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Markets and Commodity figures

17 January 2019

Total Market Turnover Statistics

Standard Turnover REPO 1 Turnover
Deals Nominal Consideration Deals Nominal Consideration
Current Day 747 28.75 bn Rbn 29.27 220 26.79 bn Rbn 26.06
Week to Date 2,737 92.53 bn Rbn 94.36 1,498 211.82 bn Rbn 203.73
Month to Date 9,178 298.78 bn Rbn 303.28 3,747 526.16 bn Rbn 512.17
Year to Date 9,178 298.78 bn Rbn 303.28 3,747 526.16 bn Rbn 512.17

Foreign Client Market Turnover Statistics

Standard Turnover REPO 1 Turnover
Party Deals Nominal Consideration Deals Nominal Consideration
Buy 50 3.47 bn Rbn 3.54 10 4.52 bn Rbn 4.28
Current Day Sell 72 5.71 bn Rbn 5.89 5 1.07 bn Rbn 1.03
Net -22 -2.24 bn Rbn -2.35 5 3.45 bn Rbn 3.25
Buy 213 12.06 bn Rbn 12.19 63 17.37 bn Rbn 16.65
Week to Date Sell 205 13.72 bn Rbn 14.12 17 4.63 bn Rbn 4.77
Net 8 -1.66 bn Rbn -1.93 46 12.74 bn Rbn 11.88
Buy 914 48.20 bn Rbn 48.95 318 76.86 bn Rbn 73.87
Month to Date Sell 742 42.46 bn Rbn 43.37 33 13.06 bn Rbn 13.65
Net 172 5.74 bn Rbn 5.59 285 63.80 bn Rbn 60.22
Buy 914 48.20 bn Rbn 48.95 318 76.86 bn Rbn 73.87
Year to Date Sell 742 42.46 bn Rbn 43.37 33 13.06 bn Rbn 13.65
Net 172 5.74 bn Rbn 5.59 285 63.80 bn Rbn 60.22

Index Levels

Code Index Yield Index Previous Return MTD Return YTD
ALBI20 9.196%
All Bond Index Top 640.514
20 Composite 641.342 1.16% 1.16%
GOVI 9.214%Split - 634.130
ALBI20 Issuer Class GOVI 634.981 1.19% 1.19%
OTHI 9.123%
ALBI20 Issuer Class Split - 665.312
OTHI 666.039 1.03% 1.03%
CILI15 3.114%
Composite Inflation 256.562
Linked Index Top 15 256.404 1.22% 1.22%
ICOR 3.806%
CILI15 Issuer Class 292.192
Split - ICOR 291.917 0.85% 0.85%
IGOV 3.081%
CILI15 Issuer Class 254.946
Split - IGOV 254.793 1.24% 1.24%
ISOE 3.800%
CILI15 Issuer Class 264.183
Split - ISOE 263.891 0.69% 0.69%
MMI JSE Money Market Index
0 250.133 250.082 0.35% 0.35%

ALBI Constituent Bonds

Bond Issuer Maturity MTM Previous YTD Low YTD High
R159 REPUBLIC OF SOUTH
Sep 2020
AFRICA 8.295% 8.295% 8.11% 8.32%
R203 REPUBLIC OF SOUTH
Mar 2021
AFRICA 7.095% 7.095% 6.91% 7.12%
ES18 ESKOM HOLDINGSJanLIMITED
2023 9.145% 9.130% 9.13% 9.31%
R204 REPUBLIC OF SOUTH
Feb 2023
AFRICA 9.055% 9.040% 9.04% 9.22%
R207 REPUBLIC OF SOUTH
Feb 2023
AFRICA 7.985% 7.970% 7.97% 8.15%
R208 REPUBLIC OF SOUTH
Aug 2025
AFRICA 10.485% 10.470% 10.46% 10.63%
ES23 ESKOM HOLDINGSAprLIMITED
2026 10.035% 10.020% 10.01% 10.18%
DV23 DEVELOPMENT DecBANK
2026
OF SOUTHERN
8.785% AFRICA 8.770% 8.76% 8.93%
R2023 REPUBLIC OF SOUTH
Jan 2030
AFRICA 9.285% 9.265% 9.25% 9.43%
ES26 ESKOM HOLDINGSFebLIMITED
2031 9.385% 9.365% 9.35% 9.54%
R186 REPUBLIC OF SOUTH
Mar 2032
AFRICA 9.500% 9.480% 9.47% 9.65%
R2030 REPUBLIC OF SOUTH
Sep 2033
AFRICA 10.900% 10.875% 10.86% 11.06%
R213 REPUBLIC OF SOUTH
Feb 2035
AFRICA 9.655% 9.635% 9.61% 9.81%
R2032 REPUBLIC OF SOUTH
Mar 2036
AFRICA 9.590% 9.565% 9.55% 9.75%
ES33 ESKOM HOLDINGSJanLIMITED
2037 9.720% 9.695% 9.67% 9.88%
R209 REPUBLIC OF SOUTH
Jan 2040
AFRICA 9.795% 9.775% 9.75% 9.95%
R2037 REPUBLIC OF SOUTH
Feb 2041
AFRICA 9.780% 9.755% 9.72% 9.93%
R214 REPUBLIC OF SOUTH
Apr 2042
AFRICA 11.150% 11.125% 11.09% 11.30%
R2044 REPUBLIC OF SOUTH
Jan 2044
AFRICA 9.820% 9.795% 9.76% 9.98%
R2048 REPUBLIC OF SOUTH
Feb 2048
AFRICA 9.800% 9.775% 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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