Markets and Commodity figures

20 September 2018

Total Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Deals Nominal Consideration Deals Nominal Consideration
Current Day 885 39.76 bn Rbn 39.75 226 31.07 bn Rbn 29.68
Week to Date 4 303 142.11 bn Rbn 142.89 1 438 197.50 bn Rbn 182.89
Month to Date 16 086 479.61 bn Rbn 487.67 4 870 630.47 bn Rbn 588.86
Year to Date 226 639 6 796.53 bn Rbn 7 056.30 58 229 7 530.45 bn Rbn 7 422.00

Foreign Client Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Party Deals Nominal Consideration Deals Nominal Consideration
Buy 67 4.27 bn Rbn 4.51 16 2.56 bn Rbn 2.30
Current Day Sell 81 3.66 bn Rbn 3.71 7 2.74 bn Rbn 2.47
Net -14 0.61 bn Rbn 0.80 9 -0.18 bn Rbn -0.17
Buy 320 18.21 bn Rbn 18.69 83 12.78 bn Rbn 11.41
Week to Date Sell 363 19.24 bn Rbn 19.46 52 12.66 bn Rbn 11.50
Net -43 -1.03 bn Rbn -0.77 31 0.12 bn Rbn -0.09
Buy 1 109 59.62 bn Rbn 61.22 323 39.43 bn Rbn 36.02
Month to Date Sell 1 201 63.03 bn Rbn 64.23 180 42.16 bn Rbn 38.35
Net -92 -3.40 bn Rbn -3.01 143 -2.73 bn Rbn -2.33
Buy 15 193 837.14 bn Rbn 870.67 3 242 462.73 bn Rbn 434.34
Year to Date Sell 14 647 887.75 bn Rbn 923.39 2 913 764.76 bn Rbn 798.77
Net 546 -50.61 bn Rbn -52.73 329 -302.03 bn Rbn -364.43

Index Levels

Code Index Yield Index Previous Return MTD Return YTD

ALBI20 9.275%
All Bond Index Top 611.033
20 Composite 610.447 -0.55% 3.92%
GOVI 9.435%Split - 605.505
ALBI20 Issuer Class GOVI 604.970 -0.64% 3.22%
OTHI 8.765%
ALBI20 Issuer Class Split - 633.120
OTHI 632.363 -0.27% 5.99%
CILI15 3.038%
Composite Inflation 252.756
Linked Index Top 15 252.758 0.53% 0.01%
ICOR 3.938%
CILI15 Issuer Class 282.049
Split - ICOR 282.107 0.52% 4.14%
IGOV 2.995%
CILI15 Issuer Class 251.394
Split - IGOV 251.393 0.53% -0.15%
ISOE 3.820%
CILI15 Issuer Class 256.635
Split - ISOE 256.692 0.38% 2.42%
MMI JSE Money Market Index
0 244.242 244.172 0.40% 5.37%

ALBI Constituent Bonds

Bond Issuer Maturity MTM Previous YTD Low YTD High

R159 REPUBLIC OF SOUTH
Jan 2020
AFRICA 7.670% 7.770% 6.58% 7.86%
R203 REPUBLIC OF SOUTH
Feb 2020
AFRICA 8.525% 8.625% 7.69% 8.89%
ES18 ESKOM HOLDINGSSepLIMITED
2020 9.150% 9.240% 8.20% 9.45%
R204 REPUBLIC OF SOUTH
Mar 2021
AFRICA 7.950% 8.040% 6.87% 8.14%
R207 REPUBLIC OF SOUTH
Feb 2023
AFRICA 9.775% 9.805% 8.57% 9.93%
R208 REPUBLIC OF SOUTH
Feb 2023
AFRICA 8.525% 8.555% 7.24% 8.68%
ES23 ESKOM HOLDINGSAprLIMITED
2026 10.340% 10.360% 9.17% 10.51%
DV23 DEVELOPMENT DecBANK
2026
OF SOUTHERN
9.080% AFRICA 9.100% 7.88% 9.25%
R2023 REPUBLIC OF SOUTH
Jan 2030
AFRICA 9.490% 9.500% 8.28% 9.65%
ES26 ESKOM HOLDINGSFebLIMITED
2031 9.590% 9.600% 8.36% 9.74%
R186 REPUBLIC OF SOUTH
Mar 2032
AFRICA 9.690% 9.695% 8.46% 9.84%
R2030 REPUBLIC OF SOUTH
Sep 2033
AFRICA 11.090% 11.090% 9.96% 11.24%
R213 REPUBLIC OF SOUTH
Feb 2035
AFRICA 9.810% 9.810% 8.61% 9.97%
R2032 REPUBLIC OF SOUTH
Mar 2036
AFRICA 9.780% 9.780% 8.62% 9.93%
ES33 ESKOM HOLDINGSJanLIMITED
2037 9.885% 9.885% 8.69% 10.04%
R209 REPUBLIC OF SOUTH
Jan 2040
AFRICA 9.970% 9.975% 8.76% 10.13%
R2037 REPUBLIC OF SOUTH
Feb 2041
AFRICA 9.955% 9.965% 8.73% 10.12%
R214 REPUBLIC OF SOUTH
Apr 2042
AFRICA 11.325% 11.335% 10.13% 11.49%
R2044 REPUBLIC OF SOUTH
Jan 2044
AFRICA 10.000% 10.010% 8.80% 10.16%
R2048 REPUBLIC OF SOUTH
Feb 2048
AFRICA 9.990% 9.995% 8.76% 10.15%

Other Rates

Code Description Rate Previous YTD Low YTD High

SAFEX SAFEX Overnight Deposit Rate6.350% 6.350% 6.31% 6.56%
JIBAR1 JIBAR 1 Month 6.783% 6.783% 6.63% 6.92%
JIBAR3 JIBAR 3 Month 7.025% 7.033% 6.87% 7.16%
JIBAR6 JIBAR 6 Month 7.642% 7.675% 7.38% 7.68%
RSA 2 year retail bond 8.00% 0 0 0
RSA 3 year retail bond 8.50% 0 0 0
RSA 5 year retail bond 9.00% 0 0 0
RSA 3 year inflation linked retail
2.50%
bond 0 0 0
RSA 5 year inflation linked retail
2.75%
bond 0 0 0
RSA 10 year inflation linked retail
3.00%
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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