Markets and Commodity figures

26 July 2020

Total Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Deals Nominal Consideration Deals Nominal Consideration
Current Day 1,359 35.49 bn Rbn 35.12 210 40.45 bn Rbn 39.78
Week to Date 6,067 181.45 bn Rbn 175.48 1,283 195.20 bn Rbn 183.24
Month to Date 21,944 645.56 bn Rbn 616.83 4,285 676.55 bn Rbn 642.35
Year to Date 208,011 6,956.21 bn Rbn 6,698.67 45,448 6,494.02 bn Rbn 6,367.72

Foreign Client Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Party Deals Nominal Consideration Deals Nominal Consideration
Buy 63 4.67 bn Rbn 4.68 8 0.65 bn Rbn 0.57
Current Day Sell 70 4.45 bn Rbn 4.51 35 21.97 bn Rbn 23.02
Net -7 0.22 bn Rbn 0.17 -27 -21.31 bn Rbn -22.45
Buy 327 24.31 bn Rbn 24.00 40 3.17 bn Rbn 2.66
Week to Date Sell 377 24.08 bn Rbn 23.20 89 51.49 bn Rbn 54.12
Net -50 0.23 bn Rbn 0.81 -49 -48.33 bn Rbn -51.46
Buy 1,293 86.49 bn Rbn 83.60 198 18.35 bn Rbn 15.90
Month to Date Sell 1,256 87.24 bn Rbn 81.77 380 200.48 bn Rbn 208.72
Net 37 -0.75 bn Rbn 1.83 -182 -182.13 bn Rbn -192.82
Buy 12,602 888.56 bn Rbn 855.38 2,285 370.14 bn Rbn 323.54
Year to Date Sell 13,302 948.70 bn Rbn 908.43 1,519 709.56 bn Rbn 743.66
Net -700 -60.14 bn Rbn -53.05 766 -339.42 bn Rbn -420.12

Index Levels

Code Index Yield Index Previous Return MTD Return YTD

ALBI20 9.611%
All Bond Index Top 707.675
20 Composite 710.038 0.95% 1.31%
GOVI 9.609%Split - 698.962
ALBI20 Issuer Class GOVI 701.359 0.88% 1.18%
OTHI 9.622%
ALBI20 Issuer Class Split - 743.775
OTHI 745.855 1.37% 2.05%
CILI15 4.086%
Composite Inflation 251.153
Linked Index Top 15 251.081 -1.20% -3.41%
ICOR 4.132%
CILI15 Issuer Class 319.745
Split - ICOR 319.660 -0.17% 3.32%
IGOV 4.070%
CILI15 Issuer Class 248.438
Split - IGOV 248.373 -1.26% -3.66%
ISOE 5.275%
CILI15 Issuer Class 275.012
Split - ISOE 274.367 0.82% -0.10%
MMI JSE Money Market Index
0 278.811 278.771 0.30% 3.99%

ALBI Constituent Bonds

Bond Issuer Maturity MTM Previous YTD Low YTD High

R159 REPUBLIC OF SOUTH
Jan 2023
AFRICA 6.180% 6.170% 5.89% 8.76%
R203 REPUBLIC OF SOUTH
Feb 2023
AFRICA 6.640% 6.630% 6.22% 8.99%
ES18 ESKOM HOLDINGSFebLIMITED
2023 4.960% 4.950% 4.67% 7.77%
R204 REPUBLIC OF SOUTH
Aug 2025
AFRICA 9.120% 9.070% 8.81% 12.56%
R207 REPUBLIC OF SOUTH
Apr 2026
AFRICA 8.520% 8.470% 8.25% 12.19%
R208 REPUBLIC OF SOUTH
Dec 2026
AFRICA 7.480% 7.430% 7.21% 11.15%
ES23 ESKOM HOLDINGS
NovLIMITED
2027 9.480% 9.430% 9.09% 12.77%
DV23 DEVELOPMENT NovBANK
2028
OF SOUTHERN
9.430% AFRICA 9.380% 9.16% 13.13%
R2023 REPUBLIC OF SOUTH
Jan 2030
AFRICA 9.175% 9.095% 8.64% 12.34%
ES26 ESKOM HOLDINGSFebLIMITED
2031 9.630% 9.575% 8.91% 12.61%
R186 REPUBLIC OF SOUTH
Mar 2032
AFRICA 10.090% 10.015% 9.11% 12.86%
R2030 REPUBLIC OF SOUTH
Sep 2033
AFRICA 11.690% 11.630% 10.66% 14.17%
R213 REPUBLIC OF SOUTH
Feb 2035
AFRICA 10.750% 10.690% 9.52% 13.05%
R2032 REPUBLIC OF SOUTH
Mar 2036
AFRICA 10.620% 10.560% 9.58% 13.10%
ES33 ESKOM HOLDINGSJanLIMITED
2037 11.005% 10.935% 9.70% 13.20%
R209 REPUBLIC OF SOUTH
Jan 2040
AFRICA 11.215% 11.165% 9.85% 13.31%
R2037 REPUBLIC OF SOUTH
Feb 2041
AFRICA 10.895% 10.845% 9.81% 13.26%
R214 REPUBLIC OF SOUTH
Apr 2042
AFRICA 12.095% 12.145% 11.03% 14.48%
R2044 REPUBLIC OF SOUTH
Jan 2044
AFRICA 11.375% 11.325% 9.92% 13.33%
R2048 REPUBLIC OF SOUTH
Feb 2048
AFRICA 11.325% 11.275% 9.93% 13.31%

Other Rates

Code Description Rate Previous YTD Low YTD High

SAFEX SAFEX Overnight Deposit Rate3.340% 3.590% 3.34% 6.35%
JIBAR1 JIBAR 1 Month 3.667% 3.700% 3.67% 6.63%
JIBAR3 JIBAR 3 Month 3.758% 3.792% 3.76% 6.80%
JIBAR6 JIBAR 6 Month 3.875% 3.883% 3.88% 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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