Markets and Commodity figures

14 May 2019

Total Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Deals Nominal Consideration Deals Nominal Consideration
Current Day 1,605 34.34 bn Rbn 33.40 872 98.16 bn Rbn 96.67
Week to Date 2,858 82.08 bn Rbn 81.11 1,212 159.94 bn Rbn 156.32
Month to Date 14,230 310.08 bn Rbn 313.09 3,156 473.63 bn Rbn 466.46
Year to Date 107,439 3,339.94 bn Rbn 3,371.70 32,993 4,559.48 bn Rbn 4,433.47

Foreign Client Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Party Deals Nominal Consideration Deals Nominal Consideration
Buy 70 4.78 bn Rbn 4.71 15 3.43 bn Rbn 3.22
Current Day Sell 67 4.27 bn Rbn 4.18 6 3.01 bn Rbn 3.13
Net 3 0.51 bn Rbn 0.52 9 0.41 bn Rbn 0.08
Buy 128 10.00 bn Rbn 9.86 37 9.23 bn Rbn 8.65
Week to Date Sell 142 12.35 bn Rbn 12.32 10 5.97 bn Rbn 6.14
Net -14 -2.35 bn Rbn -2.47 27 3.26 bn Rbn 2.51
Buy 483 30.31 bn Rbn 29.98 158 34.49 bn Rbn 33.29
Month to Date Sell 492 34.86 bn Rbn 35.52 32 13.55 bn Rbn 13.36
Net -9 -4.55 bn Rbn -5.54 126 20.94 bn Rbn 19.93
Buy 7,232 409.08 bn Rbn 415.83 1,772 374.83 bn Rbn 356.52
Year to Date Sell 6,987 390.01 bn Rbn 400.04 478 166.14 bn Rbn 165.27
Net 245 19.06 bn Rbn 15.79 1,294 208.68 bn Rbn 191.24

Index Levels

Code Index Yield Index Previous Return MTD Return YTD

ALBI20 9.101%
All Bond Index Top 665.915
20 Composite 664.827 0.56% 5.17%
GOVI 9.207%Split - 659.294
ALBI20 Issuer Class GOVI 658.202 0.56% 5.21%
OTHI 8.685%
ALBI20 Issuer Class Split - 691.595
OTHI 690.522 0.56% 5.03%
CILI15 3.008%
Composite Inflation 261.134
Linked Index Top 15 261.184 -0.80% 3.02%
ICOR 3.536%
CILI15 Issuer Class 300.991
Split - ICOR 300.882 0.29% 3.89%
IGOV 2.973%
CILI15 Issuer Class 259.385
Split - IGOV 259.443 -0.86% 3.00%
ISOE 3.752%
CILI15 Issuer Class 269.446
Split - ISOE 269.347 0.13% 2.69%
MMI JSE Money Market Index
0 256.173 256.121 0.28% 2.77%

ALBI Constituent Bonds

Bond Issuer Maturity MTM Previous YTD Low YTD High

R159 REPUBLIC OF SOUTH
Sep 2020
AFRICA 7.810% 7.820% 7.81% 8.87%
R203 REPUBLIC OF SOUTH
Mar 2021
AFRICA 6.580% 6.590% 6.58% 7.19%
ES18 ESKOM HOLDINGSJanLIMITED
2023 8.785% 8.815% 8.75% 9.31%
R204 REPUBLIC OF SOUTH
Feb 2023
AFRICA 8.615% 8.645% 8.58% 9.22%
R207 REPUBLIC OF SOUTH
Feb 2023
AFRICA 7.615% 7.645% 7.58% 8.15%
R208 REPUBLIC OF SOUTH
Aug 2025
AFRICA 9.975% 10.015% 9.95% 10.64%
ES23 ESKOM HOLDINGSAprLIMITED
2026 9.725% 9.765% 9.70% 10.19%
DV23 DEVELOPMENT DecBANK
2026
OF SOUTHERN
8.475% AFRICA 8.515% 8.45% 8.94%
R2023 REPUBLIC OF SOUTH
Jan 2030
AFRICA 9.100% 9.130% 8.99% 9.47%
ES26 ESKOM HOLDINGSFebLIMITED
2031 9.230% 9.250% 9.11% 9.58%
R186 REPUBLIC OF SOUTH
Mar 2032
AFRICA 9.355% 9.375% 9.23% 9.69%
R2030 REPUBLIC OF SOUTH
Sep 2033
AFRICA 10.810% 10.835% 10.67% 11.10%
R213 REPUBLIC OF SOUTH
Feb 2035
AFRICA 9.570% 9.580% 9.42% 9.84%
R2032 REPUBLIC OF SOUTH
Mar 2036
AFRICA 9.525% 9.535% 9.37% 9.80%
ES33 ESKOM HOLDINGSJanLIMITED
2037 9.675% 9.680% 9.50% 9.92%
R209 REPUBLIC OF SOUTH
Jan 2040
AFRICA 9.755% 9.770% 9.58% 10.00%
R2037 REPUBLIC OF SOUTH
Feb 2041
AFRICA 9.730% 9.745% 9.57% 9.98%
R214 REPUBLIC OF SOUTH
Apr 2042
AFRICA 11.085% 11.115% 10.94% 11.35%
R2044 REPUBLIC OF SOUTH
Jan 2044
AFRICA 9.760% 9.775% 9.60% 10.02%
R2048 REPUBLIC OF SOUTH
Feb 2048
AFRICA 9.705% 9.720% 9.55% 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 6.967% 6.967% 6.96% 6.98%
JIBAR3 JIBAR 3 Month 7.158% 7.158% 7.15% 7.16%
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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