Markets and Commodity figures

04 March 2019

Total Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Deals Nominal Consideration Deals Nominal Consideration
Current Day 1,093 31.40 bn Rbn 32.27 357 60.75 bn Rbn 57.61
Week to Date 1,093 31.40 bn Rbn 32.27 357 60.75 bn Rbn 57.61
Month to Date 2,334 66.04 bn Rbn 66.34 577 93.52 bn Rbn 89.82
Year to Date 46,644 1,538.84 bn Rbn 1,553.30 15,406 2,115.42 bn Rbn 2,024.79

Foreign Client Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Party Deals Nominal Consideration Deals Nominal Consideration
Buy 132 5.02 bn Rbn 5.46 17 5.31 bn Rbn 4.87
Current Day Sell 107 6.19 bn Rbn 6.65
Net 25 -1.18 bn Rbn -1.20 17 5.31 bn Rbn 4.87
Buy 132 5.02 bn Rbn 5.46 17 5.31 bn Rbn 4.87
Week to Date Sell 107 6.19 bn Rbn 6.65
Net 25 -1.18 bn Rbn -1.20 17 5.31 bn Rbn 4.87
Buy 186 7.02 bn Rbn 7.54 38 9.37 bn Rbn 8.80
Month to Date Sell 161 9.94 bn Rbn 10.61 2 0.89 bn Rbn 1.00
Net 25 -2.93 bn Rbn -3.07 36 8.48 bn Rbn 7.80
Buy 3,375 201.46 bn Rbn 204.42 993 232.53 bn Rbn 218.65
Year to Date Sell 3,014 188.39 bn Rbn 193.26 133 50.69 bn Rbn 50.15
Net 361 13.07 bn Rbn 11.16 860 181.84 bn Rbn 168.50

Index Levels

Code Index Yield Index Previous Return MTD Return YTD

ALBI20 9.183%
All Bond Index Top 648.761
20 Composite 646.870 0.02% 2.47%
GOVI 9.293%Split - 642.323
ALBI20 Issuer Class GOVI 640.333 0.02% 2.50%
OTHI 8.763%
ALBI20 Issuer Class Split - 673.708
OTHI 672.212 -0.02% 2.31%
CILI15 3.227%
Composite Inflation 256.550
Linked Index Top 15 256.652 -0.06% 1.22%
ICOR 3.981%
CILI15 Issuer Class 291.885
Split - ICOR 292.246 -0.20% 0.75%
IGOV 3.185%
CILI15 Issuer Class 254.935
Split - IGOV 255.027 -0.05% 1.24%
ISOE 3.981%
CILI15 Issuer Class 264.247
Split - ISOE 264.476 -0.18% 0.71%
MMI JSE Money Market Index
0 252.512 252.362 0.08% 1.30%

ALBI Constituent Bonds

Bond Issuer Maturity MTM Previous YTD Low YTD High

R159 REPUBLIC OF SOUTH
Sep 2020
AFRICA 8.295% 8.305% 8.11% 8.42%
R203 REPUBLIC OF SOUTH
Mar 2021
AFRICA 7.065% 7.075% 6.91% 7.19%
ES18 ESKOM HOLDINGSJanLIMITED
2023 8.995% 9.005% 8.88% 9.31%
R204 REPUBLIC OF SOUTH
Feb 2023
AFRICA 8.865% 8.875% 8.75% 9.22%
R207 REPUBLIC OF SOUTH
Feb 2023
AFRICA 7.835% 7.845% 7.72% 8.15%
R208 REPUBLIC OF SOUTH
Aug 2025
AFRICA 10.415% 10.435% 10.28% 10.64%
ES23 ESKOM HOLDINGSAprLIMITED
2026 9.965% 9.985% 9.83% 10.19%
DV23 DEVELOPMENT DecBANK
2026
OF SOUTHERN
8.715% AFRICA 8.735% 8.58% 8.94%
R2023 REPUBLIC OF SOUTH
Jan 2030
AFRICA 9.245% 9.285% 9.09% 9.47%
ES26 ESKOM HOLDINGSFebLIMITED
2031 9.370% 9.400% 9.21% 9.58%
R186 REPUBLIC OF SOUTH
Mar 2032
AFRICA 9.485% 9.515% 9.31% 9.69%
R2030 REPUBLIC OF SOUTH
Sep 2033
AFRICA 10.915% 10.950% 10.74% 11.10%
R213 REPUBLIC OF SOUTH
Feb 2035
AFRICA 9.655% 9.695% 9.48% 9.84%
R2032 REPUBLIC OF SOUTH
Mar 2036
AFRICA 9.615% 9.650% 9.43% 9.80%
ES33 ESKOM HOLDINGSJanLIMITED
2037 9.735% 9.775% 9.55% 9.92%
R209 REPUBLIC OF SOUTH
Jan 2040
AFRICA 9.815% 9.850% 9.62% 10.00%
R2037 REPUBLIC OF SOUTH
Feb 2041
AFRICA 9.790% 9.830% 9.60% 9.98%
R214 REPUBLIC OF SOUTH
Apr 2042
AFRICA 11.160% 11.200% 10.97% 11.35%
R2044 REPUBLIC OF SOUTH
Jan 2044
AFRICA 9.815% 9.865% 9.64% 10.02%
R2048 REPUBLIC OF SOUTH
Feb 2048
AFRICA 9.790% 9.840% 9.62% 9.99%

Other Rates

Code Description Rate Previous YTD Low YTD High

SAFEX SAFEX Overnight Deposit Rate6.590% 6.590% 6.59% 6.60%
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 7.700% 7.700% 7.70% 7.75%
RSA 2 year retail bond 7.75% 0 0 0
RSA 3 year retail bond 8.00% 0 0 0
RSA 5 year retail bond 8.50% 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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