Markets and Commodity figures

08 May 2019

Total Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Deals Nominal Consideration Deals Nominal Consideration
Current Day 1,913 27.56 bn Rbn 28.78 268 47.98 bn Rbn 47.71
Week to Date 3,666 46.92 bn Rbn 48.26 801 139.87 bn Rbn 136.48
Month to Date 8,861 131.24 bn Rbn 134.09 1,418 238.47 bn Rbn 232.60
Year to Date 102,070 3,161.10 bn Rbn 3,192.70 31,255 4,324.32 bn Rbn 4,199.61

Foreign Client Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Party Deals Nominal Consideration Deals Nominal Consideration
Buy 45 2.81 bn Rbn 2.91 26 8.06 bn Rbn 7.47
Current Day Sell 63 6.48 bn Rbn 7.10 1 0.46 bn Rbn 0.53
Net -18 -3.67 bn Rbn -4.19 25 7.60 bn Rbn 6.94
Buy 74 4.50 bn Rbn 4.57 34 8.86 bn Rbn 8.23
Week to Date Sell 94 8.24 bn Rbn 8.70 3 0.48 bn Rbn 0.55
Net -20 -3.74 bn Rbn -4.13 31 8.38 bn Rbn 7.68
Buy 186 10.17 bn Rbn 9.96 74 16.21 bn Rbn 15.73
Month to Date Sell 209 13.56 bn Rbn 13.89 19 6.36 bn Rbn 6.15
Net -23 -3.39 bn Rbn -3.93 55 9.85 bn Rbn 9.58
Buy 6,935 388.93 bn Rbn 395.81 1,688 356.54 bn Rbn 338.95
Year to Date Sell 6,704 368.71 bn Rbn 378.41 465 158.95 bn Rbn 158.06
Net 231 20.22 bn Rbn 17.40 1,223 197.59 bn Rbn 180.89

Index Levels

Code Index Yield Index Previous Return MTD Return YTD

ALBI20 9.152%
All Bond Index Top 661.148
20 Composite 661.907 -0.16% 4.42%
GOVI 9.260%Split - 654.447
ALBI20 Issuer Class GOVI 655.252 -0.18% 4.44%
OTHI 8.727%
ALBI20 Issuer Class Split - 687.171
OTHI 687.737 -0.09% 4.35%
CILI15 2.894%
Composite Inflation 264.188
Linked Index Top 15 264.056 0.36% 4.23%
ICOR 3.455%
CILI15 Issuer Class 301.615
Split - ICOR 301.339 0.50% 4.11%
IGOV 2.857%
CILI15 Issuer Class 262.542
Split - IGOV 262.421 0.35% 4.26%
ISOE 3.652%
CILI15 Issuer Class 270.532
Split - ISOE 270.148 0.53% 3.11%
MMI JSE Money Market Index
0 255.809 255.757 0.14% 2.62%

ALBI Constituent Bonds

Bond Issuer Maturity MTM Previous YTD Low YTD High

R159 REPUBLIC OF SOUTH
Sep 2020
AFRICA 7.905% 7.930% 7.91% 8.87%
R203 REPUBLIC OF SOUTH
Mar 2021
AFRICA 6.675% 6.700% 6.68% 7.19%
ES18 ESKOM HOLDINGSJanLIMITED
2023 8.875% 8.870% 8.75% 9.31%
R204 REPUBLIC OF SOUTH
Feb 2023
AFRICA 8.705% 8.700% 8.58% 9.22%
R207 REPUBLIC OF SOUTH
Feb 2023
AFRICA 7.705% 7.700% 7.58% 8.15%
R208 REPUBLIC OF SOUTH
Aug 2025
AFRICA 10.090% 10.070% 9.95% 10.64%
ES23 ESKOM HOLDINGSAprLIMITED
2026 9.840% 9.820% 9.70% 10.19%
DV23 DEVELOPMENT DecBANK
2026
OF SOUTHERN
8.590% AFRICA 8.570% 8.45% 8.94%
R2023 REPUBLIC OF SOUTH
Jan 2030
AFRICA 9.180% 9.155% 8.99% 9.47%
ES26 ESKOM HOLDINGSFebLIMITED
2031 9.300% 9.280% 9.11% 9.58%
R186 REPUBLIC OF SOUTH
Mar 2032
AFRICA 9.415% 9.395% 9.23% 9.69%
R2030 REPUBLIC OF SOUTH
Sep 2033
AFRICA 10.890% 10.870% 10.67% 11.10%
R213 REPUBLIC OF SOUTH
Feb 2035
AFRICA 9.635% 9.615% 9.42% 9.84%
R2032 REPUBLIC OF SOUTH
Mar 2036
AFRICA 9.590% 9.570% 9.37% 9.80%
ES33 ESKOM HOLDINGSJanLIMITED
2037 9.735% 9.715% 9.50% 9.92%
R209 REPUBLIC OF SOUTH
Jan 2040
AFRICA 9.815% 9.795% 9.58% 10.00%
R2037 REPUBLIC OF SOUTH
Feb 2041
AFRICA 9.795% 9.775% 9.57% 9.98%
R214 REPUBLIC OF SOUTH
Apr 2042
AFRICA 11.165% 11.145% 10.94% 11.35%
R2044 REPUBLIC OF SOUTH
Jan 2044
AFRICA 9.835% 9.815% 9.60% 10.02%
R2048 REPUBLIC OF SOUTH
Feb 2048
AFRICA 9.780% 9.760% 9.55% 9.99%

Other Rates

Code Description Rate Previous YTD Low YTD High

SAFEX SAFEX Overnight Deposit Rate6.590% 6.590% 6.59% 6.60%
JIBAR1 JIBAR 1 Month 6.975% 6.975% 6.96% 6.98%
JIBAR3 JIBAR 3 Month 7.158% 7.158% 7.15% 7.16%
JIBAR6 JIBAR 6 Month 7.700% 7.700% 7.70% 7.75%
RSA 2 year retail bond 7.75% 0 0 0
RSA 3 year retail bond 8.00% 0 0 0
RSA 5 year retail bond 8.50% 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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