Markets and Commodity figures

13 November 2019

Total Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Deals Nominal Consideration Deals Nominal Consideration
Current Day 1,203 49.41 bn Rbn 49.33 942 103.14 bn Rbn 103.61
Week to Date 1,918 76.08 bn Rbn 75.63 1,311 151.00 bn Rbn 148.89
Month to Date 10,847 432.01 bn Rbn 431.00 3,582 507.39 bn Rbn 501.81
Year to Date 258,571 8,954.53 bn Rbn 9,006.92 79,655 11,659.00 bn Rbn 11,517.89

Foreign Client Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Party Deals Nominal Consideration Deals Nominal Consideration
Buy 99 8.19 bn Rbn 8.16 17 1.68 bn Rbn 1.68
Current Day Sell 80 5.65 bn Rbn 5.57 3 1.39 bn Rbn 1.30
Net 19 2.54 bn Rbn 2.59 14 0.29 bn Rbn 0.39
Buy 164 12.63 bn Rbn 12.66 39 5.85 bn Rbn 5.35
Week to Date Sell 118 8.26 bn Rbn 8.26 5 1.89 bn Rbn 1.73
Net 46 4.38 bn Rbn 4.40 34 3.96 bn Rbn 3.62
Buy 672 54.20 bn Rbn 54.60 153 34.59 bn Rbn 31.47
Month to Date Sell 685 52.11 bn Rbn 52.25 7 1.96 bn Rbn 1.79
Net -13 2.10 bn Rbn 2.35 146 32.63 bn Rbn 29.68
Buy 20,262 1,240.68 bn Rbn 1,248.69 3,878 799.16 bn Rbn 754.09
Year to Date Sell 19,491 1,268.73 bn Rbn 1,276.90 845 347.54 bn Rbn 358.33
Net 771 -28.04 bn Rbn -28.21 3,033 451.62 bn Rbn 395.76

Index Levels

Code Index Yield Index Previous Return MTD Return YTD

ALBI20 9.230%
All Bond Index Top 686.617
20 Composite 684.991 0.35% 8.44%
GOVI 9.341%Split - 679.013
ALBI20 Issuer Class GOVI 677.357 0.33% 8.36%
OTHI 8.760%
ALBI20 Issuer Class Split - 716.535
OTHI 715.054 0.43% 8.81%
CILI15 3.567%
Composite Inflation 259.190
Linked Index Top 15 260.112 -0.73% 2.26%
ICOR 4.038%
CILI15 Issuer Class 308.377
Split - ICOR 308.443 -0.21% 6.44%
IGOV 3.533%
CILI15 Issuer Class 257.056
Split - IGOV 258.018 -0.76% 2.08%
ISOE 4.323%
CILI15 Issuer Class 274.193
Split - ISOE 274.218 -0.16% 4.50%
MMI JSE Money Market Index
0 265.601 265.550 0.22% 6.55%

ALBI Constituent Bonds

Bond Issuer Maturity MTM Previous YTD Low YTD High

R159 REPUBLIC OF SOUTH
Mar 2021
AFRICA 6.695% 6.695% 6.20% 7.19%
R203 REPUBLIC OF SOUTH
Jan 2023
AFRICA 8.540% 8.590% 8.25% 9.31%
ES18 ESKOM HOLDINGSFebLIMITED
2023 8.290% 8.320% 8.02% 9.22%
R204 REPUBLIC OF SOUTH
Feb 2023
AFRICA 7.440% 7.470% 7.08% 8.15%
R207 REPUBLIC OF SOUTH
Nov 2023
AFRICA 8.810% 8.840% 8.53% 9.70%
R208 REPUBLIC OF SOUTH
Aug 2025
AFRICA 9.905% 9.970% 9.48% 10.64%
ES23 ESKOM HOLDINGSAprLIMITED
2026 9.605% 9.640% 9.20% 10.19%
DV23 DEVELOPMENT DecBANK
2026
OF SOUTHERN
8.455% AFRICA 8.490% 7.98% 8.94%
R2023 REPUBLIC OF SOUTH
Jan 2030
AFRICA 9.155% 9.190% 8.61% 9.47%
ES26 ESKOM HOLDINGSFebLIMITED
2031 9.355% 9.390% 8.80% 9.58%
R186 REPUBLIC OF SOUTH
Mar 2032
AFRICA 9.485% 9.530% 8.95% 9.69%
R2030 REPUBLIC OF SOUTH
Sep 2033
AFRICA 10.930% 10.960% 10.53% 11.10%
R213 REPUBLIC OF SOUTH
Feb 2035
AFRICA 9.765% 9.795% 9.24% 9.85%
R2032 REPUBLIC OF SOUTH
Mar 2036
AFRICA 9.780% 9.810% 9.27% 9.85%
ES33 ESKOM HOLDINGSJanLIMITED
2037 9.915% 9.945% 9.38% 9.99%
R209 REPUBLIC OF SOUTH
Jan 2040
AFRICA 10.060% 10.090% 9.51% 10.11%
R2037 REPUBLIC OF SOUTH
Feb 2041
AFRICA 10.030% 10.055% 9.54% 10.09%
R214 REPUBLIC OF SOUTH
Apr 2042
AFRICA 11.280% 11.305% 10.88% 11.38%
R2044 REPUBLIC OF SOUTH
Jan 2044
AFRICA 10.120% 10.145% 9.58% 10.17%
R2048 REPUBLIC OF SOUTH
Feb 2048
AFRICA 10.100% 10.125% 9.55% 10.16%

Other Rates

Code Description Rate Previous YTD Low YTD High

SAFEX SAFEX Overnight Deposit Rate6.340% 6.340% 6.34% 6.60%
JIBAR1 JIBAR 1 Month 6.625% 6.625% 6.62% 6.98%
JIBAR3 JIBAR 3 Month 6.800% 6.800% 6.78% 7.16%
JIBAR6 JIBAR 6 Month 7.267% 7.267% 7.23% 7.75%
RSA 2 year retail bond 7.25% 0 0 0
RSA 3 year retail bond 7.50% 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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