Markets and Commodity figures

09 March 2020

Total Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Deals Nominal Consideration Deals Nominal Consideration
Current Day 1,439 50.25 bn Rbn 51.50 309 46.31 bn Rbn 46.15
Week to Date 1,439 50.25 bn Rbn 51.50 309 46.31 bn Rbn 46.15
Month to Date 10,843 391.33 bn Rbn 394.50 2,294 333.72 bn Rbn 341.13
Year to Date 59,222 2,350.77 bn Rbn 2,350.97 17,656 2,608.09 bn Rbn 2,680.31

Foreign Client Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Party Deals Nominal Consideration Deals Nominal Consideration
Buy 55 3.01 bn Rbn 3.15 24 3.61 bn Rbn 3.21
Current Day Sell 104 9.02 bn Rbn 9.03 8 1.47 bn Rbn 1.68
Net -49 -6.01 bn Rbn -5.88 16 2.14 bn Rbn 1.54
Buy 55 3.01 bn Rbn 3.15 24 3.61 bn Rbn 3.21
Week to Date Sell 104 9.02 bn Rbn 9.03 8 1.47 bn Rbn 1.68
Net -49 -6.01 bn Rbn -5.88 16 2.14 bn Rbn 1.54
Buy 663 53.45 bn Rbn 54.19 149 32.48 bn Rbn 30.35
Month to Date Sell 734 75.44 bn Rbn 75.47 24 10.96 bn Rbn 12.09
Net -71 -22.00 bn Rbn -21.28 125 21.51 bn Rbn 18.26
Buy 4,178 321.56 bn Rbn 320.31 901 174.71 bn Rbn 164.93
Year to Date Sell 3,727 340.29 bn Rbn 340.68 149 61.01 bn Rbn 64.87
Net 451 -18.72 bn Rbn -20.38 752 113.69 bn Rbn 100.06

Index Levels

Code Index Yield Index Previous Return MTD Return YTD

ALBI20 9.384%
All Bond Index Top 700.736
20 Composite 707.879 -0.81% 0.32%
GOVI 9.378%Split - 692.732
ALBI20 Issuer Class GOVI 699.898 -0.82% 0.28%
OTHI 9.416%
ALBI20 Issuer Class Split - 732.656
OTHI 739.521 -0.78% 0.52%
CILI15 3.693%
Composite Inflation 258.663
Linked Index Top 15 261.051 -1.01% -0.53%
ICOR 3.955%
CILI15 Issuer Class 314.341
Split - ICOR 315.718 -0.21% 1.57%
IGOV 3.673%
CILI15 Issuer Class 256.305
Split - IGOV 258.740 -1.04% -0.61%
ISOE 4.670%
CILI15 Issuer Class 277.640
Split - ISOE 277.581 0.04% 0.85%
MMI JSE Money Market Index
0 271.886 271.753 0.20% 1.41%

ALBI Constituent Bonds

Bond Issuer Maturity MTM Previous YTD Low YTD High

R159 REPUBLIC OF SOUTH
Jan 2023
AFRICA 7.260% 7.210% 7.08% 8.32%
R203 REPUBLIC OF SOUTH
Feb 2023
AFRICA 7.360% 7.310% 7.18% 8.12%
ES18 ESKOM HOLDINGSFebLIMITED
2023 6.270% 6.220% 6.09% 7.24%
R204 REPUBLIC OF SOUTH
Nov 2023
AFRICA 7.650% 7.600% 7.47% 8.61%
R207 REPUBLIC OF SOUTH
Aug 2025
AFRICA 9.620% 9.440% 9.19% 9.71%
R208 REPUBLIC OF SOUTH
Apr 2026
AFRICA 9.220% 9.040% 8.80% 9.45%
ES23 ESKOM HOLDINGSDecLIMITED
2026 8.180% 8.000% 7.75% 8.27%
DV23 DEVELOPMENT NovBANK
2028
OF SOUTHERN
10.160%AFRICA 9.980% 9.73% 10.31%
R2023 REPUBLIC OF SOUTH
Jan 2030
AFRICA 9.210% 9.035% 8.69% 9.21%
ES26 ESKOM HOLDINGSFebLIMITED
2031 9.460% 9.285% 8.91% 9.46%
R186 REPUBLIC OF SOUTH
Mar 2032
AFRICA 9.675% 9.500% 9.11% 9.68%
R2030 REPUBLIC OF SOUTH
Sep 2033
AFRICA 11.165% 11.025% 10.66% 11.17%
R213 REPUBLIC OF SOUTH
Feb 2035
AFRICA 10.030% 9.875% 9.52% 10.03%
R2032 REPUBLIC OF SOUTH
Mar 2036
AFRICA 10.095% 9.955% 9.58% 10.10%
ES33 ESKOM HOLDINGSJanLIMITED
2037 10.235% 10.085% 9.70% 10.24%
R209 REPUBLIC OF SOUTH
Jan 2040
AFRICA 10.315% 10.180% 9.85% 10.32%
R2037 REPUBLIC OF SOUTH
Feb 2041
AFRICA 10.275% 10.140% 9.81% 10.28%
R214 REPUBLIC OF SOUTH
Apr 2042
AFRICA 11.495% 11.360% 11.03% 11.50%
R2044 REPUBLIC OF SOUTH
Jan 2044
AFRICA 10.400% 10.265% 9.92% 10.40%
R2048 REPUBLIC OF SOUTH
Feb 2048
AFRICA 10.385% 10.250% 9.93% 10.39%

Other Rates

Code Description Rate Previous YTD Low YTD High

SAFEX SAFEX Overnight Deposit Rate6.100% 6.100% 6.09% 6.35%
JIBAR1 JIBAR 1 Month 6.308% 6.308% 6.31% 6.63%
JIBAR3 JIBAR 3 Month 6.475% 6.483% 6.48% 6.80%
JIBAR6 JIBAR 6 Month 6.833% 6.808% 6.81% 7.31%
RSA 2 year retail bond 6.50% 0 0 0
RSA 3 year retail bond 6.75% 0 0 0
RSA 5 year retail bond 8.00% 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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