Markets and Commodity figures

27 September 2019

Total Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Deals Nominal Consideration Deals Nominal Consideration
Current Day 1,065 31.18 bn Rbn 31.79 177 27.00 bn Rbn 28.14
Week to Date 3,611 114.56 bn Rbn 113.07 1,275 187.94 bn Rbn 190.79
Month to Date 21,348 706.13 bn Rbn 707.78 6,507 998.37 bn Rbn 1,003.18
Year to Date 219,295 7,637.58 bn Rbn 7,685.49 67,576 9,924.97 bn Rbn 9,785.23

Foreign Client Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Party Deals Nominal Consideration Deals Nominal Consideration
Buy 54 2.01 bn Rbn 2.11 7 2.51 bn Rbn 2.37
Current Day Sell 40 1.73 bn Rbn 1.81 1 0.26 bn Rbn 0.25
Net 14 0.28 bn Rbn 0.29 6 2.24 bn Rbn 2.13
Buy 189 11.95 bn Rbn 12.19 81 17.89 bn Rbn 16.00
Week to Date Sell 175 11.86 bn Rbn 11.69 12 2.66 bn Rbn 2.61
Net 14 0.09 bn Rbn 0.50 69 15.24 bn Rbn 13.39
Buy 1,100 78.07 bn Rbn 77.31 324 67.86 bn Rbn 62.85
Month to Date Sell 1,090 80.13 bn Rbn 80.24 61 21.21 bn Rbn 22.60
Net 10 -2.05 bn Rbn -2.93 263 46.64 bn Rbn 40.24
Buy 15,398 962.78 bn Rbn 972.59 3,279 670.45 bn Rbn 636.70
Year to Date Sell 14,999 969.16 bn Rbn 981.35 906 343.18 bn Rbn 355.87
Net 399 -6.38 bn Rbn -8.75 2,373 327.27 bn Rbn 280.84

Index Levels

Code Index Yield Index Previous Return MTD Return YTD

ALBI20 9.112%
All Bond Index Top 687.305
20 Composite 686.737 0.61% 8.55%
GOVI 9.215%Split - 680.222
ALBI20 Issuer Class GOVI 679.647 0.61% 8.55%
OTHI 8.684%
ALBI20 Issuer Class Split - 714.886
OTHI 714.352 0.61% 8.56%
CILI15 3.344%
Composite Inflation 262.208
Linked Index Top 15 262.222 0.31% 3.45%
ICOR 3.813%
CILI15 Issuer Class 308.423
Split - ICOR 308.354 0.51% 6.46%
IGOV 3.311%
CILI15 Issuer Class 260.196
Split - IGOV 260.215 0.31% 3.33%
ISOE 4.059%
CILI15 Issuer Class 274.780
Split - ISOE 274.717 0.42% 4.73%
MMI JSE Money Market Index
0 263.290 263.242 0.53% 5.63%

ALBI Constituent Bonds

Bond Issuer Maturity MTM Previous YTD Low YTD High

R159 REPUBLIC OF SOUTH
Mar 2021
AFRICA 6.650% 6.650% 6.20% 7.19%
R203 REPUBLIC OF SOUTH
Jan 2023
AFRICA 8.595% 8.595% 8.25% 9.31%
ES18 ESKOM HOLDINGSFebLIMITED
2023 8.365% 8.365% 8.02% 9.22%
R204 REPUBLIC OF SOUTH
Feb 2023
AFRICA 7.395% 7.395% 7.08% 8.15%
R207 REPUBLIC OF SOUTH
Nov 2023
AFRICA 8.770% 8.770% 8.53% 9.70%
R208 REPUBLIC OF SOUTH
Aug 2025
AFRICA 9.790% 9.795% 9.48% 10.64%
ES23 ESKOM HOLDINGSAprLIMITED
2026 9.510% 9.515% 9.20% 10.19%
DV23 DEVELOPMENT DecBANK
2026
OF SOUTHERN
8.290% AFRICA 8.295% 7.98% 8.94%
R2023 REPUBLIC OF SOUTH
Jan 2030
AFRICA 8.975% 8.985% 8.61% 9.47%
ES26 ESKOM HOLDINGSFebLIMITED
2031 9.175% 9.185% 8.80% 9.58%
R186 REPUBLIC OF SOUTH
Mar 2032
AFRICA 9.315% 9.325% 8.95% 9.69%
R2030 REPUBLIC OF SOUTH
Sep 2033
AFRICA 10.825% 10.830% 10.53% 11.10%
R213 REPUBLIC OF SOUTH
Feb 2035
AFRICA 9.585% 9.590% 9.24% 9.84%
R2032 REPUBLIC OF SOUTH
Mar 2036
AFRICA 9.585% 9.590% 9.27% 9.80%
ES33 ESKOM HOLDINGSJanLIMITED
2037 9.725% 9.735% 9.38% 9.92%
R209 REPUBLIC OF SOUTH
Jan 2040
AFRICA 9.855% 9.865% 9.51% 10.05%
R2037 REPUBLIC OF SOUTH
Feb 2041
AFRICA 9.840% 9.850% 9.54% 10.04%
R214 REPUBLIC OF SOUTH
Apr 2042
AFRICA 11.170% 11.180% 10.88% 11.38%
R2044 REPUBLIC OF SOUTH
Jan 2044
AFRICA 9.915% 9.925% 9.58% 10.09%
R2048 REPUBLIC OF SOUTH
Feb 2048
AFRICA 9.905% 9.915% 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 6.633% 6.633% 6.63% 6.98%
JIBAR3 JIBAR 3 Month 6.792% 6.792% 6.79% 7.16%
JIBAR6 JIBAR 6 Month 7.275% 7.267% 7.23% 7.75%
RSA 2 year retail bond 7.25% 0 0 0
RSA 3 year retail bond 7.50% 0 0 0
RSA 5 year retail bond 8.25% 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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