Markets and Commodity figures

28 March 2019

Total Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Deals Nominal Consideration Deals Nominal Consideration
Current Day 1,217 35.53 bn Rbn 35.90 213 36.00 bn Rbn 34.22
Week to Date 5,186 145.00 bn Rbn 143.71 1,509 223.07 bn Rbn 214.90
Month to Date 21,746 660.80 bn Rbn 659.45 6,710 952.50 bn Rbn 922.94
Year to Date 66,056 2,133.60 bn Rbn 2,146.41 21,539 2,974.40 bn Rbn 2,857.92

Foreign Client Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Party Deals Nominal Consideration Deals Nominal Consideration
Buy 202 5.35 bn Rbn 5.72 9 0.85 bn Rbn 0.76
Current Day Sell 296 5.57 bn Rbn 5.84 1 0.09 bn Rbn 0.10
Net -94 -0.23 bn Rbn -0.13 8 0.76 bn Rbn 0.66
Buy 417 15.51 bn Rbn 15.77 45 6.96 bn Rbn 6.51
Week to Date Sell 529 16.46 bn Rbn 16.97 29 14.50 bn Rbn 14.79
Net -112 -0.95 bn Rbn -1.21 16 -7.54 bn Rbn -8.28
Buy 1,484 71.46 bn Rbn 72.51 333 61.40 bn Rbn 58.60
Month to Date Sell 1,474 72.61 bn Rbn 74.70 108 33.66 bn Rbn 34.42
Net 10 -1.15 bn Rbn -2.20 225 27.74 bn Rbn 24.18
Buy 4,673 265.90 bn Rbn 269.39 1,288 284.56 bn Rbn 268.45
Year to Date Sell 4,327 251.06 bn Rbn 257.35 239 83.46 bn Rbn 83.57
Net 346 14.84 bn Rbn 12.04 1,049 201.10 bn Rbn 184.88

Index Levels

Code Index Yield Index Previous Return MTD Return YTD

ALBI20 9.189%
All Bond Index Top 652.090
20 Composite 651.231 0.53% 2.99%
GOVI 9.299%Split - 645.542
ALBI20 Issuer Class GOVI 644.688 0.53% 3.02%
OTHI 8.765%
ALBI20 Issuer Class Split - 677.482
OTHI 676.604 0.54% 2.88%
CILI15 3.298%
Composite Inflation 255.285
Linked Index Top 15 255.495 -0.55% 0.72%
ICOR 3.984%
CILI15 Issuer Class 293.178
Split - ICOR 293.532 0.25% 1.19%
IGOV 3.257%
CILI15 Issuer Class 253.607
Split - IGOV 253.813 -0.57% 0.71%
ISOE 4.096%
CILI15 Issuer Class 263.169
Split - ISOE 263.392 -0.58% 0.30%
MMI JSE Money Market Index
0 253.737 253.683 0.57% 1.79%

ALBI Constituent Bonds

Bond Issuer Maturity MTM Previous YTD Low YTD High

R159 REPUBLIC OF SOUTH
Sep 2020
AFRICA 8.180% 8.215% 8.11% 8.87%
R203 REPUBLIC OF SOUTH
Mar 2021
AFRICA 6.950% 6.985% 6.91% 7.19%
ES18 ESKOM HOLDINGSJanLIMITED
2023 8.975% 9.000% 8.88% 9.31%
R204 REPUBLIC OF SOUTH
Feb 2023
AFRICA 8.815% 8.840% 8.75% 9.22%
R207 REPUBLIC OF SOUTH
Feb 2023
AFRICA 7.815% 7.840% 7.72% 8.15%
R208 REPUBLIC OF SOUTH
Aug 2025
AFRICA 10.185% 10.210% 10.19% 10.64%
ES23 ESKOM HOLDINGSAprLIMITED
2026 9.935% 9.960% 9.83% 10.19%
DV23 DEVELOPMENT DecBANK
2026
OF SOUTHERN
8.685% AFRICA 8.710% 8.58% 8.94%
R2023 REPUBLIC OF SOUTH
Jan 2030
AFRICA 9.255% 9.275% 9.09% 9.47%
ES26 ESKOM HOLDINGSFebLIMITED
2031 9.375% 9.395% 9.21% 9.58%
R186 REPUBLIC OF SOUTH
Mar 2032
AFRICA 9.485% 9.505% 9.31% 9.69%
R2030 REPUBLIC OF SOUTH
Sep 2033
AFRICA 10.935% 10.945% 10.74% 11.10%
R213 REPUBLIC OF SOUTH
Feb 2035
AFRICA 9.695% 9.705% 9.48% 9.84%
R2032 REPUBLIC OF SOUTH
Mar 2036
AFRICA 9.635% 9.645% 9.43% 9.80%
ES33 ESKOM HOLDINGSJanLIMITED
2037 9.770% 9.780% 9.55% 9.92%
R209 REPUBLIC OF SOUTH
Jan 2040
AFRICA 9.860% 9.870% 9.62% 10.00%
R2037 REPUBLIC OF SOUTH
Feb 2041
AFRICA 9.830% 9.840% 9.60% 9.98%
R214 REPUBLIC OF SOUTH
Apr 2042
AFRICA 11.200% 11.210% 10.97% 11.35%
R2044 REPUBLIC OF SOUTH
Jan 2044
AFRICA 9.840% 9.850% 9.64% 10.02%
R2048 REPUBLIC OF SOUTH
Feb 2048
AFRICA 9.805% 9.815% 9.62% 9.99%

Other Rates

Code Description Rate Previous YTD Low YTD High

SAFEX SAFEX Overnight Deposit Rate6.600% 6.590% 6.59% 6.60%
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 7.725% 7.725% 7.70% 7.75%
RSA 2 year retail bond 7.75% 0 0 0
RSA 3 year retail bond 8.00% 0 0 0
RSA 5 year retail bond 8.50% 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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