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Markets and Commodity figures

07 May 2020

Total Market Turnover Statistics

Standard Turnover REPO 1 Turnover


Deals Nominal Consideration Deals Nominal Consideration
Current Day 1,499 45.54 bn Rbn 43.71 233 28.64 bn Rbn 26.48
Week to Date 1,499 45.54 bn Rbn 43.71 233 28.64 bn Rbn 26.48
Month to Date 1,499 45.54 bn Rbn 43.71 233 28.64 bn Rbn 26.48
Year to Date 124,599 4,348.39 bn Rbn 4,174.57 30,108 4,237.06 bn Rbn 4,200.97

Foreign Client Market Turnover Statistics

Standard Turnover REPO 1 Turnover


Party Deals Nominal Consideration Deals Nominal Consideration
Buy 134 6.70 bn Rbn 6.15 21 4.60 bn Rbn 3.94
Current Day Sell 112 6.08 bn Rbn 5.75 11 5.82 bn Rbn 6.40
Net 22 0.63 bn Rbn 0.39 10 -1.22 bn Rbn -2.46
Buy 134 6.70 bn Rbn 6.15 21 4.60 bn Rbn 3.94
Week to Date Sell 112 6.08 bn Rbn 5.75 11 5.82 bn Rbn 6.40
Net 22 0.63 bn Rbn 0.39 10 -1.22 bn Rbn -2.46
Buy 134 6.70 bn Rbn 6.15 21 4.60 bn Rbn 3.94
Month to Date Sell 112 6.08 bn Rbn 5.75 11 5.82 bn Rbn 6.40
Net 22 0.63 bn Rbn 0.39 10 -1.22 bn Rbn -2.46
Buy 7,754 555.94 bn Rbn 532.41 1,562 286.55 bn Rbn 253.83
Year to Date Sell 8,001 620.20 bn Rbn 593.27 528 234.99 bn Rbn 234.13
Net -247 -64.26 bn Rbn -60.86 1,034 51.56 bn Rbn 19.71

Index Levels

Code Index Yield Index Previous Return MTD Return YTD


ALBI20 All Bond Index 10.045% 665.669
Top 20 Composite 663.137 0.46% -4.70%
GOVI 10.040%
ALBI20 Issuer Class Split - 657.854
GOVI 655.234 0.48% -4.77%
OTHI 10.072%
ALBI20 Issuer Class Split - 697.163
OTHI 695.212 0.36% -4.35%
CILI15 3.859%
Composite Inflation 254.479
Linked Index Top 15 253.907 0.33% -2.14%
ICOR 3.976%
CILI15 Issuer Class 316.098
Split - ICOR 315.726 0.22% 2.14%
IGOV 3.840%
CILI15 Issuer Class 251.991
Split - IGOV 251.444 0.32% -2.28%
ISOE 5.130%
CILI15 Issuer Class 272.394
Split - ISOE 269.235 1.29% -1.05%
MMI JSE Money Market Index
0 275.567 275.410 0.06% 2.78%

ALBI Constituent Bonds

Bond Issuer Maturity MTM Previous YTD Low YTD High


R159 REPUBLIC OF SOUTH
Jan 2023
AFRICA 6.465% 6.540% 6.47% 8.76%
R203 REPUBLIC OF SOUTH
Feb 2023
AFRICA 6.725% 6.800% 6.73% 8.99%
ES18 ESKOM HOLDINGSFebLIMITED
2023 5.475% 5.550% 5.48% 7.77%
R204 REPUBLIC OF SOUTH
Nov 2023
AFRICA 7.125% 7.200% 7.13% 9.17%
R207 REPUBLIC OF SOUTH
Aug 2025
AFRICA 9.735% 9.835% 9.19% 12.56%
R208 REPUBLIC OF SOUTH
Apr 2026
AFRICA 9.375% 9.475% 8.80% 12.19%
ES23 ESKOM HOLDINGSDecLIMITED
2026 8.335% 8.435% 7.75% 11.15%
DV23 DEVELOPMENT NovBANK
2028
OF SOUTHERN
10.315%AFRICA 10.415% 9.73% 13.13%
R2023 REPUBLIC OF SOUTH
Jan 2030
AFRICA 10.175% 10.280% 8.69% 12.34%
ES26 ESKOM HOLDINGSFebLIMITED
2031 10.475% 10.535% 8.91% 12.61%
R186 REPUBLIC OF SOUTH
Mar 2032
AFRICA 10.745% 10.780% 9.11% 12.86%
R2030 REPUBLIC OF SOUTH
Sep 2033
AFRICA 12.350% 12.365% 10.66% 14.17%
R213 REPUBLIC OF SOUTH
Feb 2035
AFRICA 11.295% 11.315% 9.52% 13.05%
R2032 REPUBLIC OF SOUTH
Mar 2036
AFRICA 11.280% 11.295% 9.58% 13.10%
ES33 ESKOM HOLDINGSJanLIMITED
2037 11.480% 11.505% 9.70% 13.20%
R209 REPUBLIC OF SOUTH
Jan 2040
AFRICA 11.665% 11.705% 9.85% 13.31%
R2037 REPUBLIC OF SOUTH
Feb 2041
AFRICA 11.555% 11.595% 9.81% 13.26%
R214 REPUBLIC OF SOUTH
Apr 2042
AFRICA 12.755% 12.795% 11.03% 14.48%
R2044 REPUBLIC OF SOUTH
Jan 2044
AFRICA 11.735% 11.795% 9.92% 13.33%
R2048 REPUBLIC OF SOUTH
Feb 2048
AFRICA 11.750% 11.795% 9.93% 13.31%

Other Rates

Code Description Rate Previous YTD Low YTD High


SAFEX SAFEX Overnight Deposit Rate4.100% 4.100% 4.10% 6.35%
JIBAR1 JIBAR 1 Month 4.442% 4.467% 4.44% 6.63%
JIBAR3 JIBAR 3 Month 4.550% 4.575% 4.55% 6.80%
JIBAR6 JIBAR 6 Month 4.958% 4.975% 4.96% 7.31%
RSA 2 year retail bond 6.50% 0 0 0
RSA 3 year retail bond 7.75% 0 0 0
RSA 5 year retail bond 10.00% 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
3.75%
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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