Markets and Commodity figures

15 August 2018

Total Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Deals Nominal Consideration Deals Nominal Consideration
Current Day 1 381 41.05 bn Rbn 42.74 641 86.17 bn Rbn 82.22
Week to Date 2 843 94.52 bn Rbn 97.53 995 146.65 bn Rbn 138.17
Month to Date 10 982 392.80 bn Rbn 404.56 3 256 455.13 bn Rbn 430.63
Year to Date 193 631 5 944.81 bn Rbn 6 186.89 49 388 6 376.52 bn Rbn 6 335.70

Foreign Client Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Party Deals Nominal Consideration Deals Nominal Consideration
Buy 92 4.54 bn Rbn 4.65 30 8.62 bn Rbn 8.30
Current Day Sell 62 3.35 bn Rbn 3.46 17 5.66 bn Rbn 5.52
Net 30 1.19 bn Rbn 1.19 13 2.96 bn Rbn 2.78
Buy 194 9.45 bn Rbn 9.73 51 10.07 bn Rbn 9.52
Week to Date Sell 233 15.11 bn Rbn 15.65 29 7.77 bn Rbn 7.53
Net -39 -5.66 bn Rbn -5.92 22 2.30 bn Rbn 1.99
Buy 768 44.29 bn Rbn 45.19 203 41.68 bn Rbn 38.57
Month to Date Sell 775 53.58 bn Rbn 55.24 80 18.06 bn Rbn 17.94
Net -7 -9.29 bn Rbn -10.04 123 23.62 bn Rbn 20.63
Buy 13 327 742.70 bn Rbn 773.68 2 655 389.04 bn Rbn 366.86
Year to Date Sell 12 641 780.69 bn Rbn 814.06 2 593 687.40 bn Rbn 727.92
Net 686 -38.00 bn Rbn -40.38 62 -298.36 bn Rbn -361.06

Index Levels

Code Index Yield Index Previous Return MTD Return YTD

ALBI20 9.167%
All Bond Index Top 612.477
20 Composite 610.530 -2.17% 4.17%
GOVI 9.315%Split - 607.627
ALBI20 Issuer Class GOVI 605.584 -2.31% 3.58%
OTHI 8.694%
ALBI20 Issuer Class Split - 632.332
OTHI 630.691 -1.73% 5.86%
CILI15 3.028%
Composite Inflation 251.034
Linked Index Top 15 251.177 -0.36% -0.67%
ICOR 3.905%
CILI15 Issuer Class 280.333
Split - ICOR 280.450 -0.14% 3.50%
IGOV 2.986%
CILI15 Issuer Class 249.668
Split - IGOV 249.811 -0.38% -0.84%
ISOE 3.775%
CILI15 Issuer Class 255.302
Split - ISOE 255.495 0.01% 1.89%
MMI JSE Money Market Index
0 242.464 242.423 0.26% 4.60%

ALBI Constituent Bonds

Bond Issuer Maturity MTM Previous YTD Low YTD High

R159 REPUBLIC OF SOUTH
Jan 2020
AFRICA 7.690% 7.735% 6.58% 7.81%
R203 REPUBLIC OF SOUTH
Feb 2020
AFRICA 8.710% 8.755% 7.69% 8.89%
ES18 ESKOM HOLDINGSSepLIMITED
2020 9.235% 9.280% 8.20% 9.45%
R204 REPUBLIC OF SOUTH
Mar 2021
AFRICA 7.995% 8.040% 6.87% 8.10%
R207 REPUBLIC OF SOUTH
Feb 2023
AFRICA 9.630% 9.680% 8.57% 9.82%
R208 REPUBLIC OF SOUTH
Feb 2023
AFRICA 8.370% 8.420% 7.24% 8.50%
ES23 ESKOM HOLDINGSAprLIMITED
2026 10.200% 10.250% 9.17% 10.44%
DV23 DEVELOPMENT DecBANK
2026
OF SOUTHERN
8.940% AFRICA 8.990% 7.88% 9.16%
R2023 REPUBLIC OF SOUTH
Jan 2030
AFRICA 9.355% 9.405% 8.28% 9.57%
ES26 ESKOM HOLDINGSFebLIMITED
2031 9.450% 9.500% 8.36% 9.64%
R186 REPUBLIC OF SOUTH
Mar 2032
AFRICA 9.540% 9.590% 8.46% 9.74%
R2030 REPUBLIC OF SOUTH
Sep 2033
AFRICA 10.930% 10.965% 9.96% 11.14%
R213 REPUBLIC OF SOUTH
Feb 2035
AFRICA 9.645% 9.675% 8.61% 9.82%
R2032 REPUBLIC OF SOUTH
Mar 2036
AFRICA 9.620% 9.655% 8.62% 9.81%
ES33 ESKOM HOLDINGSJanLIMITED
2037 9.705% 9.740% 8.69% 9.88%
R209 REPUBLIC OF SOUTH
Jan 2040
AFRICA 9.790% 9.820% 8.76% 9.95%
R2037 REPUBLIC OF SOUTH
Feb 2041
AFRICA 9.770% 9.805% 8.73% 9.94%
R214 REPUBLIC OF SOUTH
Apr 2042
AFRICA 11.140% 11.175% 10.13% 11.33%
R2044 REPUBLIC OF SOUTH
Jan 2044
AFRICA 9.815% 9.850% 8.80% 9.98%
R2048 REPUBLIC OF SOUTH
Feb 2048
AFRICA 9.800% 9.840% 8.76% 9.97%

Other Rates

Code Description Rate Previous YTD Low YTD High

SAFEX SAFEX Overnight Deposit Rate6.310% 6.320% 6.31% 6.56%
JIBAR1 JIBAR 1 Month 6.742% 6.742% 6.63% 6.92%
JIBAR3 JIBAR 3 Month 7.017% 7.000% 6.87% 7.16%
JIBAR6 JIBAR 6 Month 7.583% 7.567% 7.38% 7.60%
RSA 2 year retail bond 8.00% 0 0 0
RSA 3 year retail bond 8.25% 0 0 0
RSA 5 year retail bond 8.75% 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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