Markets and Commodity figures

20 August 2019

Total Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Deals Nominal Consideration Deals Nominal Consideration
Current Day 1,085 38.43 bn Rbn 38.18 826 86.02 bn Rbn 85.98
Week to Date 1,966 65.29 bn Rbn 64.22 1,078 149.23 bn Rbn 145.90
Month to Date 15,963 636.00 bn Rbn 631.66 4,918 771.93 bn Rbn 755.41
Year to Date 189,823 6,690.21 bn Rbn 6,733.23 58,785 8,612.27 bn Rbn 8,465.17

Foreign Client Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Party Deals Nominal Consideration Deals Nominal Consideration
Buy 68 6.36 bn Rbn 6.48 21 5.32 bn Rbn 4.65
Current Day Sell 45 4.40 bn Rbn 4.42 4 0.44 bn Rbn 0.47
Net 23 1.96 bn Rbn 2.06 17 4.88 bn Rbn 4.18
Buy 113 9.37 bn Rbn 9.35 43 9.34 bn Rbn 8.40
Week to Date Sell 85 7.36 bn Rbn 7.21 3 0.40 bn Rbn 0.45
Net 28 2.01 bn Rbn 2.15 40 8.94 bn Rbn 7.96
Buy 1,160 66.95 bn Rbn 66.76 283 60.87 bn Rbn 55.90
Month to Date Sell 1,436 85.10 bn Rbn 83.89 40 10.25 bn Rbn 10.52
Net -276 -18.15 bn Rbn -17.13 243 50.62 bn Rbn 45.39
Buy 13,611 836.27 bn Rbn 845.14 2,829 581.67 bn Rbn 555.07
Year to Date Sell 13,338 842.51 bn Rbn 854.52 807 313.68 bn Rbn 324.19
Net 273 -6.25 bn Rbn -9.38 2,022 267.99 bn Rbn 230.87

Index Levels

Code Index Yield Index Previous Return MTD Return YTD

ALBI20 9.199%
All Bond Index Top 674.798
20 Composite 672.875 -0.26% 6.58%
GOVI 9.306%Split - 667.728
ALBI20 Issuer Class GOVI 665.738 -0.28% 6.56%
OTHI 8.764%
ALBI20 Issuer Class Split - 702.349
OTHI 700.716 -0.15% 6.66%
CILI15 3.295%
Composite Inflation 261.853
Linked Index Top 15 262.022 -0.03% 3.31%
ICOR 3.819%
CILI15 Issuer Class 306.121
Split - ICOR 306.152 0.07% 5.66%
IGOV 3.260%
CILI15 Issuer Class 259.913
Split - IGOV 260.088 -0.04% 3.21%
ISOE 4.038%
CILI15 Issuer Class 273.468
Split - ISOE 273.472 0.00% 4.23%
MMI JSE Money Market Index
0 261.366 261.315 0.39% 4.85%

ALBI Constituent Bonds

Bond Issuer Maturity MTM Previous YTD Low YTD High

R159 REPUBLIC OF SOUTH
Mar 2021
AFRICA 6.700% 6.700% 6.20% 7.19%
R203 REPUBLIC OF SOUTH
Jan 2023
AFRICA 8.640% 8.660% 8.25% 9.31%
ES18 ESKOM HOLDINGSFebLIMITED
2023 8.470% 8.490% 8.02% 9.22%
R204 REPUBLIC OF SOUTH
Feb 2023
AFRICA 7.440% 7.460% 7.08% 8.15%
R207 REPUBLIC OF SOUTH
Nov 2023
AFRICA 8.870% 8.890% 8.53% 9.70%
R208 REPUBLIC OF SOUTH
Aug 2025
AFRICA 9.890% 9.920% 9.48% 10.64%
ES23 ESKOM HOLDINGSAprLIMITED
2026 9.610% 9.640% 9.20% 10.19%
DV23 DEVELOPMENT DecBANK
2026
OF SOUTHERN
8.390% AFRICA 8.420% 7.98% 8.94%
R2023 REPUBLIC OF SOUTH
Jan 2030
AFRICA 9.085% 9.120% 8.61% 9.47%
ES26 ESKOM HOLDINGSFebLIMITED
2031 9.325% 9.360% 8.80% 9.58%
R186 REPUBLIC OF SOUTH
Mar 2032
AFRICA 9.460% 9.500% 8.95% 9.69%
R2030 REPUBLIC OF SOUTH
Sep 2033
AFRICA 10.985% 11.025% 10.53% 11.10%
R213 REPUBLIC OF SOUTH
Feb 2035
AFRICA 9.755% 9.790% 9.24% 9.84%
R2032 REPUBLIC OF SOUTH
Mar 2036
AFRICA 9.745% 9.785% 9.27% 9.80%
ES33 ESKOM HOLDINGSJanLIMITED
2037 9.870% 9.910% 9.38% 9.92%
R209 REPUBLIC OF SOUTH
Jan 2040
AFRICA 10.005% 10.045% 9.51% 10.05%
R2037 REPUBLIC OF SOUTH
Feb 2041
AFRICA 9.995% 10.035% 9.54% 10.04%
R214 REPUBLIC OF SOUTH
Apr 2042
AFRICA 11.335% 11.375% 10.88% 11.38%
R2044 REPUBLIC OF SOUTH
Jan 2044
AFRICA 10.050% 10.090% 9.58% 10.09%
R2048 REPUBLIC OF SOUTH
Feb 2048
AFRICA 10.020% 10.065% 9.55% 10.07%

Other Rates

Code Description Rate Previous YTD Low YTD High

SAFEX SAFEX Overnight Deposit Rate6.340% 6.340% 6.34% 6.60%
JIBAR1 JIBAR 1 Month 6.658% 6.658% 6.66% 6.98%
JIBAR3 JIBAR 3 Month 6.833% 6.833% 6.83% 7.16%
JIBAR6 JIBAR 6 Month 7.325% 7.325% 7.30% 7.75%
RSA 2 year retail bond 7.50% 0 0 0
RSA 3 year retail bond 7.75% 0 0 0
RSA 5 year retail bond 8.50% 0 0 0
RSA 3 year inflation linked retail
3.00%
bond 0 0 0
RSA 5 year inflation linked retail
3.25%
bond 0 0 0
RSA 10 year inflation linked retail
3.50%
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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