Markets and Commodity figures

25 February 2019

Total Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Deals Nominal Consideration Deals Nominal Consideration
Current Day 1,454 28.38 bn Rbn 28.63 272 46.55 bn Rbn 43.81
Week to Date 1,454 28.38 bn Rbn 28.63 272 46.55 bn Rbn 43.81
Month to Date 21,549 741.63 bn Rbn 750.58 6,424 862.14 bn Rbn 824.03
Year to Date 40,741 1,354.60 bn Rbn 1,370.89 13,671 1,848.19 bn Rbn 1,768.85

Foreign Client Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Party Deals Nominal Consideration Deals Nominal Consideration
Buy 45 2.50 bn Rbn 2.47 18 3.94 bn Rbn 3.44
Current Day Sell 92 3.43 bn Rbn 3.67 3 0.99 bn Rbn 1.08
Net -47 -0.94 bn Rbn -1.20 15 2.95 bn Rbn 2.35
Buy 45 2.50 bn Rbn 2.47 18 3.94 bn Rbn 3.44
Week to Date Sell 92 3.43 bn Rbn 3.67 3 0.99 bn Rbn 1.08
Net -47 -0.94 bn Rbn -1.20 15 2.95 bn Rbn 2.35
Buy 1,373 90.15 bn Rbn 91.50 390 90.58 bn Rbn 83.99
Month to Date Sell 1,433 90.13 bn Rbn 92.69 62 24.63 bn Rbn 23.66
Net -60 0.02 bn Rbn -1.19 328 65.96 bn Rbn 60.33
Buy 2,941 178.61 bn Rbn 181.38 896 208.14 bn Rbn 195.77
Year to Date Sell 2,710 166.76 bn Rbn 170.99 121 47.14 bn Rbn 46.52
Net 231 11.84 bn Rbn 10.38 775 160.99 bn Rbn 149.24

Index Levels

Code Index Yield Index Previous Return MTD Return YTD

ALBI20 9.186%
All Bond Index Top 647.426
20 Composite 647.274 -0.63% 2.25%
GOVI 9.297%Split - 640.876
ALBI20 Issuer Class GOVI 640.778 -0.68% 2.27%
OTHI 8.760%
ALBI20 Issuer Class Split - 672.819
OTHI 672.455 -0.45% 2.17%
CILI15 3.218%
Composite Inflation 256.165
Linked Index Top 15 256.316 -0.59% 1.06%
ICOR 3.930%
CILI15 Issuer Class 292.307
Split - ICOR 292.446 -0.26% 0.89%
IGOV 3.178%
CILI15 Issuer Class 254.512
Split - IGOV 254.665 -0.61% 1.07%
ISOE 3.939%
CILI15 Issuer Class 264.576
Split - ISOE 264.653 -0.18% 0.84%
MMI JSE Money Market Index
0 252.143 251.984 0.51% 1.15%

ALBI Constituent Bonds

Bond Issuer Maturity MTM Previous YTD Low YTD High

R159 REPUBLIC OF SOUTH
Sep 2020
AFRICA 8.180% 8.200% 8.11% 8.42%
R203 REPUBLIC OF SOUTH
Mar 2021
AFRICA 6.950% 6.970% 6.91% 7.19%
ES18 ESKOM HOLDINGSJanLIMITED
2023 8.925% 8.945% 8.91% 9.31%
R204 REPUBLIC OF SOUTH
Feb 2023
AFRICA 8.795% 8.815% 8.78% 9.22%
R207 REPUBLIC OF SOUTH
Feb 2023
AFRICA 7.765% 7.785% 7.75% 8.15%
R208 REPUBLIC OF SOUTH
Aug 2025
AFRICA 10.380% 10.400% 10.28% 10.64%
ES23 ESKOM HOLDINGSAprLIMITED
2026 9.930% 9.950% 9.83% 10.19%
DV23 DEVELOPMENT DecBANK
2026
OF SOUTHERN
8.680% AFRICA 8.700% 8.58% 8.94%
R2023 REPUBLIC OF SOUTH
Jan 2030
AFRICA 9.245% 9.260% 9.09% 9.47%
ES26 ESKOM HOLDINGSFebLIMITED
2031 9.360% 9.375% 9.21% 9.58%
R186 REPUBLIC OF SOUTH
Mar 2032
AFRICA 9.480% 9.490% 9.31% 9.69%
R2030 REPUBLIC OF SOUTH
Sep 2033
AFRICA 10.930% 10.925% 10.74% 11.10%
R213 REPUBLIC OF SOUTH
Feb 2035
AFRICA 9.680% 9.675% 9.48% 9.84%
R2032 REPUBLIC OF SOUTH
Mar 2036
AFRICA 9.630% 9.625% 9.43% 9.80%
ES33 ESKOM HOLDINGSJanLIMITED
2037 9.755% 9.750% 9.55% 9.92%
R209 REPUBLIC OF SOUTH
Jan 2040
AFRICA 9.830% 9.825% 9.62% 10.00%
R2037 REPUBLIC OF SOUTH
Feb 2041
AFRICA 9.810% 9.800% 9.60% 9.98%
R214 REPUBLIC OF SOUTH
Apr 2042
AFRICA 11.180% 11.170% 10.97% 11.35%
R2044 REPUBLIC OF SOUTH
Jan 2044
AFRICA 9.840% 9.830% 9.64% 10.02%
R2048 REPUBLIC OF SOUTH
Feb 2048
AFRICA 9.815% 9.795% 9.62% 9.99%

Other Rates

Code Description Rate Previous YTD Low YTD High

SAFEX SAFEX Overnight Deposit Rate6.590% 6.590% 6.59% 6.59%
JIBAR1 JIBAR 1 Month 6.967% 6.967% 6.96% 6.98%
JIBAR3 JIBAR 3 Month 7.150% 7.150% 7.15% 7.15%
JIBAR6 JIBAR 6 Month 7.725% 7.725% 7.73% 7.75%
RSA 2 year retail bond 7.25% 0 0 0
RSA 3 year retail bond 8.00% 0 0 0
RSA 5 year retail bond 8.75% 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
4.00%
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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