Markets and Commodity figures

07 November 2019

Total Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Deals Nominal Consideration Deals Nominal Consideration
Current Day 1,771 121.14 bn Rbn 120.05 365 56.90 bn Rbn 56.34
Week to Date 5,918 256.84 bn Rbn 252.93 1,715 254.55 bn Rbn 252.33
Month to Date 7,546 318.38 bn Rbn 315.96 1,958 281.58 bn Rbn 279.73
Year to Date 255,270 8,840.90 bn Rbn 8,891.88 78,031 11,433.19 bn Rbn 11,295.81

Foreign Client Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Party Deals Nominal Consideration Deals Nominal Consideration
Buy 60 5.27 bn Rbn 5.49 21 2.54 bn Rbn 2.42
Current Day Sell 104 7.82 bn Rbn 7.81 1 0.02 bn Rbn 0.02
Net -44 -2.55 bn Rbn -2.32 20 2.52 bn Rbn 2.40
Buy 313 23.83 bn Rbn 23.76 84 23.53 bn Rbn 21.72
Week to Date Sell 357 25.59 bn Rbn 25.52 2 0.07 bn Rbn 0.06
Net -44 -1.77 bn Rbn -1.75 82 23.46 bn Rbn 21.66
Buy 428 36.00 bn Rbn 36.04 103 27.30 bn Rbn 24.98
Month to Date Sell 480 37.83 bn Rbn 37.93 2 0.07 bn Rbn 0.06
Net -52 -1.84 bn Rbn -1.89 101 27.23 bn Rbn 24.92
Buy 20,678 1,223.43 bn Rbn 1,231.29 3,828 791.87 bn Rbn 747.59
Year to Date Sell 19,596 1,253.20 bn Rbn 1,261.82 878 352.30 bn Rbn 364.17
Net 1,082 -29.77 bn Rbn -30.53 2,950 439.57 bn Rbn 383.43

Index Levels

Code Index Yield Index Previous Return MTD Return YTD

ALBI20 9.188%
All Bond Index Top 688.796
20 Composite 688.321 0.67% 8.79%
GOVI 9.297%Split - 681.264
ALBI20 Issuer Class GOVI 680.821 0.67% 8.72%
OTHI 8.727%
ALBI20 Issuer Class Split - 718.375
OTHI 717.756 0.68% 9.09%
CILI15 3.527%
Composite Inflation 260.224
Linked Index Top 15 260.923 -0.34% 2.67%
ICOR 4.024%
CILI15 Issuer Class 308.252
Split - ICOR 308.351 -0.25% 6.40%
IGOV 3.492%
CILI15 Issuer Class 258.143
Split - IGOV 258.867 -0.34% 2.51%
ISOE 4.311%
CILI15 Issuer Class 274.083
Split - ISOE 274.296 -0.20% 4.46%
MMI JSE Money Market Index
0 265.358 265.308 0.13% 6.46%

ALBI Constituent Bonds

Bond Issuer Maturity MTM Previous YTD Low YTD High

R159 REPUBLIC OF SOUTH
Mar 2021
AFRICA 6.625% 6.635% 6.20% 7.19%
R203 REPUBLIC OF SOUTH
Jan 2023
AFRICA 8.515% 8.565% 8.25% 9.31%
ES18 ESKOM HOLDINGSFebLIMITED
2023 8.245% 8.265% 8.02% 9.22%
R204 REPUBLIC OF SOUTH
Feb 2023
AFRICA 7.395% 7.415% 7.08% 8.15%
R207 REPUBLIC OF SOUTH
Nov 2023
AFRICA 8.765% 8.785% 8.53% 9.70%
R208 REPUBLIC OF SOUTH
Aug 2025
AFRICA 9.865% 9.885% 9.48% 10.64%
ES23 ESKOM HOLDINGSAprLIMITED
2026 9.535% 9.565% 9.20% 10.19%
DV23 DEVELOPMENT DecBANK
2026
OF SOUTHERN
8.385% AFRICA 8.405% 7.98% 8.94%
R2023 REPUBLIC OF SOUTH
Jan 2030
AFRICA 9.085% 9.100% 8.61% 9.47%
ES26 ESKOM HOLDINGSFebLIMITED
2031 9.290% 9.310% 8.80% 9.58%
R186 REPUBLIC OF SOUTH
Mar 2032
AFRICA 9.425% 9.450% 8.95% 9.69%
R2030 REPUBLIC OF SOUTH
Sep 2033
AFRICA 10.870% 10.875% 10.53% 11.10%
R213 REPUBLIC OF SOUTH
Feb 2035
AFRICA 9.705% 9.710% 9.24% 9.85%
R2032 REPUBLIC OF SOUTH
Mar 2036
AFRICA 9.720% 9.725% 9.27% 9.85%
ES33 ESKOM HOLDINGSJanLIMITED
2037 9.855% 9.860% 9.38% 9.99%
R209 REPUBLIC OF SOUTH
Jan 2040
AFRICA 9.995% 9.990% 9.51% 10.11%
R2037 REPUBLIC OF SOUTH
Feb 2041
AFRICA 9.965% 9.960% 9.54% 10.09%
R214 REPUBLIC OF SOUTH
Apr 2042
AFRICA 11.215% 11.210% 10.88% 11.38%
R2044 REPUBLIC OF SOUTH
Jan 2044
AFRICA 10.055% 10.045% 9.58% 10.17%
R2048 REPUBLIC OF SOUTH
Feb 2048
AFRICA 10.035% 10.030% 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 6.800% 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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