Markets and Commodity figures

16 January 2020

Total Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Deals Nominal Consideration Deals Nominal Consideration
Current Day 1,032 50.07 bn Rbn 48.71 217 25.68 bn Rbn 27.26
Week to Date 3,577 158.18 bn Rbn 156.05 1,646 198.13 bn Rbn 203.61
Month to Date 8,010 314.03 bn Rbn 312.48 3,731 676.24 bn Rbn 702.24
Year to Date 8,010 314.03 bn Rbn 312.48 3,731 676.24 bn Rbn 702.24

Foreign Client Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Party Deals Nominal Consideration Deals Nominal Consideration
Buy 110 6.92 bn Rbn 6.92 18 2.76 bn Rbn 2.92
Current Day Sell 57 5.70 bn Rbn 5.36 2 0.38 bn Rbn 0.36
Net 53 1.22 bn Rbn 1.56 16 2.38 bn Rbn 2.55
Buy 369 21.79 bn Rbn 21.46 76 20.75 bn Rbn 19.93
Week to Date Sell 255 20.00 bn Rbn 19.81 4 0.62 bn Rbn 0.58
Net 114 1.80 bn Rbn 1.66 72 20.13 bn Rbn 19.35
Buy 763 46.96 bn Rbn 46.77 207 64.49 bn Rbn 61.58
Month to Date Sell 581 43.96 bn Rbn 44.27 5 0.83 bn Rbn 0.78
Net 182 3.01 bn Rbn 2.49 202 63.66 bn Rbn 60.80
Buy 763 46.96 bn Rbn 46.77 207 64.49 bn Rbn 61.58
Year to Date Sell 581 43.96 bn Rbn 44.27 5 0.83 bn Rbn 0.78
Net 182 3.01 bn Rbn 2.49 202 63.66 bn Rbn 60.80

Index Levels

Code Index Yield Index Previous Return MTD Return YTD

ALBI20 9.199%
All Bond Index Top 700.085
20 Composite 698.500 0.23% 0.23%
GOVI 9.310%Split - 692.046
ALBI20 Issuer Class GOVI 690.492 0.18% 0.18%
OTHI 8.719%
ALBI20 Issuer Class Split - 731.898
OTHI 730.186 0.42% 0.42%
CILI15 3.653%
Composite Inflation 260.073
Linked Index Top 15 259.858 0.02% 0.02%
ICOR 4.163%
CILI15 Issuer Class 310.257
Split - ICOR 309.311 0.26% 0.26%
IGOV 3.618%
CILI15 Issuer Class 257.899
Split - IGOV 257.714 0.01% 0.01%
ISOE 4.452%
CILI15 Issuer Class 275.672
Split - ISOE 274.913 0.14% 0.14%
MMI JSE Money Market Index
0 268.939 268.887 0.31% 0.31%

ALBI Constituent Bonds

Bond Issuer Maturity MTM Previous YTD Low YTD High

R159 REPUBLIC OF SOUTH
Mar 2021
AFRICA 6.600% 6.690% 6.60% 6.72%
R203 REPUBLIC OF SOUTH
Jan 2023
AFRICA 8.130% 8.220% 8.13% 8.32%
ES18 ESKOM HOLDINGSFebLIMITED
2023 7.930% 8.020% 7.93% 8.12%
R204 REPUBLIC OF SOUTH
Feb 2023
AFRICA 7.050% 7.140% 7.05% 7.24%
R207 REPUBLIC OF SOUTH
Nov 2023
AFRICA 8.410% 8.500% 8.41% 8.61%
R208 REPUBLIC OF SOUTH
Aug 2025
AFRICA 9.625% 9.685% 9.63% 9.71%
ES23 ESKOM HOLDINGSAprLIMITED
2026 9.365% 9.425% 9.37% 9.45%
DV23 DEVELOPMENT DecBANK
2026
OF SOUTHERN
8.185% AFRICA 8.245% 8.19% 8.27%
R2023 REPUBLIC OF SOUTH
Jan 2030
AFRICA 9.020% 9.055% 8.98% 9.07%
ES26 ESKOM HOLDINGSFebLIMITED
2031 9.230% 9.265% 9.19% 9.29%
R186 REPUBLIC OF SOUTH
Mar 2032
AFRICA 9.410% 9.435% 9.35% 9.46%
R2030 REPUBLIC OF SOUTH
Sep 2033
AFRICA 10.965% 10.980% 10.87% 11.00%
R213 REPUBLIC OF SOUTH
Feb 2035
AFRICA 9.775% 9.790% 9.68% 9.80%
R2032 REPUBLIC OF SOUTH
Mar 2036
AFRICA 9.815% 9.830% 9.72% 9.85%
ES33 ESKOM HOLDINGSJanLIMITED
2037 9.950% 9.960% 9.85% 9.98%
R209 REPUBLIC OF SOUTH
Jan 2040
AFRICA 10.090% 10.100% 9.97% 10.12%
R2037 REPUBLIC OF SOUTH
Feb 2041
AFRICA 10.025% 10.050% 9.93% 10.07%
R214 REPUBLIC OF SOUTH
Apr 2042
AFRICA 11.265% 11.290% 11.17% 11.31%
R2044 REPUBLIC OF SOUTH
Jan 2044
AFRICA 10.180% 10.205% 10.05% 10.23%
R2048 REPUBLIC OF SOUTH
Feb 2048
AFRICA 10.165% 10.190% 10.03% 10.21%

Other Rates

Code Description Rate Previous YTD Low YTD High

SAFEX SAFEX Overnight Deposit Rate6.350% 6.340% 6.34% 6.35%
JIBAR1 JIBAR 1 Month 6.633% 6.633% 6.63% 6.63%
JIBAR3 JIBAR 3 Month 6.800% 6.800% 6.80% 6.80%
JIBAR6 JIBAR 6 Month 7.308% 7.308% 7.30% 7.31%
RSA 2 year retail bond 7.25% 0 0 0
RSA 3 year retail bond 7.50% 0 0 0
RSA 5 year retail bond 8.25% 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
3.75%
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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