Markets and Commodity figures

06 November 2019

Total Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Deals Nominal Consideration Deals Nominal Consideration
Current Day 1,173 40.14 bn Rbn 38.29 246 37.14 bn Rbn 38.02
Week to Date 4,150 135.89 bn Rbn 133.11 1,350 197.65 bn Rbn 195.98
Month to Date 5,778 197.44 bn Rbn 196.14 1,593 224.68 bn Rbn 223.39
Year to Date 253,502 8,719.96 bn Rbn 8,772.06 77,666 11,376.28 bn Rbn 11,239.47

Foreign Client Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Party Deals Nominal Consideration Deals Nominal Consideration
Buy 70 4.36 bn Rbn 4.25 19 5.87 bn Rbn 5.41
Current Day Sell 86 6.52 bn Rbn 6.61 1 0.06 bn Rbn 0.04
Net -16 -2.15 bn Rbn -2.35 18 5.81 bn Rbn 5.37
Buy 253 18.67 bn Rbn 18.42 63 21.00 bn Rbn 19.30
Week to Date Sell 255 18.06 bn Rbn 18.02 1 0.06 bn Rbn 0.04
Net -2 0.61 bn Rbn 0.40 62 20.94 bn Rbn 19.26
Buy 368 30.83 bn Rbn 30.69 82 24.76 bn Rbn 22.56
Month to Date Sell 378 30.30 bn Rbn 30.44 1 0.06 bn Rbn 0.04
Net -10 0.54 bn Rbn 0.26 81 24.71 bn Rbn 22.52
Buy 20,618 1,218.27 bn Rbn 1,225.94 3,807 789.34 bn Rbn 745.17
Year to Date Sell 19,494 1,245.66 bn Rbn 1,254.33 877 352.28 bn Rbn 364.15
Net 1,124 -27.39 bn Rbn -28.38 2,930 437.05 bn Rbn 381.03

Index Levels

Code Index Yield Index Previous Return MTD Return YTD

ALBI20 9.192%
All Bond Index Top 688.321
20 Composite 689.270 0.60% 8.71%
GOVI 9.303%Split - 680.821
ALBI20 Issuer Class GOVI 681.851 0.60% 8.65%
OTHI 8.731%
ALBI20 Issuer Class Split - 717.756
OTHI 718.338 0.60% 9.00%
CILI15 3.505%
Composite Inflation 260.923
Linked Index Top 15 261.017 -0.07% 2.94%
ICOR 4.017%
CILI15 Issuer Class 308.351
Split - ICOR 308.290 -0.22% 6.43%
IGOV 3.469%
CILI15 Issuer Class 258.867
Split - IGOV 258.967 -0.06% 2.80%
ISOE 4.298%
CILI15 Issuer Class 274.296
Split - ISOE 274.240 -0.13% 4.54%
MMI JSE Money Market Index
0 265.308 265.257 0.11% 6.44%

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 8.565% 8.545% 8.25% 9.31%
ES18 ESKOM HOLDINGSFebLIMITED
2023 8.265% 8.245% 8.02% 9.22%
R204 REPUBLIC OF SOUTH
Feb 2023
AFRICA 7.415% 7.395% 7.08% 8.15%
R207 REPUBLIC OF SOUTH
Nov 2023
AFRICA 8.785% 8.765% 8.53% 9.70%
R208 REPUBLIC OF SOUTH
Aug 2025
AFRICA 9.885% 9.880% 9.48% 10.64%
ES23 ESKOM HOLDINGSAprLIMITED
2026 9.565% 9.540% 9.20% 10.19%
DV23 DEVELOPMENT DecBANK
2026
OF SOUTHERN
8.405% AFRICA 8.380% 7.98% 8.94%
R2023 REPUBLIC OF SOUTH
Jan 2030
AFRICA 9.100% 9.085% 8.61% 9.47%
ES26 ESKOM HOLDINGSFebLIMITED
2031 9.310% 9.290% 8.80% 9.58%
R186 REPUBLIC OF SOUTH
Mar 2032
AFRICA 9.450% 9.425% 8.95% 9.69%
R2030 REPUBLIC OF SOUTH
Sep 2033
AFRICA 10.875% 10.875% 10.53% 11.10%
R213 REPUBLIC OF SOUTH
Feb 2035
AFRICA 9.710% 9.685% 9.24% 9.85%
R2032 REPUBLIC OF SOUTH
Mar 2036
AFRICA 9.725% 9.695% 9.27% 9.85%
ES33 ESKOM HOLDINGSJanLIMITED
2037 9.860% 9.825% 9.38% 9.99%
R209 REPUBLIC OF SOUTH
Jan 2040
AFRICA 9.990% 9.960% 9.51% 10.11%
R2037 REPUBLIC OF SOUTH
Feb 2041
AFRICA 9.960% 9.935% 9.54% 10.09%
R214 REPUBLIC OF SOUTH
Apr 2042
AFRICA 11.210% 11.215% 10.88% 11.38%
R2044 REPUBLIC OF SOUTH
Jan 2044
AFRICA 10.045% 10.020% 9.58% 10.17%
R2048 REPUBLIC OF SOUTH
Feb 2048
AFRICA 10.030% 10.010% 9.55% 10.16%

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 6.617% 6.617% 6.62% 6.98%
JIBAR3 JIBAR 3 Month 6.792% 6.792% 6.78% 7.16%
JIBAR6 JIBAR 6 Month 7.250% 7.250% 7.23% 7.75%
RSA 2 year retail bond 7.25% 0 0 0
RSA 3 year retail bond 7.50% 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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