Return YTD

ALBI20 8.985%
All Bond Index Top 682.596
20 Composite 685.376 0.15% 7.81%
GOVI 9.083%Split - 675.983
ALBI20 Issuer Class GOVI 678.878 0.15% 7.87%
OTHI 8.591%
ALBI20 Issuer Class Split - 708.173
OTHI 710.456 0.12% 7.54%
CILI15 3.155%
Composite Inflation 262.572
Linked Index Top 15 262.345 0.24% 3.59%
ICOR 3.719%
CILI15 Issuer Class 304.222
Split - ICOR 303.934 0.20% 5.01%
IGOV 3.120%
CILI15 Issuer Class 260.731
Split - IGOV 260.511 0.24% 3.54%
ISOE 3.904%
CILI15 Issuer Class 272.598
Split - ISOE 272.183 0.28% 3.90%
MMI JSE Money Market Index
0 258.969 258.918 0.14% 3.89%

ALBI Constituent Bonds

Bond Issuer Maturity MTM Previous YTD Low YTD High

R159 REPUBLIC OF SOUTH
Sep 2020
AFRICA 7.930% 7.835% 7.80% 8.87%
R203 REPUBLIC OF SOUTH
Mar 2021
AFRICA 6.325% 6.325% 6.32% 7.19%
ES18 ESKOM HOLDINGSJanLIMITED
2023 8.505% 8.410% 8.33% 9.31%
R204 REPUBLIC OF SOUTH
Feb 2023
AFRICA 8.275% 8.180% 8.10% 9.22%
R207 REPUBLIC OF SOUTH
Feb 2023
AFRICA 7.335% 7.240% 7.16% 8.15%
R208 REPUBLIC OF SOUTH
Aug 2025
AFRICA 9.660% 9.565% 9.54% 10.64%
ES23 ESKOM HOLDINGSAprLIMITED
2026 9.380% 9.285% 9.26% 10.19%
DV23 DEVELOPMENT DecBANK
2026
OF SOUTHERN
8.160% AFRICA 8.065% 8.04% 8.94%
R2023 REPUBLIC OF SOUTH
Jan 2030
AFRICA 8.830% 8.770% 8.77% 9.47%
ES26 ESKOM HOLDINGSFebLIMITED
2031 9.015% 8.960% 8.96% 9.58%
R186 REPUBLIC OF SOUTH
Mar 2032
AFRICA 9.170% 9.105% 9.11% 9.69%
R2030 REPUBLIC OF SOUTH
Sep 2033
AFRICA 10.660% 10.605% 10.61% 11.10%
R213 REPUBLIC OF SOUTH
Feb 2035
AFRICA 9.400% 9.355% 9.36% 9.84%
R2032 REPUBLIC OF SOUTH
Mar 2036
AFRICA 9.400% 9.345% 9.35% 9.80%
ES33 ESKOM HOLDINGSJanLIMITED
2037 9.525% 9.475% 9.48% 9.92%
R209 REPUBLIC OF SOUTH
Jan 2040
AFRICA 9.615% 9.560% 9.56% 10.00%
R2037 REPUBLIC OF SOUTH
Feb 2041
AFRICA 9.630% 9.580% 9.57% 9.98%
R214 REPUBLIC OF SOUTH
Apr 2042
AFRICA 10.960% 10.910% 10.91% 11.35%
R2044 REPUBLIC OF SOUTH
Jan 2044
AFRICA 9.670% 9.620% 9.60% 10.02%
R2048 REPUBLIC OF SOUTH
Feb 2048
AFRICA 9.635% 9.580% 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 6.908% 6.908% 6.91% 6.98%
JIBAR3 JIBAR 3 Month 7.025% 7.025% 7.03% 7.16%
JIBAR6 JIBAR 6 Month 7.400% 7.400% 7.40% 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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