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Markets and Commodity figures

10 July 2019

Total Market Turnover Statistics

Standard Turnover REPO 1 Turnover


Deals Nominal Consideration Deals Nominal Consideration
Current Day 1,095 42.98 bn Rbn 43.02 260 58.37 bn Rbn 58.91
Week to Date 3,195 123.80 bn Rbn 124.02 1,105 215.52 bn Rbn 213.61
Month to Date 9,593 370.69 bn Rbn 372.18 2,851 525.91 bn Rbn 520.76
Year to Date 155,901 5,417.40 bn Rbn 5,457.37 48,346 6,958.21 bn Rbn 6,826.88

Foreign Client Market Turnover Statistics

Standard Turnover REPO 1 Turnover


Party Deals Nominal Consideration Deals Nominal Consideration
Buy 126 6.27 bn Rbn 6.20 17 3.09 bn Rbn 3.02
Current Day Sell 117 7.03 bn Rbn 7.14 7 3.76 bn Rbn 4.09
Net 9 -0.76 bn Rbn -0.94 10 -0.66 bn Rbn -1.07
Buy 313 17.30 bn Rbn 17.36 44 8.49 bn Rbn 7.82
Week to Date Sell 340 19.29 bn Rbn 19.67 11 4.83 bn Rbn 5.32
Net -27 -1.99 bn Rbn -2.31 33 3.66 bn Rbn 2.50
Buy 771 48.10 bn Rbn 48.49 101 21.92 bn Rbn 21.56
Month to Date Sell 759 51.94 bn Rbn 52.74 22 11.67 bn Rbn 13.05
Net 12 -3.84 bn Rbn -4.25 79 10.25 bn Rbn 8.51
Buy 11,068 680.55 bn Rbn 689.15 2,330 476.95 bn Rbn 457.15
Year to Date Sell 10,464 664.89 bn Rbn 677.15 716 289.19 bn Rbn 298.11
Net 604 15.66 bn Rbn 12.00 1,614 187.76 bn Rbn 159.04

Index Levels

Code Index Yield Index Previous Return MTD Return YTD


ALBI20 8.983%
All Bond Index Top 683.585
20 Composite 685.620 0.29% 7.97%
GOVI 9.081%Split - 676.900
ALBI20 Issuer Class GOVI 679.044 0.29% 8.02%
OTHI 8.585%
ALBI20 Issuer Class Split - 709.466
OTHI 711.028 0.30% 7.74%
CILI15 3.193%
Composite Inflation 261.872
Linked Index Top 15 262.076 -0.03% 3.32%
ICOR 3.768%
CILI15 Issuer Class 303.983
Split - ICOR 304.294 0.13% 4.92%
IGOV 3.157%
CILI15 Issuer Class 260.013
Split - IGOV 260.208 -0.04% 3.25%
ISOE 3.952%
CILI15 Issuer Class 272.302
Split - ISOE 272.712 0.17% 3.78%
MMI JSE Money Market Index
0 259.227 259.174 0.24% 4.00%

ALBI Constituent Bonds

Bond Issuer Maturity MTM Previous YTD Low YTD High


R159 REPUBLIC OF SOUTH
Sep 2020
AFRICA 7.800% 7.830% 7.80% 8.87%
R203 REPUBLIC OF SOUTH
Mar 2021
AFRICA 6.300% 6.325% 6.30% 7.19%
ES18 ESKOM HOLDINGSJanLIMITED
2023 8.375% 8.405% 8.33% 9.31%
R204 REPUBLIC OF SOUTH
Feb 2023
AFRICA 8.145% 8.175% 8.10% 9.22%
R207 REPUBLIC OF SOUTH
Feb 2023
AFRICA 7.205% 7.235% 7.16% 8.15%
R208 REPUBLIC OF SOUTH
Aug 2025
AFRICA 9.605% 9.590% 9.54% 10.64%
ES23 ESKOM HOLDINGSAprLIMITED
2026 9.325% 9.310% 9.26% 10.19%
DV23 DEVELOPMENT DecBANK
2026
OF SOUTHERN
8.105% AFRICA 8.090% 8.04% 8.94%
R2023 REPUBLIC OF SOUTH
Jan 2030
AFRICA 8.755% 8.745% 8.75% 9.47%
ES26 ESKOM HOLDINGSFebLIMITED
2031 8.955% 8.940% 8.94% 9.58%
R186 REPUBLIC OF SOUTH
Mar 2032
AFRICA 9.105% 9.090% 9.09% 9.69%
R2030 REPUBLIC OF SOUTH
Sep 2033
AFRICA 10.660% 10.605% 10.61% 11.10%
R213 REPUBLIC OF SOUTH
Feb 2035
AFRICA 9.395% 9.345% 9.35% 9.84%
R2032 REPUBLIC OF SOUTH
Mar 2036
AFRICA 9.400% 9.345% 9.35% 9.80%
ES33 ESKOM HOLDINGSJanLIMITED
2037 9.520% 9.465% 9.47% 9.92%
R209 REPUBLIC OF SOUTH
Jan 2040
AFRICA 9.655% 9.585% 9.56% 10.00%
R2037 REPUBLIC OF SOUTH
Feb 2041
AFRICA 9.690% 9.610% 9.57% 9.98%
R214 REPUBLIC OF SOUTH
Apr 2042
AFRICA 11.020% 10.940% 10.91% 11.35%
R2044 REPUBLIC OF SOUTH
Jan 2044
AFRICA 9.725% 9.650% 9.60% 10.02%
R2048 REPUBLIC OF SOUTH
Feb 2048
AFRICA 9.700% 9.625% 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 6.892% 6.892% 6.89% 6.98%
JIBAR3 JIBAR 3 Month 7.017% 7.017% 7.02% 7.16%
JIBAR6 JIBAR 6 Month 7.400% 7.400% 7.40% 7.75%
RSA 2 year retail bond 7.50% 0 0 0
RSA 3 year retail bond 7.75% 0 0 0
RSA 5 year retail bond 8.25% 0 0 0
RSA 3 year inflation linked retail
3.00%
bond 0 0 0
RSA 5 year inflation linked retail
3.25%
bond 0 0 0
RSA 10 year inflation linked retail
3.50%
bond 0 0 0
Nominal Bond Curves (NACS)
9.60
9.10
8.60
8.10
7.60
7.10 Zero
6.60 Par/Swap
6.10
5.60
5.10
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4.60
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Zero
Par/Swap