Markets and Commodity figures

30 March 2020

Total Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Deals Nominal Consideration Deals Nominal Consideration
Current Day 2,201 65.90 bn Rbn 54.53 222 33.86 bn Rbn 31.95
Week to Date 9,601 266.45 bn Rbn 227.66 1,982 237.40 bn Rbn 212.52
Month to Date 40,462 1,274.66 bn Rbn 1,205.38 8,090 1,017.50 bn Rbn 996.84
Year to Date 88,841 3,234.10 bn Rbn 3,161.84 23,452 3,291.87 bn Rbn 3,336.01

Foreign Client Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Party Deals Nominal Consideration Deals Nominal Consideration
Buy 189 11.26 bn Rbn 8.42 13 2.86 bn Rbn 2.03
Current Day Sell 100 7.80 bn Rbn 6.09 20 8.73 bn Rbn 8.20
Net 89 3.45 bn Rbn 2.33 -7 -5.88 bn Rbn -6.18
Buy 564 34.25 bn Rbn 28.13 78 14.07 bn Rbn 9.69
Week to Date Sell 575 30.22 bn Rbn 25.38 68 37.19 bn Rbn 35.50
Net -11 4.04 bn Rbn 2.75 10 -23.11 bn Rbn -25.82
Buy 2,141 148.56 bn Rbn 140.44 407 72.79 bn Rbn 61.92
Month to Date Sell 2,701 199.28 bn Rbn 189.29 130 64.61 bn Rbn 64.34
Net -560 -50.72 bn Rbn -48.85 277 8.18 bn Rbn -2.41
Buy 5,656 416.68 bn Rbn 406.56 1,159 215.02 bn Rbn 196.50
Year to Date Sell 5,694 464.13 bn Rbn 454.50 255 114.66 bn Rbn 117.11
Net -38 -47.45 bn Rbn -47.94 904 100.37 bn Rbn 79.39

Index Levels

Code Index Yield Index Previous Return MTD Return YTD

ALBI20 All Bond Index10.796% 613.407
Top 20 Composite 620.907 -13.17% -12.18%
GOVI ALBI20 Issuer 10.798%
Class Split -605.847
GOVI 613.299 -13.26% -12.30%
OTHI ALBI20 Issuer 10.789%
Class Split -644.566
OTHI 652.184 -12.71% -11.56%
CILI15 5.358%
Composite Inflation Linked 218.475
Index Top 15 215.092 -16.39% -15.98%
ICOR 5.079%
CILI15 Issuer Class 298.860
Split - ICOR 298.435 -5.12% -3.43%
IGOV 5.348%
CILI15 Issuer Class 215.599
Split - IGOV 212.130 -16.76% -16.40%
ISOE 7.040%
CILI15 Issuer Class 236.343
Split - ISOE 234.662 -14.84% -14.15%
MMI JSE Money Market Index
0 273.258 273.231 0.71% 1.92%

ALBI Constituent Bonds

Bond Issuer Maturity MTM Previous YTD Low YTD High

R159 REPUBLIC OF SOUTH
Jan 2023
AFRICA 8.115% 7.960% 7.08% 8.76%
R203 REPUBLIC OF SOUTH
Feb 2023
AFRICA 8.215% 8.100% 7.18% 8.86%
ES18 ESKOM HOLDINGSFebLIMITED
2023 7.125% 6.970% 6.09% 7.77%
R204 REPUBLIC OF SOUTH
Nov 2023
AFRICA 8.525% 8.370% 7.47% 9.17%
R207 REPUBLIC OF SOUTH
Aug 2025
AFRICA 11.875% 11.730% 9.19% 12.56%
R208 REPUBLIC OF SOUTH
Apr 2026
AFRICA 11.505% 11.360% 8.80% 12.19%
ES23 ESKOM HOLDINGSDecLIMITED
2026 10.465% 10.320% 7.75% 11.15%
DV23 DEVELOPMENTNov BANK
2028
OF SOUTHERN
12.445%AFRICA 12.300% 9.73% 13.13%
R2023 REPUBLIC OF SOUTH
Jan 2030
AFRICA 11.615% 11.445% 8.69% 12.34%
ES26 ESKOM HOLDINGSFebLIMITED
2031 11.855% 11.675% 8.91% 12.61%
R186 REPUBLIC OF SOUTH
Mar 2032
AFRICA 12.030% 11.865% 9.11% 12.86%
R2030 REPUBLIC OF SOUTH
Sep 2033
AFRICA 13.300% 13.080% 10.66% 14.17%
R213 REPUBLIC OF SOUTH
Feb 2035
AFRICA 12.250% 12.010% 9.52% 13.05%
R2032 REPUBLIC OF SOUTH
Mar 2036
AFRICA 12.230% 12.010% 9.58% 13.10%
ES33 ESKOM HOLDINGSJanLIMITED
2037 12.340% 12.110% 9.70% 13.20%
R209 REPUBLIC OF SOUTH
Jan 2040
AFRICA 12.350% 12.115% 9.85% 13.31%
R2037 REPUBLIC OF SOUTH
Feb 2041
AFRICA 12.260% 12.080% 9.81% 13.26%
R214 REPUBLIC OF SOUTH
Apr 2042
AFRICA 13.460% 13.300% 11.03% 14.48%
R2044 REPUBLIC OF SOUTH
Jan 2044
AFRICA 12.350% 12.120% 9.92% 13.33%
R2048 REPUBLIC OF SOUTH
Feb 2048
AFRICA 12.320% 12.100% 9.93% 13.31%

Other Rates

Code Description Rate Previous YTD Low YTD High

SAFEX SAFEX Overnight Deposit Rate5.100% 5.100% 5.10% 6.35%
JIBAR1 JIBAR 1 Month 5.550% 5.525% 5.43% 6.63%
JIBAR3 JIBAR 3 Month 5.675% 5.658% 5.56% 6.80%
JIBAR6 JIBAR 6 Month 6.092% 6.058% 6.00% 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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