Markets and Commodity figures

26 August 2020

Total Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Deals Nominal Consideration Deals Nominal Consideration
Current Day 1,669 29.70 bn Rbn 27.72 177 21.03 bn Rbn 20.49
Week to Date 3,780 96.98 bn Rbn 90.73 1,077 154.77 bn Rbn 146.28
Month to Date 22,653 656.18 bn Rbn 630.30 4,637 772.57 bn Rbn 729.42
Year to Date 236,262 7,769.43 bn Rbn 7,479.39 51,466 7,479.19 bn Rbn 7,304.32

Foreign Client Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Party Deals Nominal Consideration Deals Nominal Consideration
Buy 62 2.27 bn Rbn 2.06 0.02 bn Rbn -0.00
Current Day Sell 38 2.83 bn Rbn 2.63 3 4.86 bn Rbn 5.72
Net 24 -0.56 bn Rbn -0.57 -3 -4.83 bn Rbn -5.73
Buy 148 8.19 bn Rbn 7.97 19 2.04 bn Rbn 1.73
Week to Date Sell 114 8.56 bn Rbn 8.24 50 27.01 bn Rbn 28.16
Net 34 -0.37 bn Rbn -0.27 -31 -24.97 bn Rbn -26.43
Buy 936 61.35 bn Rbn 59.77 128 10.62 bn Rbn 9.11
Month to Date Sell 879 65.53 bn Rbn 64.24 316 180.48 bn Rbn 189.82
Net 57 -4.18 bn Rbn -4.47 -188 -169.86 bn Rbn -180.71
Buy 13,828 967.97 bn Rbn 932.50 2,472 386.07 bn Rbn 337.18
Year to Date Sell 14,471 1,034.31 bn Rbn 991.51 1,954 956.18 bn Rbn 1,002.75
Net -643 -66.34 bn Rbn -59.01 518 -570.11 bn Rbn -665.57

Index Levels

Code Index Yield Index Previous Return MTD Return YTD

ALBI20 9.661%
All Bond Index Top 709.818
20 Composite 710.828 0.64% 1.62%
GOVI 9.656%Split - 701.278
ALBI20 Issuer Class GOVI 702.284 0.67% 1.52%
OTHI 9.690%
ALBI20 Issuer Class Split - 744.774
OTHI 745.782 0.51% 2.19%
CILI15 3.640%
Composite Inflation 258.417
Linked Index Top 15 256.169 2.82% -0.62%
ICOR 4.147%
CILI15 Issuer Class 325.340
Split - ICOR 322.953 1.75% 5.13%
IGOV 3.611%
CILI15 Issuer Class 255.695
Split - IGOV 253.465 2.84% -0.85%
ISOE 4.730%
CILI15 Issuer Class 284.818
Split - ISOE 281.785 3.41% 3.46%
MMI JSE Money Market Index
0 279.988 279.961 0.33% 4.43%

ALBI Constituent Bonds

Bond Issuer Maturity MTM Previous YTD Low YTD High

R159 REPUBLIC OF SOUTH
Jan 2023
AFRICA 5.680% 5.585% 5.58% 8.76%
R203 REPUBLIC OF SOUTH
Feb 2023
AFRICA 6.160% 6.065% 6.04% 8.99%
ES18 ESKOM HOLDINGSFebLIMITED
2023 4.520% 4.425% 4.40% 7.77%
R204 REPUBLIC OF SOUTH
Aug 2025
AFRICA 8.960% 8.930% 8.81% 12.56%
R207 REPUBLIC OF SOUTH
Apr 2026
AFRICA 8.420% 8.390% 8.25% 12.19%
R208 REPUBLIC OF SOUTH
Dec 2026
AFRICA 7.390% 7.360% 7.21% 11.15%
ES23 ESKOM HOLDINGS
NovLIMITED
2027 9.340% 9.310% 9.09% 12.77%
DV23 DEVELOPMENT NovBANK
2028
OF SOUTHERN
9.340% AFRICA 9.310% 9.16% 13.13%
R2023 REPUBLIC OF SOUTH
Jan 2030
AFRICA 9.280% 9.260% 8.64% 12.34%
ES26 ESKOM HOLDINGSFebLIMITED
2031 9.755% 9.710% 8.91% 12.61%
R186 REPUBLIC OF SOUTH
Mar 2032
AFRICA 10.180% 10.145% 9.11% 12.86%
R2030 REPUBLIC OF SOUTH
Sep 2033
AFRICA 11.815% 11.790% 10.66% 14.17%
R213 REPUBLIC OF SOUTH
Feb 2035
AFRICA 10.900% 10.875% 9.52% 13.05%
R2032 REPUBLIC OF SOUTH
Mar 2036
AFRICA 10.815% 10.790% 9.58% 13.10%
ES33 ESKOM HOLDINGSJanLIMITED
2037 11.180% 11.160% 9.70% 13.20%
R209 REPUBLIC OF SOUTH
Jan 2040
AFRICA 11.355% 11.345% 9.85% 13.31%
R2037 REPUBLIC OF SOUTH
Feb 2041
AFRICA 11.090% 11.075% 9.81% 13.26%
R214 REPUBLIC OF SOUTH
Apr 2042
AFRICA 12.240% 12.225% 11.03% 14.48%
R2044 REPUBLIC OF SOUTH
Jan 2044
AFRICA 11.475% 11.455% 9.92% 13.33%
R2048 REPUBLIC OF SOUTH
Feb 2048
AFRICA 11.465% 11.445% 9.93% 13.31%

Other Rates

Code Description Rate Previous YTD Low YTD High

SAFEX SAFEX Overnight Deposit Rate3.330% 3.330% 3.33% 6.35%
JIBAR1 JIBAR 1 Month 3.392% 3.392% 3.39% 6.63%
JIBAR3 JIBAR 3 Month 3.442% 3.442% 3.44% 6.80%
JIBAR6 JIBAR 6 Month 3.525% 3.525% 3.50% 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
3.50%
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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