Markets and Commodity figures

27 July 2020

Total Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Deals Nominal Consideration Deals Nominal Consideration
Current Day 943 18.10 bn Rbn 17.47 223 44.68 bn Rbn 41.39
Week to Date 943 18.10 bn Rbn 17.47 223 44.68 bn Rbn 41.39
Month to Date 22,883 663.12 bn Rbn 633.55 4,508 721.24 bn Rbn 683.74
Year to Date 208,950 6,973.78 bn Rbn 6,715.38 45,671 6,538.71 bn Rbn 6,409.11

Foreign Client Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Party Deals Nominal Consideration Deals Nominal Consideration
Buy 40 2.09 bn Rbn 1.98 10 0.60 bn Rbn 0.57
Current Day Sell 49 2.07 bn Rbn 2.00 17 6.86 bn Rbn 6.65
Net -9 0.02 bn Rbn -0.02 -7 -6.26 bn Rbn -6.09
Buy 40 2.09 bn Rbn 1.98 10 0.60 bn Rbn 0.57
Week to Date Sell 49 2.07 bn Rbn 2.00 17 6.86 bn Rbn 6.65
Net -9 0.02 bn Rbn -0.02 -7 -6.26 bn Rbn -6.09
Buy 1,329 87.98 bn Rbn 84.81 208 18.95 bn Rbn 16.47
Month to Date Sell 1,303 88.82 bn Rbn 83.05 397 207.34 bn Rbn 215.37
Net 26 -0.83 bn Rbn 1.76 -189 -188.39 bn Rbn -198.91
Buy 12,638 890.06 bn Rbn 856.59 2,295 370.75 bn Rbn 324.11
Year to Date Sell 13,349 950.28 bn Rbn 909.70 1,536 716.42 bn Rbn 750.32
Net -711 -60.22 bn Rbn -53.11 759 -345.67 bn Rbn -426.21

Index Levels

Code Index Yield Index Previous Return MTD Return YTD

ALBI20 9.571%
All Bond Index Top 711.051
20 Composite 708.033 1.43% 1.80%
GOVI 9.571%Split - 702.204
ALBI20 Issuer Class GOVI 699.312 1.35% 1.65%
OTHI 9.575%
ALBI20 Issuer Class Split - 747.906
OTHI 744.169 1.93% 2.62%
CILI15 4.085%
Composite Inflation 251.097
Linked Index Top 15 251.124 -1.23% -3.44%
ICOR 4.133%
CILI15 Issuer Class 319.670
Split - ICOR 319.709 -0.19% 3.30%
IGOV 4.070%
CILI15 Issuer Class 248.384
Split - IGOV 248.409 -1.28% -3.68%
ISOE 5.280%
CILI15 Issuer Class 274.897
Split - ISOE 274.998 0.78% -0.14%
MMI JSE Money Market Index
0 278.897 278.811 0.33% 4.02%

ALBI Constituent Bonds

Bond Issuer Maturity MTM Previous YTD Low YTD High

R159 REPUBLIC OF SOUTH
Jan 2023
AFRICA 6.155% 6.180% 5.89% 8.76%
R203 REPUBLIC OF SOUTH
Feb 2023
AFRICA 6.615% 6.640% 6.22% 8.99%
ES18 ESKOM HOLDINGSFebLIMITED
2023 4.935% 4.960% 4.67% 7.77%
R204 REPUBLIC OF SOUTH
Aug 2025
AFRICA 9.085% 9.120% 8.81% 12.56%
R207 REPUBLIC OF SOUTH
Apr 2026
AFRICA 8.485% 8.520% 8.25% 12.19%
R208 REPUBLIC OF SOUTH
Dec 2026
AFRICA 7.445% 7.480% 7.21% 11.15%
ES23 ESKOM HOLDINGS
NovLIMITED
2027 9.445% 9.480% 9.09% 12.77%
DV23 DEVELOPMENT NovBANK
2028
OF SOUTHERN
9.395% AFRICA 9.430% 9.16% 13.13%
R2023 REPUBLIC OF SOUTH
Jan 2030
AFRICA 9.140% 9.175% 8.64% 12.34%
ES26 ESKOM HOLDINGSFebLIMITED
2031 9.585% 9.630% 8.91% 12.61%
R186 REPUBLIC OF SOUTH
Mar 2032
AFRICA 10.040% 10.090% 9.11% 12.86%
R2030 REPUBLIC OF SOUTH
Sep 2033
AFRICA 11.615% 11.690% 10.66% 14.17%
R213 REPUBLIC OF SOUTH
Feb 2035
AFRICA 10.680% 10.750% 9.52% 13.05%
R2032 REPUBLIC OF SOUTH
Mar 2036
AFRICA 10.545% 10.620% 9.58% 13.10%
ES33 ESKOM HOLDINGSJanLIMITED
2037 10.940% 11.005% 9.70% 13.20%
R209 REPUBLIC OF SOUTH
Jan 2040
AFRICA 11.130% 11.215% 9.85% 13.31%
R2037 REPUBLIC OF SOUTH
Feb 2041
AFRICA 10.810% 10.895% 9.81% 13.26%
R214 REPUBLIC OF SOUTH
Apr 2042
AFRICA 12.010% 12.095% 11.03% 14.48%
R2044 REPUBLIC OF SOUTH
Jan 2044
AFRICA 11.290% 11.375% 9.92% 13.33%
R2048 REPUBLIC OF SOUTH
Feb 2048
AFRICA 11.235% 11.325% 9.93% 13.31%

Other Rates

Code Description Rate Previous YTD Low YTD High

SAFEX SAFEX Overnight Deposit Rate3.340% 3.340% 3.34% 6.35%
JIBAR1 JIBAR 1 Month 3.658% 3.667% 3.66% 6.63%
JIBAR3 JIBAR 3 Month 3.758% 3.758% 3.76% 6.80%
JIBAR6 JIBAR 6 Month 3.875% 3.875% 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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