Markets and Commodity figures

04 October 2020

Total Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Deals Nominal Consideration Deals Nominal Consideration
Current Day 1,139 25.41 bn Rbn 24.53 63 19.28 bn Rbn 17.77
Week to Date 5,623 165.04 bn Rbn 159.57 1,194 233.31 bn Rbn 213.72
Month to Date 2,298 64.70 bn Rbn 64.30 199 55.11 bn Rbn 50.70
Year to Date 266,934 8,738.83 bn Rbn 8,418.40 57,902 8,646.56 bn Rbn 8,429.77

Foreign Client Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Party Deals Nominal Consideration Deals Nominal Consideration
Buy 47 2.18 bn Rbn 1.91 5 0.78 bn Rbn 0.63
Current Day Sell 52 2.50 bn Rbn 2.41 7 4.86 bn Rbn 5.24
Net -5 -0.32 bn Rbn -0.50 -2 -4.08 bn Rbn -4.60
Buy 319 19.89 bn Rbn 19.47 52 5.36 bn Rbn 4.56
Week to Date Sell 291 22.97 bn Rbn 23.05 68 31.53 bn Rbn 32.89
Net 28 -3.09 bn Rbn -3.58 -16 -26.16 bn Rbn -28.33
Buy 127 9.34 bn Rbn 9.50 16 1.43 bn Rbn 1.23
Month to Date Sell 120 11.33 bn Rbn 11.47 16 8.49 bn Rbn 9.15
Net 7 -2.00 bn Rbn -1.96 -7.05 bn Rbn -7.92
Buy 15,270 1,068.50 bn Rbn 1,031.05 2,679 403.53 bn Rbn 352.05
Year to Date Sell 15,798 1,140.28 bn Rbn 1,095.86 2,371 1,192.63 bn Rbn 1,253.25
Net -528 -71.78 bn Rbn -64.81 308 -789.10 bn Rbn -901.20

Index Levels

Code Index Yield Index Previous Return MTD Return YTD

ALBI20 9.755%
All Bond Index Top 709.687
20 Composite 710.892 -0.21% 1.60%
GOVI 9.749%Split - 701.235
ALBI20 Issuer Class GOVI 702.405 -0.20% 1.51%
OTHI 9.794%Split - 744.028
ALBI20 Issuer Class OTHI 745.437 -0.28% 2.08%
CILI15 3.656%
Composite Inflation 257.364
Linked Index Top 15 257.162 0.07% -1.03%
ICOR 3.452%
CILI15 Issuer Class 337.429
Split - ICOR 337.196 0.01% 9.04%
IGOV 3.646%
CILI15 Issuer Class 254.315
Split - IGOV 254.114 0.07% -1.38%
ISOE 4.880%
CILI15 Issuer Class 284.596
Split - ISOE 284.439 -0.11% 3.38%
MMI JSE Money Market Index
0 281.054 281.027 0.02% 4.82%

ALBI Constituent Bonds

Bond Issuer Maturity MTM Previous YTD Low YTD High

R159 REPUBLIC OF SOUTH
Jan 2023
AFRICA 5.650% 5.650% 5.55% 8.76%
R203 REPUBLIC OF SOUTH
Feb 2023
AFRICA 6.150% 6.150% 6.04% 8.99%
ES18 ESKOM HOLDINGSFebLIMITED
2023 4.510% 4.510% 4.40% 7.77%
R204 REPUBLIC OF SOUTH
Aug 2025
AFRICA 8.640% 8.650% 8.60% 12.56%
R207 REPUBLIC OF SOUTH
Apr 2026
AFRICA 8.220% 8.230% 8.15% 12.19%
R208 REPUBLIC OF SOUTH
Dec 2026
AFRICA 7.190% 7.200% 7.12% 11.15%
ES23 ESKOM HOLDINGS
NovLIMITED
2027 9.165% 9.175% 9.01% 12.77%
DV23 DEVELOPMENT NovBANK
2028
OF SOUTHERN
9.140% AFRICA 9.150% 9.07% 13.13%
R2023 REPUBLIC OF SOUTH
Jan 2030
AFRICA 9.410% 9.385% 8.64% 12.34%
ES26 ESKOM HOLDINGSFebLIMITED
2031 9.920% 9.890% 8.91% 12.61%
R186 REPUBLIC OF SOUTH
Mar 2032
AFRICA 10.435% 10.390% 9.11% 12.86%
R2030 REPUBLIC OF SOUTH
Sep 2033
AFRICA 12.055% 12.015% 10.66% 14.17%
R213 REPUBLIC OF SOUTH
Feb 2035
AFRICA 11.225% 11.180% 9.52% 13.05%
R2032 REPUBLIC OF SOUTH
Mar 2036
AFRICA 11.055% 11.015% 9.58% 13.10%
ES33 ESKOM HOLDINGSJanLIMITED
2037 11.515% 11.465% 9.70% 13.20%
R209 REPUBLIC OF SOUTH
Jan 2040
AFRICA 11.630% 11.590% 9.85% 13.31%
R2037 REPUBLIC OF SOUTH
Feb 2041
AFRICA 11.340% 11.295% 9.81% 13.26%
R214 REPUBLIC OF SOUTH
Apr 2042
AFRICA 12.490% 12.445% 11.03% 14.48%
R2044 REPUBLIC OF SOUTH
Jan 2044
AFRICA 11.670% 11.625% 9.92% 13.33%
R2048 REPUBLIC OF SOUTH
Feb 2048
AFRICA 11.640% 11.600% 9.93% 13.31%

Other Rates

Code Description Rate Previous YTD Low YTD High

SAFEX SAFEX Overnight Deposit Rate3.320% 3.320% 3.32% 6.35%
JIBAR1 JIBAR 1 Month 3.342% 3.342% 3.31% 6.63%
JIBAR3 JIBAR 3 Month 3.358% 3.358% 3.35% 6.80%
JIBAR6 JIBAR 6 Month 3.408% 3.408% 3.40% 7.31%
RSA 2 year retail bond 5.00% 0 0 0
RSA 3 year retail bond 6.00% 0 0 0
RSA 5 year retail bond 7.75% 0 0 0
RSA 3 year inflation linked retail
3.50%
bond 0 0 0
RSA 5 year inflation linked retail
4.50%
bond 0 0 0
RSA 10 year inflation linked retail
5.00%
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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