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Markets and Commodity figures

08 July 2018

Total Market Turnover Statistics

Standard Turnover REPO 1 Turnover


Deals Nominal Consideration Deals Nominal Consideration
Current Day 1 176 34.06 bn Rbn 34.81 231 27.38 bn Rbn 26.71
Week to Date 7 010 154.82 bn Rbn 155.25 1 739 224.01 bn Rbn 214.96
Month to Date 7 010 154.82 bn Rbn 155.25 1 739 224.01 bn Rbn 214.96
Year to Date 167 121 5 073.88 bn Rbn 5 285.53 40 012 5 159.52 bn Rbn 5 171.97

Foreign Client Market Turnover Statistics

Standard Turnover REPO 1 Turnover


Party Deals Nominal Consideration Deals Nominal Consideration
Buy 74 5.83 bn Rbn 6.04 29 6.82 bn Rbn 6.28
Current Day Sell 64 4.52 bn Rbn 4.63 10 1.80 bn Rbn 1.91
Net 10 1.31 bn Rbn 1.42 19 5.02 bn Rbn 4.37
Buy 338 21.47 bn Rbn 21.74 126 27.67 bn Rbn 25.40
Week to Date Sell 349 23.13 bn Rbn 22.77 43 6.01 bn Rbn 6.01
Net -11 -1.66 bn Rbn -1.03 83 21.67 bn Rbn 19.39
Buy 338 21.47 bn Rbn 21.74 126 27.67 bn Rbn 25.40
Month to Date Sell 349 23.13 bn Rbn 22.77 43 6.01 bn Rbn 6.01
Net -11 -1.66 bn Rbn -1.03 83 21.67 bn Rbn 19.39
Buy 11 307 632.59 bn Rbn 661.04 2 101 296.46 bn Rbn 279.64
Year to Date Sell 10 704 667.80 bn Rbn 697.54 2 332 631.54 bn Rbn 672.99
Net 603 -35.20 bn Rbn -36.50 -231 -335.09 bn Rbn -393.35

Index Levels

Code Index Yield Index Previous Return MTD Return YTD


ALBI20 8.983%
All Bond Index Top 618.981
20 Composite 616.222 1.26% 5.28%
GOVI 9.033%Split - 614.819
ALBI20 Issuer Class GOVI 611.877 1.34% 4.81%
OTHI 8.833%
ALBI20 Issuer Class Split - 636.627
OTHI 634.404 1.02% 6.58%
CILI15 2.920%
Composite Inflation 250.804
Linked Index Top 15 250.836 -0.19% -0.76%
ICOR 3.743%
CILI15 Issuer Class 280.046
Split - ICOR 280.125 -0.07% 3.40%
IGOV 2.881%
CILI15 Issuer Class 249.447
Split - IGOV 249.480 -0.21% -0.93%
ISOE 3.595%
CILI15 Issuer Class 254.634
Split - ISOE 254.548 0.19% 1.62%
MMI JSE Money Market Index
0 240.646 240.595 0.13% 3.81%

ALBI Constituent Bonds

Bond Issuer Maturity MTM Previous YTD Low YTD High


R159 REPUBLIC OF SOUTH
Jan 2020
AFRICA 7.370% 7.420% 6.58% 7.81%
R203 REPUBLIC OF SOUTH
Feb 2020
AFRICA 8.470% 8.520% 7.69% 8.89%
ES18 ESKOM HOLDINGS
MarLIMITED
2021 7.655% 7.710% 6.87% 8.10%
R204 REPUBLIC OF SOUTH
Jan 2023
AFRICA 9.195% 9.260% 8.35% 9.64%
R207 REPUBLIC OF SOUTH
Feb 2023
AFRICA 9.355% 9.420% 8.57% 9.82%
R208 REPUBLIC OF SOUTH
Feb 2023
AFRICA 8.055% 8.120% 7.24% 8.50%
ES23 ESKOM HOLDINGSAprLIMITED
2026 9.925% 10.000% 9.17% 10.44%
DV23 DEVELOPMENT DecBANK
2026
OF SOUTHERN
8.645% AFRICA 8.720% 7.88% 9.16%
R2023 REPUBLIC OF SOUTH
Jan 2030
AFRICA 9.035% 9.115% 8.28% 9.57%
ES26 ESKOM HOLDINGSFebLIMITED
2031 9.120% 9.200% 8.36% 9.64%
R186 REPUBLIC OF SOUTH
Mar 2032
AFRICA 9.225% 9.295% 8.46% 9.74%
R2030 REPUBLIC OF SOUTH
Sep 2033
AFRICA 10.690% 10.745% 9.96% 11.14%
R213 REPUBLIC OF SOUTH
Feb 2035
AFRICA 9.375% 9.440% 8.61% 9.82%
R2032 REPUBLIC OF SOUTH
Mar 2036
AFRICA 9.360% 9.415% 8.62% 9.81%
ES33 ESKOM HOLDINGSJanLIMITED
2037 9.450% 9.505% 8.69% 9.88%
R209 REPUBLIC OF SOUTH
Jan 2040
AFRICA 9.525% 9.570% 8.76% 9.95%
R2037 REPUBLIC OF SOUTH
Feb 2041
AFRICA 9.510% 9.555% 8.73% 9.94%
R214 REPUBLIC OF SOUTH
Apr 2042
AFRICA 10.900% 10.945% 10.13% 11.33%
R2044 REPUBLIC OF SOUTH
Jan 2044
AFRICA 9.555% 9.600% 8.80% 9.98%
R2048 REPUBLIC OF SOUTH
Feb 2048
AFRICA 9.555% 9.595% 8.76% 9.97%

Other Rates

Code Description Rate Previous YTD Low YTD High


SAFEX SAFEX Overnight Deposit Rate6.310% 6.310% 6.31% 6.56%
JIBAR1 JIBAR 1 Month 6.733% 6.733% 6.63% 6.92%
JIBAR3 JIBAR 3 Month 6.958% 6.958% 6.87% 7.16%
JIBAR6 JIBAR 6 Month 7.525% 7.525% 7.38% 7.60%
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
2.50%
bond 0 0 0
RSA 5 year inflation linked retail
2.75%
bond 0 0 0
RSA 10 year inflation linked retail
3.00%
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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