Markets and Commodity figures

14 January 2019

Total Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Deals Nominal Consideration Deals Nominal Consideration
Current Day 644 17.42 bn Rbn 17.74 335 75.49 bn Rbn 69.91
Week to Date 644 17.42 bn Rbn 17.74 335 75.49 bn Rbn 69.91
Month to Date 7,086 223.69 bn Rbn 226.66 2,584 389.83 bn Rbn 378.35
Year to Date 7,086 223.69 bn Rbn 226.66 2,584 389.83 bn Rbn 378.35

Foreign Client Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Party Deals Nominal Consideration Deals Nominal Consideration
Buy 41 3.35 bn Rbn 3.41 18 5.06 bn Rbn 5.16
Current Day Sell 37 1.91 bn Rbn 1.91 9 1.34 bn Rbn 1.18
Net 4 1.44 bn Rbn 1.50 9 3.72 bn Rbn 3.98
Buy 41 3.35 bn Rbn 3.41 18 5.06 bn Rbn 5.16
Week to Date Sell 37 1.91 bn Rbn 1.91 9 1.34 bn Rbn 1.18
Net 4 1.44 bn Rbn 1.50 9 3.72 bn Rbn 3.98
Buy 745 39.56 bn Rbn 40.25 274 65.13 bn Rbn 62.93
Month to Date Sell 573 30.58 bn Rbn 31.08 24 9.19 bn Rbn 9.51
Net 172 8.98 bn Rbn 9.18 250 55.94 bn Rbn 53.42
Buy 745 39.56 bn Rbn 40.25 274 65.13 bn Rbn 62.93
Year to Date Sell 573 30.58 bn Rbn 31.08 24 9.19 bn Rbn 9.51
Net 172 8.98 bn Rbn 9.18 250 55.94 bn Rbn 53.42

Index Levels

Code Index Yield Index Previous Return MTD Return YTD

ALBI20 9.193%
All Bond Index Top 640.233
20 Composite 641.846 1.12% 1.12%
GOVI 9.212%Split - 633.815
ALBI20 Issuer Class GOVI 635.449 1.14% 1.14%
OTHI 9.118%
ALBI20 Issuer Class Split - 665.177
OTHI 666.696 1.01% 1.01%
CILI15 3.134%
Composite Inflation 255.939
Linked Index Top 15 255.433 0.98% 0.98%
ICOR 3.840%
CILI15 Issuer Class 291.448
Split - ICOR 291.164 0.60% 0.60%
IGOV 3.100%
CILI15 Issuer Class 254.327
Split - IGOV 253.809 1.00% 1.00%
ISOE 3.830%
CILI15 Issuer Class 263.646
Split - ISOE 263.466 0.48% 0.48%
MMI JSE Money Market Index
0 249.981 249.828 0.29% 0.29%

ALBI Constituent Bonds

Bond Issuer Maturity MTM Previous YTD Low YTD High

R159 REPUBLIC OF SOUTH
Sep 2020
AFRICA 8.320% 8.275% 8.11% 8.32%
R203 REPUBLIC OF SOUTH
Mar 2021
AFRICA 7.120% 7.075% 6.91% 7.12%
ES18 ESKOM HOLDINGSJanLIMITED
2023 9.200% 9.145% 9.15% 9.31%
R204 REPUBLIC OF SOUTH
Feb 2023
AFRICA 9.110% 9.055% 9.06% 9.22%
R207 REPUBLIC OF SOUTH
Feb 2023
AFRICA 8.040% 7.985% 7.99% 8.15%
R208 REPUBLIC OF SOUTH
Aug 2025
AFRICA 10.500% 10.460% 10.46% 10.63%
ES23 ESKOM HOLDINGSAprLIMITED
2026 10.050% 10.010% 10.01% 10.18%
DV23 DEVELOPMENT DecBANK
2026
OF SOUTHERN
8.800% AFRICA 8.760% 8.76% 8.93%
R2023 REPUBLIC OF SOUTH
Jan 2030
AFRICA 9.295% 9.255% 9.25% 9.43%
ES26 ESKOM HOLDINGSFebLIMITED
2031 9.390% 9.355% 9.35% 9.54%
R186 REPUBLIC OF SOUTH
Mar 2032
AFRICA 9.505% 9.465% 9.47% 9.65%
R2030 REPUBLIC OF SOUTH
Sep 2033
AFRICA 10.890% 10.855% 10.86% 11.06%
R213 REPUBLIC OF SOUTH
Feb 2035
AFRICA 9.645% 9.610% 9.61% 9.81%
R2032 REPUBLIC OF SOUTH
Mar 2036
AFRICA 9.580% 9.545% 9.55% 9.75%
ES33 ESKOM HOLDINGSJanLIMITED
2037 9.710% 9.670% 9.67% 9.88%
R209 REPUBLIC OF SOUTH
Jan 2040
AFRICA 9.780% 9.745% 9.75% 9.95%
R2037 REPUBLIC OF SOUTH
Feb 2041
AFRICA 9.760% 9.720% 9.72% 9.93%
R214 REPUBLIC OF SOUTH
Apr 2042
AFRICA 11.130% 11.090% 11.09% 11.30%
R2044 REPUBLIC OF SOUTH
Jan 2044
AFRICA 9.800% 9.760% 9.76% 9.98%
R2048 REPUBLIC OF SOUTH
Feb 2048
AFRICA 9.780% 9.745% 9.74% 9.95%

Other Rates

Code Description Rate Previous YTD Low YTD High

SAFEX SAFEX Overnight Deposit Rate6.590% 6.590% 6.59% 6.59%
JIBAR1 JIBAR 1 Month 6.975% 6.975% 6.96% 6.98%
JIBAR3 JIBAR 3 Month 7.150% 7.150% 7.15% 7.15%
JIBAR6 JIBAR 6 Month 7.750% 7.750% 7.75% 7.75%
RSA 2 year retail bond 7.50% 0 0 0
RSA 3 year retail bond 8.25% 0 0 0
RSA 5 year retail bond 9.25% 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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