Markets and Commodity figures

03 July 2019

Total Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Deals Nominal Consideration Deals Nominal Consideration
Current Day 1,287 50.57 bn Rbn 51.41 265 52.89 bn Rbn 51.45
Week to Date 3,615 152.90 bn Rbn 151.12 1,262 217.86 bn Rbn 212.64
Month to Date 3,615 152.90 bn Rbn 151.12 1,262 217.86 bn Rbn 212.64
Year to Date 149,923 5,199.61 bn Rbn 5,236.31 46,757 6,650.16 bn Rbn 6,518.76

Foreign Client Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Party Deals Nominal Consideration Deals Nominal Consideration
Buy 103 6.69 bn Rbn 6.69 13 1.85 bn Rbn 1.82
Current Day Sell 75 8.48 bn Rbn 8.70 5 2.81 bn Rbn 3.19
Net 28 -1.80 bn Rbn -2.01 8 -0.96 bn Rbn -1.37
Buy 277 17.49 bn Rbn 17.42 41 11.42 bn Rbn 11.81
Week to Date Sell 244 20.66 bn Rbn 20.97 9 5.46 bn Rbn 6.16
Net 33 -3.17 bn Rbn -3.54 32 5.95 bn Rbn 5.65
Buy 277 17.49 bn Rbn 17.42 41 11.42 bn Rbn 11.81
Month to Date Sell 244 20.66 bn Rbn 20.97 9 5.46 bn Rbn 6.16
Net 33 -3.17 bn Rbn -3.54 32 5.95 bn Rbn 5.65
Buy 10,574 649.94 bn Rbn 658.08 2,270 466.44 bn Rbn 447.41
Year to Date Sell 9,949 633.61 bn Rbn 645.38 703 282.98 bn Rbn 291.22
Net 625 16.33 bn Rbn 12.71 1,567 183.46 bn Rbn 156.19

Index Levels

Code Index Yield Index Previous Return MTD Return YTD

ALBI20 8.982%
All Bond Index Top 682.787
20 Composite 678.932 0.17% 7.84%
GOVI 9.082%Split - 676.156
ALBI20 Issuer Class GOVI 672.172 0.18% 7.90%
OTHI 8.581%
ALBI20 Issuer Class Split - 708.432
OTHI 705.129 0.16% 7.58%
CILI15 3.161%
Composite Inflation 262.097
Linked Index Top 15 262.021 0.06% 3.40%
ICOR 3.728%
CILI15 Issuer Class 303.842
Split - ICOR 303.805 0.08% 4.87%
IGOV 3.125%
CILI15 Issuer Class 260.259
Split - IGOV 260.180 0.06% 3.35%
ISOE 3.924%
CILI15 Issuer Class 272.004
Split - ISOE 272.015 0.06% 3.67%
MMI JSE Money Market Index
0 258.863 258.812 0.10% 3.85%

ALBI Constituent Bonds

Bond Issuer Maturity MTM Previous YTD Low YTD High

R159 REPUBLIC OF SOUTH
Sep 2020
AFRICA 7.850% 7.905% 7.80% 8.87%
R203 REPUBLIC OF SOUTH
Mar 2021
AFRICA 6.320% 6.315% 6.32% 7.19%
ES18 ESKOM HOLDINGSJanLIMITED
2023 8.425% 8.480% 8.33% 9.31%
R204 REPUBLIC OF SOUTH
Feb 2023
AFRICA 8.195% 8.250% 8.10% 9.22%
R207 REPUBLIC OF SOUTH
Feb 2023
AFRICA 7.255% 7.310% 7.16% 8.15%
R208 REPUBLIC OF SOUTH
Aug 2025
AFRICA 9.600% 9.660% 9.54% 10.64%
ES23 ESKOM HOLDINGSAprLIMITED
2026 9.320% 9.380% 9.26% 10.19%
DV23 DEVELOPMENT DecBANK
2026
OF SOUTHERN
8.100% AFRICA 8.160% 8.04% 8.94%
R2023 REPUBLIC OF SOUTH
Jan 2030
AFRICA 8.815% 8.885% 8.77% 9.47%
ES26 ESKOM HOLDINGSFebLIMITED
2031 8.995% 9.065% 8.97% 9.58%
R186 REPUBLIC OF SOUTH
Mar 2032
AFRICA 9.155% 9.225% 9.11% 9.69%
R2030 REPUBLIC OF SOUTH
Sep 2033
AFRICA 10.665% 10.745% 10.67% 11.10%
R213 REPUBLIC OF SOUTH
Feb 2035
AFRICA 9.420% 9.500% 9.42% 9.84%
R2032 REPUBLIC OF SOUTH
Mar 2036
AFRICA 9.405% 9.485% 9.37% 9.80%
ES33 ESKOM HOLDINGSJanLIMITED
2037 9.535% 9.615% 9.50% 9.92%
R209 REPUBLIC OF SOUTH
Jan 2040
AFRICA 9.615% 9.705% 9.58% 10.00%
R2037 REPUBLIC OF SOUTH
Feb 2041
AFRICA 9.635% 9.720% 9.57% 9.98%
R214 REPUBLIC OF SOUTH
Apr 2042
AFRICA 10.965% 11.055% 10.94% 11.35%
R2044 REPUBLIC OF SOUTH
Jan 2044
AFRICA 9.675% 9.760% 9.60% 10.02%
R2048 REPUBLIC OF SOUTH
Feb 2048
AFRICA 9.635% 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 6.908% 6.908% 6.91% 6.98%
JIBAR3 JIBAR 3 Month 7.025% 7.025% 7.03% 7.16%
JIBAR6 JIBAR 6 Month 7.400% 7.400% 7.40% 7.75%
RSA 2 year retail bond 7.50% 0 0 0
RSA 3 year retail bond 7.75% 0 0 0
RSA 5 year retail bond 8.25% 0 0 0
RSA 3 year inflation linked retail
3.00%
bond 0 0 0
RSA 5 year inflation linked retail
3.25%
bond 0 0 0
RSA 10 year inflation linked retail
3.50%
bond 0 0 0
 Nominal Bond Curves (NACS)
9.60
9.10
8.60
8.10
7.60
7.10 Zero
6.60 Par/Swap
6.10
5.60
5.10
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4.60
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Zero
Par/Swap