Markets and Commodity figures

31 July 2019

Total Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Deals Nominal Consideration Deals Nominal Consideration
Current Day 1,759 57.12 bn Rbn 58.70 128 20.32 bn Rbn 20.58
Week to Date 4,328 155.59 bn Rbn 157.08 1,265 177.19 bn Rbn 174.40
Month to Date 27,562 1,007.51 bn Rbn 1,016.39 8,372 1,408.04 bn Rbn 1,403.65
Year to Date 173,870 6,054.22 bn Rbn 6,101.58 53,867 7,840.34 bn Rbn 7,709.76

Foreign Client Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Party Deals Nominal Consideration Deals Nominal Consideration
Buy 367 9.37 bn Rbn 9.40 7 1.58 bn Rbn 1.45
Current Day Sell 462 9.01 bn Rbn 9.19 4 0.66 bn Rbn 0.70
Net -95 0.36 bn Rbn 0.21 3 0.92 bn Rbn 0.75
Buy 573 24.70 bn Rbn 24.67 38 5.76 bn Rbn 5.26
Week to Date Sell 656 24.42 bn Rbn 25.01 8 2.38 bn Rbn 2.63
Net -83 0.28 bn Rbn -0.33 30 3.38 bn Rbn 2.64
Buy 2,094 130.33 bn Rbn 131.00 317 65.77 bn Rbn 63.57
Month to Date Sell 2,101 135.92 bn Rbn 137.44 73 25.92 bn Rbn 28.62
Net -7 -5.59 bn Rbn -6.43 244 39.85 bn Rbn 34.95
Buy 12,391 762.79 bn Rbn 771.66 2,546 520.80 bn Rbn 499.17
Year to Date Sell 11,806 748.87 bn Rbn 761.85 767 303.43 bn Rbn 313.68
Net 585 13.91 bn Rbn 9.82 1,779 217.36 bn Rbn 185.49

Index Levels

Code Index Yield Index Previous Return MTD Return YTD

ALBI20 9.128%
All Bond Index Top 676.534
20 Composite 677.276 -0.74% 6.85%
GOVI 9.233%Split - 669.626
ALBI20 Issuer Class GOVI 670.302 -0.79% 6.86%
OTHI 8.705%
ALBI20 Issuer Class Split - 703.394
OTHI 704.415 -0.56% 6.82%
CILI15 3.240%
Composite Inflation 261.944
Linked Index Top 15 263.565 0.00% 3.34%
ICOR 3.754%
CILI15 Issuer Class 305.903
Split - ICOR 306.032 0.76% 5.59%
IGOV 3.206%
CILI15 Issuer Class 260.013
Split - IGOV 261.699 -0.04% 3.25%
ISOE 3.970%
CILI15 Issuer Class 273.462
Split - ISOE 273.753 0.60% 4.23%
MMI JSE Money Market Index
0 260.362 260.312 0.68% 4.45%

ALBI Constituent Bonds

Bond Issuer Maturity MTM Previous YTD Low YTD High

R159 REPUBLIC OF SOUTH
Sep 2020
AFRICA 8.015% 7.990% 7.67% 8.87%
R203 REPUBLIC OF SOUTH
Mar 2021
AFRICA 6.675% 6.350% 6.20% 7.19%
ES18 ESKOM HOLDINGSJanLIMITED
2023 8.590% 8.565% 8.25% 9.31%
R204 REPUBLIC OF SOUTH
Feb 2023
AFRICA 8.470% 8.445% 8.02% 9.22%
R207 REPUBLIC OF SOUTH
Feb 2023
AFRICA 7.420% 7.395% 7.08% 8.15%
R208 REPUBLIC OF SOUTH
Aug 2025
AFRICA 9.810% 9.795% 9.48% 10.64%
ES23 ESKOM HOLDINGSAprLIMITED
2026 9.530% 9.515% 9.20% 10.19%
DV23 DEVELOPMENT DecBANK
2026
OF SOUTHERN
8.310% AFRICA 8.295% 7.98% 8.94%
R2023 REPUBLIC OF SOUTH
Jan 2030
AFRICA 8.980% 8.965% 8.61% 9.47%
ES26 ESKOM HOLDINGSFebLIMITED
2031 9.190% 9.180% 8.80% 9.58%
R186 REPUBLIC OF SOUTH
Mar 2032
AFRICA 9.335% 9.330% 8.95% 9.69%
R2030 REPUBLIC OF SOUTH
Sep 2033
AFRICA 10.875% 10.855% 10.53% 11.10%
R213 REPUBLIC OF SOUTH
Feb 2035
AFRICA 9.640% 9.615% 9.24% 9.84%
R2032 REPUBLIC OF SOUTH
Mar 2036
AFRICA 9.635% 9.615% 9.27% 9.80%
ES33 ESKOM HOLDINGSJanLIMITED
2037 9.750% 9.730% 9.38% 9.92%
R209 REPUBLIC OF SOUTH
Jan 2040
AFRICA 9.870% 9.850% 9.51% 10.00%
R2037 REPUBLIC OF SOUTH
Feb 2041
AFRICA 9.890% 9.870% 9.54% 9.98%
R214 REPUBLIC OF SOUTH
Apr 2042
AFRICA 11.230% 11.210% 10.88% 11.35%
R2044 REPUBLIC OF SOUTH
Jan 2044
AFRICA 9.930% 9.910% 9.58% 10.02%
R2048 REPUBLIC OF SOUTH
Feb 2048
AFRICA 9.915% 9.900% 9.55% 9.99%

Other Rates

Code Description Rate Previous YTD Low YTD High

SAFEX SAFEX Overnight Deposit Rate6.350% 6.350% 6.35% 6.60%
JIBAR1 JIBAR 1 Month 6.675% 6.675% 6.68% 6.98%
JIBAR3 JIBAR 3 Month 6.833% 6.833% 6.83% 7.16%
JIBAR6 JIBAR 6 Month 7.300% 7.300% 7.30% 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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