Markets and Commodity figures

11 February 2020

Total Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Deals Nominal Consideration Deals Nominal Consideration
Current Day 1,092 59.63 bn Rbn 59.38 827 92.00 bn Rbn 92.58
Week to Date 2,227 104.18 bn Rbn 103.53 1,148 144.14 bn Rbn 145.03
Month to Date 10,792 447.28 bn Rbn 446.61 3,178 412.61 bn Rbn 417.10
Year to Date 31,769 1,279.92 bn Rbn 1,275.95 11,043 1,652.87 bn Rbn 1,694.09

Foreign Client Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Party Deals Nominal Consideration Deals Nominal Consideration
Buy 88 11.18 bn Rbn 11.23 16 2.47 bn Rbn 2.33
Current Day Sell 82 9.02 bn Rbn 9.04 9 2.78 bn Rbn 2.73
Net 6 2.16 bn Rbn 2.18 7 -0.30 bn Rbn -0.40
Buy 167 18.24 bn Rbn 18.17 44 6.85 bn Rbn 6.48
Week to Date Sell 146 13.97 bn Rbn 14.02 12 3.69 bn Rbn 3.64
Net 21 4.27 bn Rbn 4.16 32 3.17 bn Rbn 2.84
Buy 709 64.92 bn Rbn 64.21 149 26.80 bn Rbn 25.59
Month to Date Sell 510 57.11 bn Rbn 57.29 25 8.14 bn Rbn 8.01
Net 199 7.81 bn Rbn 6.92 124 18.66 bn Rbn 17.58
Buy 2,298 173.03 bn Rbn 172.05 547 114.97 bn Rbn 109.25
Year to Date Sell 1,836 158.43 bn Rbn 158.83 48 20.89 bn Rbn 22.00
Net 462 14.60 bn Rbn 13.22 499 94.08 bn Rbn 87.25

Index Levels

Code Index Yield Index Previous Return MTD Return YTD

ALBI20 9.217%
All Bond Index Top 708.400
20 Composite 706.117 0.23% 1.42%
GOVI 9.208%Split - 700.570
ALBI20 Issuer Class GOVI 698.318 0.25% 1.42%
OTHI 9.268%
ALBI20 Issuer Class Split - 739.166
OTHI 736.747 0.12% 1.42%
CILI15 3.561%
Composite Inflation 261.240
Linked Index Top 15 261.211 0.55% 0.47%
ICOR 3.892%
CILI15 Issuer Class 313.825
Split - ICOR 313.867 0.97% 1.41%
IGOV 3.539%
CILI15 Issuer Class 258.984
Split - IGOV 258.957 0.53% 0.43%
ISOE 4.600%
CILI15 Issuer Class 277.733
Split - ISOE 277.291 0.61% 0.89%
MMI JSE Money Market Index
0 270.407 270.359 0.21% 0.85%

ALBI Constituent Bonds

Bond Issuer Maturity MTM Previous YTD Low YTD High

R159 REPUBLIC OF SOUTH
Jan 2023
AFRICA 7.660% 7.685% 7.59% 8.32%
R203 REPUBLIC OF SOUTH
Feb 2023
AFRICA 7.500% 7.525% 7.44% 8.12%
ES18 ESKOM HOLDINGSFebLIMITED
2023 6.630% 6.655% 6.54% 7.24%
R204 REPUBLIC OF SOUTH
Nov 2023
AFRICA 7.990% 8.015% 7.90% 8.61%
R207 REPUBLIC OF SOUTH
Aug 2025
AFRICA 9.420% 9.465% 9.35% 9.71%
R208 REPUBLIC OF SOUTH
Apr 2026
AFRICA 9.120% 9.165% 9.06% 9.45%
ES23 ESKOM HOLDINGSDecLIMITED
2026 7.980% 8.025% 7.91% 8.27%
DV23 DEVELOPMENT NovBANK
2028
OF SOUTHERN
9.960% AFRICA 10.005% 9.89% 10.31%
R2023 REPUBLIC OF SOUTH
Jan 2030
AFRICA 8.870% 8.900% 8.81% 9.08%
ES26 ESKOM HOLDINGSFebLIMITED
2031 9.120% 9.155% 9.06% 9.29%
R186 REPUBLIC OF SOUTH
Mar 2032
AFRICA 9.310% 9.350% 9.26% 9.49%
R2030 REPUBLIC OF SOUTH
Sep 2033
AFRICA 10.915% 10.970% 10.84% 11.04%
R213 REPUBLIC OF SOUTH
Feb 2035
AFRICA 9.730% 9.775% 9.64% 9.83%
R2032 REPUBLIC OF SOUTH
Mar 2036
AFRICA 9.805% 9.850% 9.70% 9.89%
ES33 ESKOM HOLDINGSJanLIMITED
2037 9.935% 9.980% 9.83% 10.04%
R209 REPUBLIC OF SOUTH
Jan 2040
AFRICA 10.075% 10.115% 9.95% 10.14%
R2037 REPUBLIC OF SOUTH
Feb 2041
AFRICA 10.010% 10.050% 9.89% 10.08%
R214 REPUBLIC OF SOUTH
Apr 2042
AFRICA 11.250% 11.290% 11.13% 11.32%
R2044 REPUBLIC OF SOUTH
Jan 2044
AFRICA 10.145% 10.195% 10.03% 10.23%
R2048 REPUBLIC OF SOUTH
Feb 2048
AFRICA 10.155% 10.205% 10.03% 10.23%

Other Rates

Code Description Rate Previous YTD Low YTD High

SAFEX SAFEX Overnight Deposit Rate6.100% 6.100% 6.09% 6.35%
JIBAR1 JIBAR 1 Month 6.383% 6.383% 6.38% 6.63%
JIBAR3 JIBAR 3 Month 6.558% 6.558% 6.56% 6.80%
JIBAR6 JIBAR 6 Month 7.100% 7.100% 7.10% 7.31%
RSA 2 year retail bond 6.75% 0 0 0
RSA 3 year retail bond 7.00% 0 0 0
RSA 5 year retail bond 8.00% 0 0 0
RSA 3 year inflation linked retail
3.50%
bond 0 0 0
RSA 5 year inflation linked retail
3.75%
bond 0 0 0
RSA 10 year inflation linked retail
3.75%
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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