Markets and Commodity figures

27 April 2020

Total Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Deals Nominal Consideration Deals Nominal Consideration
Current Day 2,577 59.88 bn Rbn 51.37 200 45.36 bn Rbn 38.49
Week to Date 7,981 279.54 bn Rbn 252.85 1,474 229.55 bn Rbn 210.47
Month to Date 25,404 764.45 bn Rbn 701.51 4,461 661.90 bn Rbn 611.44
Year to Date 117,876 4,104.74 bn Rbn 3,956.17 28,769 4,080.34 bn Rbn 4,057.66

Foreign Client Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Party Deals Nominal Consideration Deals Nominal Consideration
Buy 66 4.83 bn Rbn 4.30 25 4.44 bn Rbn 3.86
Current Day Sell 150 9.91 bn Rbn 8.46 14 5.89 bn Rbn 5.76
Net -84 -5.09 bn Rbn -4.16 11 -1.45 bn Rbn -1.91
Buy 384 35.22 bn Rbn 32.77 94 14.54 bn Rbn 12.19
Week to Date Sell 568 49.17 bn Rbn 43.97 39 13.54 bn Rbn 13.43
Net -184 -13.95 bn Rbn -11.20 55 1.00 bn Rbn -1.24
Buy 1,380 91.74 bn Rbn 84.47 290 51.18 bn Rbn 41.56
Month to Date Sell 1,472 105.02 bn Rbn 93.66 185 84.71 bn Rbn 83.63
Net -92 -13.28 bn Rbn -9.19 105 -33.53 bn Rbn -42.07
Buy 7,266 521.06 bn Rbn 501.50 1,488 271.83 bn Rbn 242.03
Year to Date Sell 7,441 588.73 bn Rbn 565.19 483 217.38 bn Rbn 216.02
Net -175 -67.66 bn Rbn -63.69 1,005 54.46 bn Rbn 26.01

Index Levels

Code Index Yield Index Previous Return MTD Return YTD

ALBI20 All Bond Index 10.421% 640.403
Top 20 Composite 643.118 0.44% -8.32%
GOVI 10.420%
ALBI20 Issuer Class Split - 632.699
GOVI 635.422 0.45% -8.41%
OTHI 10.428%
ALBI20 Issuer Class Split - 671.812
OTHI 674.416 0.36% -7.82%
CILI15 3.905%
Composite Inflation 251.821
Linked Index Top 15 253.154 3.69% -3.16%
ICOR 3.762%
CILI15 Issuer Class 317.641
Split - ICOR 318.955 1.58% 2.64%
IGOV 3.893%
CILI15 Issuer Class 249.246
Split - IGOV 250.543 3.76% -3.35%
ISOE 5.290%
CILI15 Issuer Class 268.557
Split - ISOE 272.812 3.76% -2.45%
MMI JSE Money Market Index
0 275.134 275.078 0.61% 2.62%

ALBI Constituent Bonds

Bond Issuer Maturity MTM Previous YTD Low YTD High

R159 REPUBLIC OF SOUTH
Jan 2023
AFRICA 7.060% 7.010% 6.95% 8.76%
R203 REPUBLIC OF SOUTH
Feb 2023
AFRICA 7.320% 7.270% 7.18% 8.99%
ES18 ESKOM HOLDINGSFebLIMITED
2023 6.070% 6.020% 5.96% 7.77%
R204 REPUBLIC OF SOUTH
Nov 2023
AFRICA 7.720% 7.670% 7.47% 9.17%
R207 REPUBLIC OF SOUTH
Aug 2025
AFRICA 10.630% 10.620% 9.19% 12.56%
R208 REPUBLIC OF SOUTH
Apr 2026
AFRICA 10.270% 10.260% 8.80% 12.19%
ES23 ESKOM HOLDINGSDecLIMITED
2026 9.230% 9.220% 7.75% 11.15%
DV23 DEVELOPMENT NovBANK
2028
OF SOUTHERN
11.210%AFRICA 11.200% 9.73% 13.13%
R2023 REPUBLIC OF SOUTH
Jan 2030
AFRICA 10.940% 10.860% 8.69% 12.34%
ES26 ESKOM HOLDINGSFebLIMITED
2031 11.180% 11.100% 8.91% 12.61%
R186 REPUBLIC OF SOUTH
Mar 2032
AFRICA 11.410% 11.330% 9.11% 12.86%
R2030 REPUBLIC OF SOUTH
Sep 2033
AFRICA 12.860% 12.790% 10.66% 14.17%
R213 REPUBLIC OF SOUTH
Feb 2035
AFRICA 11.830% 11.760% 9.52% 13.05%
R2032 REPUBLIC OF SOUTH
Mar 2036
AFRICA 11.790% 11.720% 9.58% 13.10%
ES33 ESKOM HOLDINGSJanLIMITED
2037 11.955% 11.875% 9.70% 13.20%
R209 REPUBLIC OF SOUTH
Jan 2040
AFRICA 12.060% 11.980% 9.85% 13.31%
R2037 REPUBLIC OF SOUTH
Feb 2041
AFRICA 11.970% 11.890% 9.81% 13.26%
R214 REPUBLIC OF SOUTH
Apr 2042
AFRICA 13.170% 13.090% 11.03% 14.48%
R2044 REPUBLIC OF SOUTH
Jan 2044
AFRICA 12.110% 12.015% 9.92% 13.33%
R2048 REPUBLIC OF SOUTH
Feb 2048
AFRICA 12.090% 11.990% 9.93% 13.31%

Other Rates

Code Description Rate Previous YTD Low YTD High

SAFEX SAFEX Overnight Deposit Rate4.100% 4.100% 4.10% 6.35%
JIBAR1 JIBAR 1 Month 4.483% 4.483% 4.48% 6.63%
JIBAR3 JIBAR 3 Month 4.592% 4.592% 4.59% 6.80%
JIBAR6 JIBAR 6 Month 5.067% 5.125% 5.07% 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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