Markets and Commodity figures

12 August 2020

Total Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Deals Nominal Consideration Deals Nominal Consideration
Current Day 1,019 30.85 bn Rbn 31.73 224 43.63 bn Rbn 38.18
Week to Date 3,165 103.00 bn Rbn 100.60 847 131.94 bn Rbn 124.11
Month to Date 10,292 301.17 bn Rbn 286.65 2,149 371.21 bn Rbn 349.04
Year to Date 223,901 7,414.41 bn Rbn 7,135.74 48,979 7,078.37 bn Rbn 6,924.36

Foreign Client Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Party Deals Nominal Consideration Deals Nominal Consideration
Buy 74 6.40 bn Rbn 6.84 12 1.01 bn Rbn 0.98
Current Day Sell 75 6.58 bn Rbn 7.20 22 10.07 bn Rbn 9.53
Net -1 -0.19 bn Rbn -0.36 -10 -9.06 bn Rbn -8.55
Buy 134 12.19 bn Rbn 12.14 22 1.44 bn Rbn 1.36
Week to Date Sell 122 10.82 bn Rbn 11.35 47 28.97 bn Rbn 30.52
Net 12 1.37 bn Rbn 0.80 -25 -27.53 bn Rbn -29.16
Buy 418 27.85 bn Rbn 26.94 58 3.22 bn Rbn 2.76
Month to Date Sell 405 28.96 bn Rbn 28.22 165 91.49 bn Rbn 95.10
Net 13 -1.10 bn Rbn -1.28 -107 -88.27 bn Rbn -92.34
Buy 13,310 934.47 bn Rbn 899.67 2,402 378.66 bn Rbn 330.83
Year to Date Sell 13,997 997.74 bn Rbn 955.50 1,803 867.19 bn Rbn 908.03
Net -687 -63.26 bn Rbn -55.83 599 -488.53 bn Rbn -577.20

Index Levels

Code Index Yield Index Previous Return MTD Return YTD

ALBI20 9.690%
All Bond Index Top 705.373
20 Composite 705.060 0.01% 0.98%
GOVI 9.685%Split - 696.869
ALBI20 Issuer Class GOVI 696.545 0.03% 0.88%
OTHI 9.717%
ALBI20 Issuer Class Split - 740.225
OTHI 739.995 -0.11% 1.56%
CILI15 4.013%
Composite Inflation 252.526
Linked Index Top 15 252.034 0.47% -2.89%
ICOR 4.503%
CILI15 Issuer Class 319.726
Split - ICOR 319.242 -0.01% 3.31%
IGOV 3.982%
CILI15 Issuer Class 249.865
Split - IGOV 249.367 0.50% -3.11%
ISOE 5.310%
CILI15 Issuer Class 274.140
Split - ISOE 274.340 -0.47% -0.42%
MMI JSE Money Market Index
0 279.618 279.561 0.19% 4.29%

ALBI Constituent Bonds

Bond Issuer Maturity MTM Previous YTD Low YTD High

R159 REPUBLIC OF SOUTH
Jan 2023
AFRICA 5.580% 5.650% 5.58% 8.76%
R203 REPUBLIC OF SOUTH
Feb 2023
AFRICA 6.040% 6.110% 6.04% 8.99%
ES18 ESKOM HOLDINGSFebLIMITED
2023 4.400% 4.470% 4.40% 7.77%
R204 REPUBLIC OF SOUTH
Aug 2025
AFRICA 8.950% 9.050% 8.81% 12.56%
R207 REPUBLIC OF SOUTH
Apr 2026
AFRICA 8.420% 8.450% 8.25% 12.19%
R208 REPUBLIC OF SOUTH
Dec 2026
AFRICA 7.380% 7.410% 7.21% 11.15%
ES23 ESKOM HOLDINGS
NovLIMITED
2027 9.380% 9.410% 9.09% 12.77%
DV23 DEVELOPMENT NovBANK
2028
OF SOUTHERN
9.330% AFRICA 9.360% 9.16% 13.13%
R2023 REPUBLIC OF SOUTH
Jan 2030
AFRICA 9.275% 9.270% 8.64% 12.34%
ES26 ESKOM HOLDINGSFebLIMITED
2031 9.745% 9.745% 8.91% 12.61%
R186 REPUBLIC OF SOUTH
Mar 2032
AFRICA 10.200% 10.205% 9.11% 12.86%
R2030 REPUBLIC OF SOUTH
Sep 2033
AFRICA 11.885% 11.875% 10.66% 14.17%
R213 REPUBLIC OF SOUTH
Feb 2035
AFRICA 10.985% 10.975% 9.52% 13.05%
R2032 REPUBLIC OF SOUTH
Mar 2036
AFRICA 10.865% 10.855% 9.58% 13.10%
ES33 ESKOM HOLDINGSJanLIMITED
2037 11.265% 11.255% 9.70% 13.20%
R209 REPUBLIC OF SOUTH
Jan 2040
AFRICA 11.480% 11.480% 9.85% 13.31%
R2037 REPUBLIC OF SOUTH
Feb 2041
AFRICA 11.135% 11.125% 9.81% 13.26%
R214 REPUBLIC OF SOUTH
Apr 2042
AFRICA 12.285% 12.275% 11.03% 14.48%
R2044 REPUBLIC OF SOUTH
Jan 2044
AFRICA 11.580% 11.575% 9.92% 13.33%
R2048 REPUBLIC OF SOUTH
Feb 2048
AFRICA 11.545% 11.540% 9.93% 13.31%

Other Rates

Code Description Rate Previous YTD Low YTD High

SAFEX SAFEX Overnight Deposit Rate3.340% 3.340% 3.34% 6.35%
JIBAR1 JIBAR 1 Month 3.392% 3.433% 3.39% 6.63%
JIBAR3 JIBAR 3 Month 3.442% 3.500% 3.44% 6.80%
JIBAR6 JIBAR 6 Month 3.500% 3.525% 3.50% 7.31%
RSA 2 year retail bond 5.25% 0 0 0
RSA 3 year retail bond 6.00% 0 0 0
RSA 5 year retail bond 8.00% 0 0 0
RSA 3 year inflation linked retail
3.50%
bond 0 0 0
RSA 5 year inflation linked retail
4.50%
bond 0 0 0
RSA 10 year inflation linked retail
5.00%
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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