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Markets and Commodity figures

16 January 2019

Total Market Turnover Statistics

Standard Turnover REPO 1 Turnover
Deals Nominal Consideration Deals Nominal Consideration
Current Day 791 27.20 bn Rbn 27.57 204 27.40 bn Rbn 27.63
Week to Date 1,991 63.79 bn Rbn 65.11 1,279 185.13 bn Rbn 177.75
Month to Date 8,432 270.05 bn Rbn 274.03 3,528 499.47 bn Rbn 486.19
Year to Date 8,432 270.05 bn Rbn 274.03 3,528 499.47 bn Rbn 486.19

Foreign Client Market Turnover Statistics

Standard Turnover REPO 1 Turnover
Party Deals Nominal Consideration Deals Nominal Consideration
Buy 75 3.39 bn Rbn 3.35 18 4.30 bn Rbn 4.14
Current Day Sell 53 3.89 bn Rbn 4.08 4 2.60 bn Rbn 2.87
Net 22 -0.51 bn Rbn -0.73 14 1.70 bn Rbn 1.27
Buy 162 8.57 bn Rbn 8.64 53 12.85 bn Rbn 12.36
Week to Date Sell 134 8.03 bn Rbn 8.25 12 3.56 bn Rbn 3.74
Net 28 0.53 bn Rbn 0.39 41 9.29 bn Rbn 8.63
Buy 863 44.70 bn Rbn 45.40 308 72.34 bn Rbn 69.58
Month to Date Sell 671 36.77 bn Rbn 37.50 28 11.99 bn Rbn 12.62
Net 192 7.93 bn Rbn 7.90 280 60.34 bn Rbn 56.96
Buy 863 44.70 bn Rbn 45.40 308 72.34 bn Rbn 69.58
Year to Date Sell 671 36.77 bn Rbn 37.50 28 11.99 bn Rbn 12.62
Net 192 7.93 bn Rbn 7.90 280 60.34 bn Rbn 56.96

Index Levels

Code Index Yield Index Previous Return MTD Return YTD
ALBI20 9.182%
All Bond Index Top 641.342
20 Composite 640.106 1.29% 1.29%
GOVI 9.199%Split - 634.981
ALBI20 Issuer Class GOVI 633.701 1.33% 1.33%
OTHI 9.110%
ALBI20 Issuer Class Split - 666.039
OTHI 664.993 1.14% 1.14%
CILI15 3.120%
Composite Inflation 256.404
Linked Index Top 15 256.092 1.16% 1.16%
ICOR 3.823%
CILI15 Issuer Class 291.917
Split - ICOR 291.566 0.76% 0.76%
IGOV 3.086%
CILI15 Issuer Class 254.793
Split - IGOV 254.481 1.18% 1.18%
ISOE 3.820%
CILI15 Issuer Class 263.891
Split - ISOE 263.712 0.58% 0.58%
MMI JSE Money Market Index
0 250.082 250.030 0.33% 0.33%

ALBI Constituent Bonds

Bond Issuer Maturity MTM Previous YTD Low YTD High
R159 REPUBLIC OF SOUTH
Sep 2020
AFRICA 8.295% 8.300% 8.11% 8.32%
R203 REPUBLIC OF SOUTH
Mar 2021
AFRICA 7.095% 7.100% 6.91% 7.12%
ES18 ESKOM HOLDINGSJanLIMITED
2023 9.130% 9.155% 9.13% 9.31%
R204 REPUBLIC OF SOUTH
Feb 2023
AFRICA 9.040% 9.065% 9.04% 9.22%
R207 REPUBLIC OF SOUTH
Feb 2023
AFRICA 7.970% 7.995% 7.97% 8.15%
R208 REPUBLIC OF SOUTH
Aug 2025
AFRICA 10.470% 10.500% 10.46% 10.63%
ES23 ESKOM HOLDINGSAprLIMITED
2026 10.020% 10.050% 10.01% 10.18%
DV23 DEVELOPMENT DecBANK
2026
OF SOUTHERN
8.770% AFRICA 8.800% 8.76% 8.93%
R2023 REPUBLIC OF SOUTH
Jan 2030
AFRICA 9.265% 9.295% 9.25% 9.43%
ES26 ESKOM HOLDINGSFebLIMITED
2031 9.365% 9.395% 9.35% 9.54%
R186 REPUBLIC OF SOUTH
Mar 2032
AFRICA 9.480% 9.510% 9.47% 9.65%
R2030 REPUBLIC OF SOUTH
Sep 2033
AFRICA 10.875% 10.895% 10.86% 11.06%
R213 REPUBLIC OF SOUTH
Feb 2035
AFRICA 9.635% 9.655% 9.61% 9.81%
R2032 REPUBLIC OF SOUTH
Mar 2036
AFRICA 9.565% 9.585% 9.55% 9.75%
ES33 ESKOM HOLDINGSJanLIMITED
2037 9.695% 9.715% 9.67% 9.88%
R209 REPUBLIC OF SOUTH
Jan 2040
AFRICA 9.775% 9.795% 9.75% 9.95%
R2037 REPUBLIC OF SOUTH
Feb 2041
AFRICA 9.755% 9.775% 9.72% 9.93%
R214 REPUBLIC OF SOUTH
Apr 2042
AFRICA 11.125% 11.145% 11.09% 11.30%
R2044 REPUBLIC OF SOUTH
Jan 2044
AFRICA 9.795% 9.815% 9.76% 9.98%
R2048 REPUBLIC OF SOUTH
Feb 2048
AFRICA 9.775% 9.795% 9.74% 9.95%

Other Rates

Code Description Rate Previous YTD Low YTD High
SAFEX SAFEX Overnight Deposit Rate6.590% 6.590% 6.59% 6.59%
JIBAR1 JIBAR 1 Month 6.975% 6.975% 6.96% 6.98%
JIBAR3 JIBAR 3 Month 7.150% 7.150% 7.15% 7.15%
JIBAR6 JIBAR 6 Month 7.750% 7.750% 7.75% 7.75%
RSA 2 year retail bond 7.50% 0 0 0
RSA 3 year retail bond 8.25% 0 0 0
RSA 5 year retail bond 9.25% 0 0 0
RSA 3 year inflation linked retail
3.50%
bond 0 0 0
RSA 5 year inflation linked retail
3.75%
bond 0 0 0
RSA 10 year inflation linked retail
4.00%
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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