Markets and Commodity figures

01 October 2019

Total Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Deals Nominal Consideration Deals Nominal Consideration
Current Day 1,758 35.10 bn Rbn 34.44 709 83.70 bn Rbn 84.22
Week to Date 2,693 55.33 bn Rbn 54.75 1,001 152.01 bn Rbn 149.92
Month to Date 1,758 35.10 bn Rbn 34.44 709 83.70 bn Rbn 84.22
Year to Date 221,988 7,692.91 bn Rbn 7,740.25 68,577 10,076.98 bn Rbn 9,935.15

Foreign Client Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Party Deals Nominal Consideration Deals Nominal Consideration
Buy 113 2.94 bn Rbn 2.94 23 9.59 bn Rbn 8.64
Current Day Sell 45 2.85 bn Rbn 2.88
Net 68 0.09 bn Rbn 0.05 23 9.59 bn Rbn 8.64
Buy 162 4.88 bn Rbn 4.92 33 11.34 bn Rbn 10.16
Week to Date Sell 86 4.30 bn Rbn 4.42 11 0.39 bn Rbn 0.55
Net 76 0.58 bn Rbn 0.49 22 10.95 bn Rbn 9.61
Buy 113 2.94 bn Rbn 2.94 23 9.59 bn Rbn 8.64
Month to Date Sell 45 2.85 bn Rbn 2.88
Net 68 0.09 bn Rbn 0.05 23 9.59 bn Rbn 8.64
Buy 15,559 967.60 bn Rbn 977.47 3,312 681.79 bn Rbn 646.86
Year to Date Sell 15,086 973.52 bn Rbn 985.81 917 343.56 bn Rbn 356.42
Net 473 -5.92 bn Rbn -8.35 2,395 338.22 bn Rbn 290.44

Index Levels

Code Index Yield Index Previous Return MTD Return YTD

ALBI20 9.141%
All Bond Index Top 685.811
20 Composite 686.614 -0.12% 8.32%
GOVI 9.247%Split - 678.631
ALBI20 Issuer Class GOVI 679.476 -0.12% 8.30%
OTHI 8.705%
ALBI20 Issuer Class Split - 713.824
OTHI 714.443 -0.09% 8.40%
CILI15 3.343%
Composite Inflation 262.506
Linked Index Top 15 262.421 0.03% 3.57%
ICOR 3.813%
CILI15 Issuer Class 308.697
Split - ICOR 308.628 0.02% 6.55%
IGOV 3.310%
CILI15 Issuer Class 260.496
Split - IGOV 260.409 0.03% 3.44%
ISOE 4.059%
CILI15 Issuer Class 275.030
Split - ISOE 274.968 0.02% 4.82%
MMI JSE Money Market Index
0 263.491 263.440 0.02% 5.71%

ALBI Constituent Bonds

Bond Issuer Maturity MTM Previous YTD Low YTD High

R159 REPUBLIC OF SOUTH
Mar 2021
AFRICA 6.635% 6.635% 6.20% 7.19%
R203 REPUBLIC OF SOUTH
Jan 2023
AFRICA 8.655% 8.630% 8.25% 9.31%
ES18 ESKOM HOLDINGSFebLIMITED
2023 8.415% 8.400% 8.02% 9.22%
R204 REPUBLIC OF SOUTH
Feb 2023
AFRICA 7.455% 7.430% 7.08% 8.15%
R207 REPUBLIC OF SOUTH
Nov 2023
AFRICA 8.830% 8.805% 8.53% 9.70%
R208 REPUBLIC OF SOUTH
Aug 2025
AFRICA 9.835% 9.810% 9.48% 10.64%
ES23 ESKOM HOLDINGSAprLIMITED
2026 9.565% 9.540% 9.20% 10.19%
DV23 DEVELOPMENT DecBANK
2026
OF SOUTHERN
8.345% AFRICA 8.320% 7.98% 8.94%
R2023 REPUBLIC OF SOUTH
Jan 2030
AFRICA 9.020% 9.000% 8.61% 9.47%
ES26 ESKOM HOLDINGSFebLIMITED
2031 9.215% 9.200% 8.80% 9.58%
R186 REPUBLIC OF SOUTH
Mar 2032
AFRICA 9.350% 9.340% 8.95% 9.69%
R2030 REPUBLIC OF SOUTH
Sep 2033
AFRICA 10.865% 10.845% 10.53% 11.10%
R213 REPUBLIC OF SOUTH
Feb 2035
AFRICA 9.630% 9.610% 9.24% 9.84%
R2032 REPUBLIC OF SOUTH
Mar 2036
AFRICA 9.625% 9.605% 9.27% 9.80%
ES33 ESKOM HOLDINGSJanLIMITED
2037 9.765% 9.745% 9.38% 9.92%
R209 REPUBLIC OF SOUTH
Jan 2040
AFRICA 9.905% 9.880% 9.51% 10.05%
R2037 REPUBLIC OF SOUTH
Feb 2041
AFRICA 9.880% 9.860% 9.54% 10.04%
R214 REPUBLIC OF SOUTH
Apr 2042
AFRICA 11.210% 11.190% 10.88% 11.38%
R2044 REPUBLIC OF SOUTH
Jan 2044
AFRICA 9.960% 9.940% 9.58% 10.09%
R2048 REPUBLIC OF SOUTH
Feb 2048
AFRICA 9.950% 9.930% 9.55% 10.07%

Other Rates

Code Description Rate Previous YTD Low YTD High

SAFEX SAFEX Overnight Deposit Rate6.340% 6.340% 6.34% 6.60%
JIBAR1 JIBAR 1 Month 6.633% 6.633% 6.63% 6.98%
JIBAR3 JIBAR 3 Month 6.792% 6.792% 6.79% 7.16%
JIBAR6 JIBAR 6 Month 7.283% 7.275% 7.23% 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 8.50% 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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