Markets and Commodity figures

20 July 2020

Total Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Deals Nominal Consideration Deals Nominal Consideration
Current Day 671 21.67 bn Rbn 20.88 109 31.08 bn Rbn 28.25
Week to Date 671 21.67 bn Rbn 20.88 109 31.08 bn Rbn 28.25
Month to Date 16,548 485.79 bn Rbn 462.23 3,111 512.44 bn Rbn 487.35
Year to Date 202,615 6,796.44 bn Rbn 6,544.06 44,274 6,329.91 bn Rbn 6,212.73

Foreign Client Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Party Deals Nominal Consideration Deals Nominal Consideration
Buy 51 1.96 bn Rbn 2.04 9 0.81 bn Rbn 0.67
Current Day Sell 74 3.86 bn Rbn 3.70 12 6.63 bn Rbn 7.39
Net -23 -1.89 bn Rbn -1.66 -3 -5.83 bn Rbn -6.72
Buy 51 1.96 bn Rbn 2.04 9 0.81 bn Rbn 0.67
Week to Date Sell 74 3.86 bn Rbn 3.70 12 6.63 bn Rbn 7.39
Net -23 -1.89 bn Rbn -1.66 -3 -5.83 bn Rbn -6.72
Buy 1,016 63.76 bn Rbn 61.33 167 15.99 bn Rbn 13.92
Month to Date Sell 954 67.40 bn Rbn 62.57 303 155.62 bn Rbn 161.99
Net 62 -3.64 bn Rbn -1.24 -136 -139.63 bn Rbn -148.07
Buy 12,325 865.83 bn Rbn 833.11 2,254 367.79 bn Rbn 321.56
Year to Date Sell 13,000 928.86 bn Rbn 889.23 1,442 664.70 bn Rbn 696.94
Net -675 -63.03 bn Rbn -56.12 812 -296.91 bn Rbn -375.38

Index Levels

Code Index Yield Index Previous Return MTD Return YTD

ALBI20 9.800%
All Bond Index Top 693.733
20 Composite 695.925 -1.04% -0.68%
GOVI 9.794%Split - 685.458
ALBI20 Issuer Class GOVI 687.565 -1.07% -0.77%
OTHI 9.835%
ALBI20 Issuer Class Split - 727.427
OTHI 730.102 -0.86% -0.19%
CILI15 4.109%
Composite Inflation 250.871
Linked Index Top 15 250.880 -1.32% -3.52%
ICOR 4.157%
CILI15 Issuer Class 319.454
Split - ICOR 319.729 -0.26% 3.23%
IGOV 4.093%
CILI15 Issuer Class 248.164
Split - IGOV 248.159 -1.37% -3.77%
ISOE 5.325%
CILI15 Issuer Class 274.108
Split - ISOE 274.824 0.49% -0.43%
MMI JSE Money Market Index
0 278.654 278.550 0.24% 3.93%

ALBI Constituent Bonds

Bond Issuer Maturity MTM Previous YTD Low YTD High

R159 REPUBLIC OF SOUTH
Jan 2023
AFRICA 5.980% 5.920% 5.89% 8.76%
R203 REPUBLIC OF SOUTH
Feb 2023
AFRICA 6.440% 6.380% 6.22% 8.99%
ES18 ESKOM HOLDINGSFebLIMITED
2023 4.760% 4.700% 4.67% 7.77%
R204 REPUBLIC OF SOUTH
Aug 2025
AFRICA 9.220% 9.200% 8.81% 12.56%
R207 REPUBLIC OF SOUTH
Apr 2026
AFRICA 8.620% 8.600% 8.25% 12.19%
R208 REPUBLIC OF SOUTH
Dec 2026
AFRICA 7.580% 7.560% 7.21% 11.15%
ES23 ESKOM HOLDINGS
NovLIMITED
2027 9.580% 9.560% 9.09% 12.77%
DV23 DEVELOPMENT NovBANK
2028
OF SOUTHERN
9.530% AFRICA 9.510% 9.16% 13.13%
R2023 REPUBLIC OF SOUTH
Jan 2030
AFRICA 9.445% 9.400% 8.64% 12.34%
ES26 ESKOM HOLDINGSFebLIMITED
2031 9.910% 9.860% 8.91% 12.61%
R186 REPUBLIC OF SOUTH
Mar 2032
AFRICA 10.370% 10.330% 9.11% 12.86%
R2030 REPUBLIC OF SOUTH
Sep 2033
AFRICA 12.070% 12.000% 10.66% 14.17%
R213 REPUBLIC OF SOUTH
Feb 2035
AFRICA 11.110% 11.035% 9.52% 13.05%
R2032 REPUBLIC OF SOUTH
Mar 2036
AFRICA 11.000% 10.930% 9.58% 13.10%
ES33 ESKOM HOLDINGSJanLIMITED
2037 11.385% 11.315% 9.70% 13.20%
R209 REPUBLIC OF SOUTH
Jan 2040
AFRICA 11.625% 11.565% 9.85% 13.31%
R2037 REPUBLIC OF SOUTH
Feb 2041
AFRICA 11.290% 11.225% 9.81% 13.26%
R214 REPUBLIC OF SOUTH
Apr 2042
AFRICA 12.490% 12.425% 11.03% 14.48%
R2044 REPUBLIC OF SOUTH
Jan 2044
AFRICA 11.775% 11.710% 9.92% 13.33%
R2048 REPUBLIC OF SOUTH
Feb 2048
AFRICA 11.725% 11.660% 9.93% 13.31%

Other Rates

Code Description Rate Previous YTD Low YTD High

SAFEX SAFEX Overnight Deposit Rate3.590% 3.590% 3.59% 6.35%
JIBAR1 JIBAR 1 Month 3.708% 3.742% 3.71% 6.63%
JIBAR3 JIBAR 3 Month 3.800% 3.842% 3.80% 6.80%
JIBAR6 JIBAR 6 Month 3.942% 3.958% 3.94% 7.31%
RSA 2 year retail bond 5.25% 0 0 0
RSA 3 year retail bond 6.00% 0 0 0
RSA 5 year retail bond 8.00% 0 0 0
RSA 3 year inflation linked retail
3.30%
bond 0 0 0
RSA 5 year inflation linked retail
4.50%
bond 0 0 0
RSA 10 year inflation linked retail
5.00%
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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