Markets and Commodity figures

30 July 2019

Total Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Deals Nominal Consideration Deals Nominal Consideration
Current Day 1,503 53.77 bn Rbn 53.42 839 90.82 bn Rbn 91.42
Week to Date 2,570 98.72 bn Rbn 98.67 1,137 156.87 bn Rbn 153.82
Month to Date 25,804 950.64 bn Rbn 957.98 8,244 1,387.73 bn Rbn 1,383.06
Year to Date 172,112 5,997.35 bn Rbn 6,043.17 53,739 7,820.02 bn Rbn 7,689.18

Foreign Client Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Party Deals Nominal Consideration Deals Nominal Consideration
Buy 131 9.85 bn Rbn 9.56 15 2.77 bn Rbn 2.50
Current Day Sell 103 7.96 bn Rbn 8.11 3 0.73 bn Rbn 0.79
Net 28 1.90 bn Rbn 1.45 12 2.05 bn Rbn 1.71
Buy 208 15.49 bn Rbn 15.42 31 4.18 bn Rbn 3.81
Week to Date Sell 192 15.25 bn Rbn 15.68 4 1.72 bn Rbn 1.92
Net 16 0.24 bn Rbn -0.26 27 2.46 bn Rbn 1.89
Buy 1,729 121.12 bn Rbn 121.75 310 64.19 bn Rbn 62.12
Month to Date Sell 1,637 126.75 bn Rbn 128.10 69 25.26 bn Rbn 27.91
Net 92 -5.63 bn Rbn -6.36 241 38.93 bn Rbn 34.20
Buy 12,026 753.58 bn Rbn 762.41 2,539 519.22 bn Rbn 497.71
Year to Date Sell 11,342 739.70 bn Rbn 752.51 763 302.78 bn Rbn 312.97
Net 684 13.88 bn Rbn 9.89 1,776 216.44 bn Rbn 184.74

Index Levels

Code Index Yield Index Previous Return MTD Return YTD

ALBI20 9.116%
All Bond Index Top 677.276
20 Composite 677.167 -0.63% 6.97%
GOVI 9.221%Split - 670.302
ALBI20 Issuer Class GOVI 670.224 -0.69% 6.97%
OTHI 8.689%
ALBI20 Issuer Class Split - 704.415
OTHI 704.175 -0.41% 6.97%
CILI15 3.187%
Composite Inflation 263.565
Linked Index Top 15 263.357 0.62% 3.98%
ICOR 3.745%
CILI15 Issuer Class 306.032
Split - ICOR 306.084 0.80% 5.63%
IGOV 3.151%
CILI15 Issuer Class 261.699
Split - IGOV 261.479 0.61% 3.92%
ISOE 3.952%
CILI15 Issuer Class 273.753
Split - ISOE 273.820 0.71% 4.34%
MMI JSE Money Market Index
0 260.312 260.256 0.66% 4.43%

ALBI Constituent Bonds

Bond Issuer Maturity MTM Previous YTD Low YTD High

R159 REPUBLIC OF SOUTH
Sep 2020
AFRICA 7.990% 8.005% 7.67% 8.87%
R203 REPUBLIC OF SOUTH
Mar 2021
AFRICA 6.350% 6.325% 6.20% 7.19%
ES18 ESKOM HOLDINGSJanLIMITED
2023 8.565% 8.580% 8.25% 9.31%
R204 REPUBLIC OF SOUTH
Feb 2023
AFRICA 8.445% 8.460% 8.02% 9.22%
R207 REPUBLIC OF SOUTH
Feb 2023
AFRICA 7.395% 7.410% 7.08% 8.15%
R208 REPUBLIC OF SOUTH
Aug 2025
AFRICA 9.795% 9.805% 9.48% 10.64%
ES23 ESKOM HOLDINGSAprLIMITED
2026 9.515% 9.525% 9.20% 10.19%
DV23 DEVELOPMENT DecBANK
2026
OF SOUTHERN
8.295% AFRICA 8.305% 7.98% 8.94%
R2023 REPUBLIC OF SOUTH
Jan 2030
AFRICA 8.965% 8.985% 8.61% 9.47%
ES26 ESKOM HOLDINGSFebLIMITED
2031 9.180% 9.195% 8.80% 9.58%
R186 REPUBLIC OF SOUTH
Mar 2032
AFRICA 9.330% 9.340% 8.95% 9.69%
R2030 REPUBLIC OF SOUTH
Sep 2033
AFRICA 10.855% 10.850% 10.53% 11.10%
R213 REPUBLIC OF SOUTH
Feb 2035
AFRICA 9.615% 9.615% 9.24% 9.84%
R2032 REPUBLIC OF SOUTH
Mar 2036
AFRICA 9.615% 9.610% 9.27% 9.80%
ES33 ESKOM HOLDINGSJanLIMITED
2037 9.730% 9.730% 9.38% 9.92%
R209 REPUBLIC OF SOUTH
Jan 2040
AFRICA 9.850% 9.840% 9.51% 10.00%
R2037 REPUBLIC OF SOUTH
Feb 2041
AFRICA 9.870% 9.860% 9.54% 9.98%
R214 REPUBLIC OF SOUTH
Apr 2042
AFRICA 11.210% 11.200% 10.88% 11.35%
R2044 REPUBLIC OF SOUTH
Jan 2044
AFRICA 9.910% 9.900% 9.58% 10.02%
R2048 REPUBLIC OF SOUTH
Feb 2048
AFRICA 9.900% 9.880% 9.55% 9.99%

Other Rates

Code Description Rate Previous YTD Low YTD High

SAFEX SAFEX Overnight Deposit Rate6.350% 6.350% 6.35% 6.60%
JIBAR1 JIBAR 1 Month 6.675% 6.683% 6.68% 6.98%
JIBAR3 JIBAR 3 Month 6.833% 6.842% 6.83% 7.16%
JIBAR6 JIBAR 6 Month 7.300% 7.308% 7.30% 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)
9.62
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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