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Markets and Commodity figures

21 May 2019

Total Market Turnover Statistics

Standard Turnover REPO 1 Turnover


Deals Nominal Consideration Deals Nominal Consideration
Current Day 1,174 58.65 bn Rbn 56.95 778 100.09 bn Rbn 100.45
Week to Date 1,845 81.60 bn Rbn 80.44 1,198 157.04 bn Rbn 161.61
Month to Date 19,216 532.57 bn Rbn 540.55 5,218 751.04 bn Rbn 751.47
Year to Date 112,425 3,562.43 bn Rbn 3,599.16 35,055 4,836.88 bn Rbn 4,718.48

Foreign Client Market Turnover Statistics

Standard Turnover REPO 1 Turnover


Party Deals Nominal Consideration Deals Nominal Consideration
Buy 70 9.05 bn Rbn 9.07 15 4.94 bn Rbn 4.64
Current Day Sell 88 8.35 bn Rbn 8.05 9 7.05 bn Rbn 7.14
Net -18 0.70 bn Rbn 1.02 6 -2.11 bn Rbn -2.50
Buy 143 14.02 bn Rbn 14.04 21 5.78 bn Rbn 5.34
Week to Date Sell 173 12.54 bn Rbn 12.35 33 14.80 bn Rbn 15.83
Net -30 1.47 bn Rbn 1.68 -12 -9.02 bn Rbn -10.49
Buy 1,079 65.85 bn Rbn 66.45 248 50.33 bn Rbn 48.31
Month to Date Sell 1,026 68.76 bn Rbn 70.30 72 32.78 bn Rbn 34.23
Net 53 -2.91 bn Rbn -3.85 176 17.55 bn Rbn 14.08
Buy 7,828 444.62 bn Rbn 452.30 1,862 390.66 bn Rbn 371.54
Year to Date Sell 7,521 423.91 bn Rbn 434.82 518 185.37 bn Rbn 186.14
Net 307 20.71 bn Rbn 17.48 1,344 205.29 bn Rbn 185.39

Index Levels

Code Index Yield Index Previous Return MTD Return YTD


ALBI20 9.112%
All Bond Index Top 666.283
20 Composite 665.507 0.61% 5.23%
GOVI 9.218%Split - 659.642
ALBI20 Issuer Class GOVI 658.871 0.61% 5.27%
OTHI 8.694%
ALBI20 Issuer Class Split - 692.045
OTHI 691.249 0.62% 5.09%
CILI15 3.022%
Composite Inflation 261.486
Linked Index Top 15 261.411 -0.67% 3.16%
ICOR 3.572%
CILI15 Issuer Class 301.316
Split - ICOR 301.207 0.40% 4.00%
IGOV 2.986%
CILI15 Issuer Class 259.736
Split - IGOV 259.662 -0.72% 3.14%
ISOE 3.780%
CILI15 Issuer Class 269.825
Split - ISOE 269.726 0.27% 2.84%
MMI JSE Money Market Index
0 256.538 256.485 0.43% 2.92%

ALBI Constituent Bonds

Bond Issuer Maturity MTM Previous YTD Low YTD High


R159 REPUBLIC OF SOUTH
Sep 2020
AFRICA 7.875% 7.875% 7.80% 8.87%
R203 REPUBLIC OF SOUTH
Mar 2021
AFRICA 6.645% 6.645% 6.57% 7.19%
ES18 ESKOM HOLDINGSJanLIMITED
2023 8.770% 8.790% 8.70% 9.31%
R204 REPUBLIC OF SOUTH
Feb 2023
AFRICA 8.600% 8.620% 8.53% 9.22%
R207 REPUBLIC OF SOUTH
Feb 2023
AFRICA 7.600% 7.620% 7.53% 8.15%
R208 REPUBLIC OF SOUTH
Aug 2025
AFRICA 9.965% 9.990% 9.89% 10.64%
ES23 ESKOM HOLDINGSAprLIMITED
2026 9.705% 9.730% 9.64% 10.19%
DV23 DEVELOPMENT DecBANK
2026
OF SOUTHERN
8.465% AFRICA 8.490% 8.39% 8.94%
R2023 REPUBLIC OF SOUTH
Jan 2030
AFRICA 9.110% 9.130% 8.99% 9.47%
ES26 ESKOM HOLDINGSFebLIMITED
2031 9.250% 9.275% 9.11% 9.58%
R186 REPUBLIC OF SOUTH
Mar 2032
AFRICA 9.375% 9.395% 9.23% 9.69%
R2030 REPUBLIC OF SOUTH
Sep 2033
AFRICA 10.825% 10.835% 10.67% 11.10%
R213 REPUBLIC OF SOUTH
Feb 2035
AFRICA 9.595% 9.605% 9.42% 9.84%
R2032 REPUBLIC OF SOUTH
Mar 2036
AFRICA 9.550% 9.560% 9.37% 9.80%
ES33 ESKOM HOLDINGSJanLIMITED
2037 9.690% 9.700% 9.50% 9.92%
R209 REPUBLIC OF SOUTH
Jan 2040
AFRICA 9.770% 9.780% 9.58% 10.00%
R2037 REPUBLIC OF SOUTH
Feb 2041
AFRICA 9.750% 9.755% 9.57% 9.98%
R214 REPUBLIC OF SOUTH
Apr 2042
AFRICA 11.105% 11.110% 10.94% 11.35%
R2044 REPUBLIC OF SOUTH
Jan 2044
AFRICA 9.785% 9.790% 9.60% 10.02%
R2048 REPUBLIC OF SOUTH
Feb 2048
AFRICA 9.735% 9.740% 9.55% 9.99%

Other Rates

Code Description Rate Previous YTD Low YTD High


SAFEX SAFEX Overnight Deposit Rate6.600% 6.600% 6.59% 6.60%
JIBAR1 JIBAR 1 Month 6.975% 6.975% 6.96% 6.98%
JIBAR3 JIBAR 3 Month 7.158% 7.158% 7.15% 7.16%
JIBAR6 JIBAR 6 Month 7.692% 7.692% 7.69% 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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