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Markets and Commodity figures

26 October 2017

Total Market Turnover Statistics

Standard Turnover REPO 1 Turnover
Deals Nominal Consideration Deals Nominal Consideration
Current Day 2 799 90.94 bn Rbn 90.54 285 36.17 bn Rbn 34.51
Week to Date 7 090 232.23 bn Rbn 236.02 1 628 198.01 bn Rbn 190.32
Month to Date 26 678 764.30 bn Rbn 785.40 6 737 845.56 bn Rbn 817.66
Year to Date 238 399 6 332.88 bn Rbn 6 643.62 65 336 8 020.19 bn Rbn 7 819.82

Foreign Client Market Turnover Statistics

Standard Turnover REPO 1 Turnover
Party Deals Nominal Consideration Deals Nominal Consideration
Buy 191 10.39 bn Rbn 10.60 37 2.80 bn Rbn 2.38
Current Day Sell 167 10.36 bn Rbn 10.39 27 8.93 bn Rbn 9.52
Net 24 0.03 bn Rbn 0.21 10 -6.13 bn Rbn -7.13
Buy 433 23.22 bn Rbn 24.22 127 9.90 bn Rbn 8.93
Week to Date Sell 407 28.06 bn Rbn 28.54 99 32.73 bn Rbn 34.89
Net 26 -4.85 bn Rbn -4.32 28 -22.83 bn Rbn -25.96
Buy 1 905 88.11 bn Rbn 90.96 534 45.47 bn Rbn 41.93
Month to Date Sell 1 625 92.52 bn Rbn 94.91 347 110.57 bn Rbn 119.04
Net 280 -4.41 bn Rbn -3.96 187 -65.10 bn Rbn -77.11
Buy 19 320 848.55 bn Rbn 878.29 4 802 419.19 bn Rbn 396.52
Year to Date Sell 15 755 783.09 bn Rbn 814.76 2 354 498.68 bn Rbn 514.84
Net 3 565 65.46 bn Rbn 63.54 2 448 -79.50 bn Rbn -118.31

Index Levels

Code Index Yield Index Previous Return MTD Return YTD
ALBI20 9.356%
All Bond Index Top 554.031
20 Composite 559.965 -3.68% 3.85%
GOVI 9.267%Split - 552.575
ALBI20 Issuer Class GOVI 558.617 -3.70% 3.98%
OTHI 9.590%
ALBI20 Issuer Class Split - 563.581
OTHI 569.282 -3.62% 3.51%
CILI15 2.547%
Composite Inflation 249.741
Linked Index Top 15 249.871 -0.15% 1.66%
ICOR 3.499%
CILI15 Issuer Class 267.345
Split - ICOR 267.295 0.31% 7.53%
IGOV 2.505%
CILI15 Issuer Class 248.818
Split - IGOV 248.957 -0.17% 1.41%
ISOE 3.113%
CILI15 Issuer Class 247.738
Split - ISOE 247.694 0.26% 4.92%
MMI JSE Money Market Index
0 228.834 228.835 0.50% 6.39%

ALBI Constituent Bonds

Bond Issuer Maturity MTM Previous YTD Low YTD High
R159 REPUBLIC OF SOUTH
Dec 2018
AFRICA 7.495% 7.365% 6.82% 7.97%
R203 REPUBLIC OF SOUTH
Jan 2020
AFRICA 7.930% 7.695% 7.03% 8.15%
ES18 ESKOM HOLDINGS
MarLIMITED
2021 8.180% 7.945% 7.25% 8.31%
R204 REPUBLIC OF SOUTH
Jan 2023
AFRICA 9.550% 9.360% 8.71% 9.55%
R207 REPUBLIC OF SOUTH
Feb 2023
AFRICA 9.870% 9.680% 9.13% 10.27%
R208 REPUBLIC OF SOUTH
Feb 2023
AFRICA 8.520% 8.330% 7.68% 8.65%
ES23 ESKOM HOLDINGSAprLIMITED
2026 10.440% 10.235% 9.30% 10.44%
DV23 DEVELOPMENT DecBANK
2026
OF SOUTHERN
9.270% AFRICA 9.065% 8.31% 9.27%
R2023 REPUBLIC OF SOUTH
Jan 2030
AFRICA 9.785% 9.630% 8.70% 9.79%
ES26 ESKOM HOLDINGSFebLIMITED
2031 9.880% 9.720% 8.74% 9.88%
R186 REPUBLIC OF SOUTH
Mar 2032
AFRICA 10.000% 9.840% 8.84% 10.00%
R2030 REPUBLIC OF SOUTH
Sep 2033
AFRICA 11.300% 11.180% 10.05% 11.30%
R213 REPUBLIC OF SOUTH
Feb 2035
AFRICA 10.150% 10.020% 9.04% 10.15%
R2032 REPUBLIC OF SOUTH
Mar 2036
AFRICA 10.095% 9.975% 9.03% 10.10%
ES33 ESKOM HOLDINGSJanLIMITED
2037 10.220% 10.100% 9.12% 10.22%
R209 REPUBLIC OF SOUTH
Jan 2040
AFRICA 10.310% 10.165% 9.14% 10.31%
R2037 REPUBLIC OF SOUTH
Feb 2041
AFRICA 10.225% 10.085% 9.10% 10.23%
R214 REPUBLIC OF SOUTH
Apr 2042
AFRICA 11.525% 11.385% 10.18% 11.53%
R2044 REPUBLIC OF SOUTH
Jan 2044
AFRICA 10.330% 10.180% 9.17% 10.33%
R2048 REPUBLIC OF SOUTH
Feb 2048
AFRICA 10.280% 10.125% 9.16% 10.28%

Other Rates

Code Description Rate Previous YTD Low YTD High
SAFEX SAFEX Overnight Deposit Rate6.560% 6.560% 6.50% 6.83%
JIBAR1 JIBAR 1 Month 6.825% 6.825% 6.79% 7.12%
JIBAR3 JIBAR 3 Month 7.025% 7.025% 6.98% 7.38%
JIBAR6 JIBAR 6 Month 7.542% 7.467% 7.32% 8.00%
RSA 2 year retail bond 7.75% 0 0 0
RSA 3 year retail bond 8.00% 0 0 0
RSA 5 year retail bond 8.50% 0 0 0
RSA 3 year inflation linked retail
3.00%
bond 0 0 0
RSA 5 year inflation linked retail
2.50%
bond 0 0 0
RSA 10 year inflation linked retail
2.50%
bond 0 0 0
Nominal Bond Curves (NACS)
9.60
9.10
8.60
8.10
7.60
7.10 Zero
6.60 Par/Swap
6.10
5.60
5.10
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4.60
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Zero
Par/Swap