Markets and Commodity figures

19 February 2019

Total Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Deals Nominal Consideration Deals Nominal Consideration
Current Day 1,212 50.51 bn Rbn 48.88 762 101.75 bn Rbn 96.00
Week to Date 2,011 82.27 bn Rbn 81.86 1,072 150.90 bn Rbn 142.08
Month to Date 15,890 578.49 bn Rbn 584.08 5,471 708.31 bn Rbn 678.10
Year to Date 35,082 1,191.46 bn Rbn 1,204.39 12,718 1,694.36 bn Rbn 1,622.92

Foreign Client Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Party Deals Nominal Consideration Deals Nominal Consideration
Buy 71 5.39 bn Rbn 5.33 10 3.57 bn Rbn 3.34
Current Day Sell 51 5.76 bn Rbn 5.81 10 5.07 bn Rbn 4.48
Net 20 -0.37 bn Rbn -0.47 -1.50 bn Rbn -1.13
Buy 105 9.40 bn Rbn 9.56 32 7.97 bn Rbn 7.39
Week to Date Sell 117 10.92 bn Rbn 11.20 14 6.71 bn Rbn 6.19
Net -12 -1.52 bn Rbn -1.64 18 1.26 bn Rbn 1.20
Buy 1,000 71.03 bn Rbn 72.31 319 76.57 bn Rbn 71.31
Month to Date Sell 1,021 71.31 bn Rbn 73.19 48 20.63 bn Rbn 19.41
Net -21 -0.29 bn Rbn -0.88 271 55.94 bn Rbn 51.90
Buy 2,568 159.48 bn Rbn 162.18 825 194.12 bn Rbn 183.09
Year to Date Sell 2,298 147.95 bn Rbn 151.49 107 43.15 bn Rbn 42.27
Net 270 11.54 bn Rbn 10.69 718 150.98 bn Rbn 140.81

Index Levels

Code Index Yield Index Previous Return MTD Return YTD

ALBI20 9.282%
All Bond Index Top 639.908
20 Composite 641.277 -1.78% 1.07%
GOVI 9.397%Split - 633.282
ALBI20 Issuer Class GOVI 634.712 -1.85% 1.06%
OTHI 8.846%
ALBI20 Issuer Class Split - 665.612
OTHI 666.738 -1.51% 1.08%
CILI15 3.157%
Composite Inflation 257.566
Linked Index Top 15 257.478 -0.04% 1.62%
ICOR 3.905%
CILI15 Issuer Class 292.401
Split - ICOR 292.351 -0.23% 0.93%
IGOV 3.115%
CILI15 Issuer Class 255.973
Split - IGOV 255.883 -0.04% 1.65%
ISOE 3.910%
CILI15 Issuer Class 264.801
Split - ISOE 264.756 -0.10% 0.92%
MMI JSE Money Market Index
0 251.823 251.773 0.39% 1.03%

ALBI Constituent Bonds

Bond Issuer Maturity MTM Previous YTD Low YTD High

R159 REPUBLIC OF SOUTH
Sep 2020
AFRICA 8.375% 8.360% 8.11% 8.42%
R203 REPUBLIC OF SOUTH
Mar 2021
AFRICA 7.145% 7.130% 6.91% 7.19%
ES18 ESKOM HOLDINGSJanLIMITED
2023 9.135% 9.120% 8.91% 9.31%
R204 REPUBLIC OF SOUTH
Feb 2023
AFRICA 9.005% 8.990% 8.78% 9.22%
R207 REPUBLIC OF SOUTH
Feb 2023
AFRICA 7.975% 7.960% 7.75% 8.15%
R208 REPUBLIC OF SOUTH
Aug 2025
AFRICA 10.565% 10.555% 10.28% 10.64%
ES23 ESKOM HOLDINGSAprLIMITED
2026 10.115% 10.105% 9.83% 10.19%
DV23 DEVELOPMENT DecBANK
2026
OF SOUTHERN
8.865% AFRICA 8.855% 8.58% 8.94%
R2023 REPUBLIC OF SOUTH
Jan 2030
AFRICA 9.400% 9.380% 9.09% 9.47%
ES26 ESKOM HOLDINGSFebLIMITED
2031 9.520% 9.500% 9.21% 9.58%
R186 REPUBLIC OF SOUTH
Mar 2032
AFRICA 9.630% 9.600% 9.31% 9.69%
R2030 REPUBLIC OF SOUTH
Sep 2033
AFRICA 11.045% 11.005% 10.74% 11.10%
R213 REPUBLIC OF SOUTH
Feb 2035
AFRICA 9.795% 9.750% 9.48% 9.84%
R2032 REPUBLIC OF SOUTH
Mar 2036
AFRICA 9.745% 9.705% 9.43% 9.80%
ES33 ESKOM HOLDINGSJanLIMITED
2037 9.875% 9.830% 9.55% 9.92%
R209 REPUBLIC OF SOUTH
Jan 2040
AFRICA 9.960% 9.910% 9.62% 10.00%
R2037 REPUBLIC OF SOUTH
Feb 2041
AFRICA 9.940% 9.890% 9.60% 9.98%
R214 REPUBLIC OF SOUTH
Apr 2042
AFRICA 11.310% 11.260% 10.97% 11.35%
R2044 REPUBLIC OF SOUTH
Jan 2044
AFRICA 9.970% 9.930% 9.64% 10.02%
R2048 REPUBLIC OF SOUTH
Feb 2048
AFRICA 9.940% 9.900% 9.62% 9.99%

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 6.967% 6.967% 6.96% 6.98%
JIBAR3 JIBAR 3 Month 7.150% 7.150% 7.15% 7.15%
JIBAR6 JIBAR 6 Month 7.725% 7.725% 7.73% 7.75%
RSA 2 year retail bond 7.25% 0 0 0
RSA 3 year retail bond 8.00% 0 0 0
RSA 5 year retail bond 8.75% 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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