Markets and Commodity figures

08 April 2020

Total Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Deals Nominal Consideration Deals Nominal Consideration
Current Day 1,075 31.75 bn Rbn 26.90 165 28.87 bn Rbn 25.34
Week to Date 3,333 92.08 bn Rbn 79.97 1,147 155.27 bn Rbn 140.38
Month to Date 9,501 218.88 bn Rbn 195.27 1,747 268.03 bn Rbn 248.11
Year to Date 101,973 3,559.16 bn Rbn 3,449.93 26,055 3,686.47 bn Rbn 3,694.34

Foreign Client Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Party Deals Nominal Consideration Deals Nominal Consideration
Buy 62 4.51 bn Rbn 3.96 23 4.60 bn Rbn 3.96
Current Day Sell 87 5.89 bn Rbn 4.82 6 1.46 bn Rbn 1.41
Net -25 -1.38 bn Rbn -0.86 17 3.14 bn Rbn 2.55
Buy 179 12.41 bn Rbn 11.20 53 9.93 bn Rbn 8.01
Week to Date Sell 236 13.41 bn Rbn 11.21 33 15.16 bn Rbn 14.79
Net -57 -1.00 bn Rbn -0.01 20 -5.23 bn Rbn -6.78
Buy 458 24.76 bn Rbn 21.61 102 20.43 bn Rbn 16.03
Month to Date Sell 529 29.68 bn Rbn 25.05 70 41.23 bn Rbn 39.51
Net -71 -4.92 bn Rbn -3.44 32 -20.80 bn Rbn -23.48
Buy 6,340 454.02 bn Rbn 438.59 1,300 241.09 bn Rbn 216.50
Year to Date Sell 6,495 513.23 bn Rbn 496.46 368 173.90 bn Rbn 171.91
Net -155 -59.21 bn Rbn -57.88 932 67.19 bn Rbn 44.59

Index Levels

Code Index Yield Index Previous Return MTD Return YTD

ALBI20 All Bond Index 10.416% 637.825
Top 20 Composite 639.023 0.03% -8.69%
GOVI 10.416%
ALBI20 Issuer Class Split - 630.112
GOVI 631.229 0.04% -8.78%
OTHI 10.420%
ALBI20 Issuer Class Split - 669.346
OTHI 670.999 -0.01% -8.16%
CILI15 3.917%
Composite Inflation 252.980
Linked Index Top 15 251.794 4.17% -2.71%
ICOR 3.926%
CILI15 Issuer Class 315.003
Split - ICOR 313.114 0.74% 1.79%
IGOV 3.901%
CILI15 Issuer Class 250.523
Split - IGOV 249.437 4.30% -2.85%
ISOE 5.290%
CILI15 Issuer Class 267.565
Split - ISOE 259.264 3.38% -2.81%
MMI JSE Money Market Index
0 273.828 273.752 0.13% 2.13%

ALBI Constituent Bonds

Bond Issuer Maturity MTM Previous YTD Low YTD High

R159 REPUBLIC OF SOUTH
Jan 2023
AFRICA 8.115% 8.040% 7.08% 8.76%
R203 REPUBLIC OF SOUTH
Feb 2023
AFRICA 8.725% 8.650% 7.18% 8.99%
ES18 ESKOM HOLDINGSFebLIMITED
2023 7.125% 7.050% 6.09% 7.77%
R204 REPUBLIC OF SOUTH
Nov 2023
AFRICA 8.755% 8.450% 7.47% 9.17%
R207 REPUBLIC OF SOUTH
Aug 2025
AFRICA 11.590% 11.370% 9.19% 12.56%
R208 REPUBLIC OF SOUTH
Apr 2026
AFRICA 10.980% 11.010% 8.80% 12.19%
ES23 ESKOM HOLDINGSDecLIMITED
2026 9.940% 9.970% 7.75% 11.15%
DV23 DEVELOPMENT NovBANK
2028
OF SOUTHERN
11.920%AFRICA 11.950% 9.73% 13.13%
R2023 REPUBLIC OF SOUTH
Jan 2030
AFRICA 10.965% 10.940% 8.69% 12.34%
ES26 ESKOM HOLDINGSFebLIMITED
2031 11.205% 11.180% 8.91% 12.61%
R186 REPUBLIC OF SOUTH
Mar 2032
AFRICA 11.390% 11.355% 9.11% 12.86%
R2030 REPUBLIC OF SOUTH
Sep 2033
AFRICA 12.690% 12.650% 10.66% 14.17%
R213 REPUBLIC OF SOUTH
Feb 2035
AFRICA 11.655% 11.615% 9.52% 13.05%
R2032 REPUBLIC OF SOUTH
Mar 2036
AFRICA 11.620% 11.580% 9.58% 13.10%
ES33 ESKOM HOLDINGSJanLIMITED
2037 11.745% 11.700% 9.70% 13.20%
R209 REPUBLIC OF SOUTH
Jan 2040
AFRICA 11.775% 11.730% 9.85% 13.31%
R2037 REPUBLIC OF SOUTH
Feb 2041
AFRICA 11.690% 11.650% 9.81% 13.26%
R214 REPUBLIC OF SOUTH
Apr 2042
AFRICA 12.890% 12.850% 11.03% 14.48%
R2044 REPUBLIC OF SOUTH
Jan 2044
AFRICA 11.805% 11.755% 9.92% 13.33%
R2048 REPUBLIC OF SOUTH
Feb 2048
AFRICA 11.750% 11.700% 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 5.492% 5.508% 5.43% 6.63%
JIBAR3 JIBAR 3 Month 5.600% 5.608% 5.56% 6.80%
JIBAR6 JIBAR 6 Month 6.025% 6.083% 6.00% 7.31%
RSA 2 year retail bond 7.75% 0 0 0
RSA 3 year retail bond 9.00% 0 0 0
RSA 5 year retail bond 11.50% 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
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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