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Markets and Commodity figures

23 August 2018

Total Market Turnover Statistics

Standard Turnover REPO 1 Turnover


Deals Nominal Consideration Deals Nominal Consideration
Current Day 889 19.42 bn Rbn 19.66 219 36.76 bn Rbn 34.85
Week to Date 3 567 81.18 bn Rbn 84.72 1 508 205.83 bn Rbn 192.52
Month to Date 19 306 597.62 bn Rbn 613.40 5 465 749.27 bn Rbn 708.92
Year to Date 201 955 6 149.63 bn Rbn 6 395.73 51 597 6 670.66 bn Rbn 6 613.98

Foreign Client Market Turnover Statistics

Standard Turnover REPO 1 Turnover


Party Deals Nominal Consideration Deals Nominal Consideration
Buy 61 2.44 bn Rbn 2.53 19 1.49 bn Rbn 1.61
Current Day Sell 61 1.66 bn Rbn 1.67 19 5.75 bn Rbn 5.27
Net 0.78 bn Rbn 0.86 -4.26 bn Rbn -3.66
Buy 213 8.35 bn Rbn 8.67 90 12.96 bn Rbn 12.08
Week to Date Sell 172 6.92 bn Rbn 7.15 70 20.08 bn Rbn 18.27
Net 41 1.43 bn Rbn 1.53 20 -7.13 bn Rbn -6.19
Buy 1 245 64.87 bn Rbn 66.37 360 64.21 bn Rbn 59.47
Month to Date Sell 1 231 77.08 bn Rbn 79.00 167 41.54 bn Rbn 39.37
Net 14 -12.20 bn Rbn -12.62 193 22.67 bn Rbn 20.09
Buy 13 804 763.28 bn Rbn 794.86 2 812 411.57 bn Rbn 387.75
Year to Date Sell 13 097 804.19 bn Rbn 837.82 2 680 710.88 bn Rbn 749.35
Net 707 -40.91 bn Rbn -42.96 132 -299.31 bn Rbn -361.60

Index Levels

Code Index Yield Index Previous Return MTD Return YTD


ALBI20 9.160%
All Bond Index Top 614.219
20 Composite 614.218 -1.89% 4.47%
GOVI 9.310%Split - 609.212
ALBI20 Issuer Class GOVI 609.233 -2.06% 3.85%
OTHI 8.680%
ALBI20 Issuer Class Split - 634.604
OTHI 634.529 -1.37% 6.24%
CILI15 3.066%
Composite Inflation 250.545
Linked Index Top 15 250.596 -0.56% -0.86%
ICOR 3.952%
CILI15 Issuer Class 280.003
Split - ICOR 280.147 -0.25% 3.38%
IGOV 3.024%
CILI15 Issuer Class 249.171
Split - IGOV 249.217 -0.58% -1.04%
ISOE 3.825%
CILI15 Issuer Class 255.094
Split - ISOE 255.285 -0.07% 1.81%
MMI JSE Money Market Index
0 242.883 242.832 0.43% 4.78%

ALBI Constituent Bonds

Bond Issuer Maturity MTM Previous YTD Low YTD High


R159 REPUBLIC OF SOUTH
Jan 2020
AFRICA 7.595% 7.605% 6.58% 7.81%
R203 REPUBLIC OF SOUTH
Feb 2020
AFRICA 8.615% 8.625% 7.69% 8.89%
ES18 ESKOM HOLDINGSSepLIMITED
2020 9.100% 9.090% 8.20% 9.45%
R204 REPUBLIC OF SOUTH
Mar 2021
AFRICA 7.880% 7.870% 6.87% 8.10%
R207 REPUBLIC OF SOUTH
Feb 2023
AFRICA 9.615% 9.630% 8.57% 9.82%
R208 REPUBLIC OF SOUTH
Feb 2023
AFRICA 8.365% 8.380% 7.24% 8.50%
ES23 ESKOM HOLDINGSAprLIMITED
2026 10.195% 10.205% 9.17% 10.44%
DV23 DEVELOPMENT DecBANK
2026
OF SOUTHERN
8.935% AFRICA 8.945% 7.88% 9.16%
R2023 REPUBLIC OF SOUTH
Jan 2030
AFRICA 9.340% 9.350% 8.28% 9.57%
ES26 ESKOM HOLDINGSFebLIMITED
2031 9.425% 9.435% 8.36% 9.64%
R186 REPUBLIC OF SOUTH
Mar 2032
AFRICA 9.515% 9.525% 8.46% 9.74%
R2030 REPUBLIC OF SOUTH
Sep 2033
AFRICA 10.930% 10.935% 9.96% 11.14%
R213 REPUBLIC OF SOUTH
Feb 2035
AFRICA 9.660% 9.660% 8.61% 9.82%
R2032 REPUBLIC OF SOUTH
Mar 2036
AFRICA 9.620% 9.625% 8.62% 9.81%
ES33 ESKOM HOLDINGSJanLIMITED
2037 9.710% 9.710% 8.69% 9.88%
R209 REPUBLIC OF SOUTH
Jan 2040
AFRICA 9.780% 9.780% 8.76% 9.95%
R2037 REPUBLIC OF SOUTH
Feb 2041
AFRICA 9.765% 9.770% 8.73% 9.94%
R214 REPUBLIC OF SOUTH
Apr 2042
AFRICA 11.135% 11.140% 10.13% 11.33%
R2044 REPUBLIC OF SOUTH
Jan 2044
AFRICA 9.810% 9.810% 8.80% 9.98%
R2048 REPUBLIC OF SOUTH
Feb 2048
AFRICA 9.795% 9.795% 8.76% 9.97%

Other Rates

Code Description Rate Previous YTD Low YTD High


SAFEX SAFEX Overnight Deposit Rate6.340% 6.340% 6.31% 6.56%
JIBAR1 JIBAR 1 Month 6.750% 6.750% 6.63% 6.92%
JIBAR3 JIBAR 3 Month 7.017% 7.017% 6.87% 7.16%
JIBAR6 JIBAR 6 Month 7.633% 7.625% 7.38% 7.63%
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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