Markets and Commodity figures

17 December 2019

Total Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Deals Nominal Consideration Deals Nominal Consideration
Current Day 724 18.54 bn Rbn 18.33 520 49.77 bn Rbn 49.25
Week to Date 724 18.54 bn Rbn 18.33 520 49.77 bn Rbn 49.25
Month to Date 15,782 399.46 bn Rbn 399.40 3,939 536.81 bn Rbn 534.40
Year to Date 287,922 9,837.52 bn Rbn 9,895.37 87,794 12,768.47 bn Rbn 12,634.41

Foreign Client Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Party Deals Nominal Consideration Deals Nominal Consideration
Buy 51 4.08 bn Rbn 4.02 14 2.44 bn Rbn 2.15
Current Day Sell 38 1.58 bn Rbn 1.63 2 0.73 bn Rbn 0.80
Net 13 2.49 bn Rbn 2.39 12 1.71 bn Rbn 1.35
Buy 51 4.08 bn Rbn 4.02 14 2.44 bn Rbn 2.15
Week to Date Sell 38 1.58 bn Rbn 1.63 2 0.73 bn Rbn 0.80
Net 13 2.49 bn Rbn 2.39 12 1.71 bn Rbn 1.35
Buy 847 53.32 bn Rbn 52.97 182 41.03 bn Rbn 38.07
Month to Date Sell 878 46.57 bn Rbn 46.15 14 3.70 bn Rbn 4.02
Net -31 6.75 bn Rbn 6.82 168 37.33 bn Rbn 34.06
Buy 22,173 1,357.21 bn Rbn 1,366.24 4,206 861.36 bn Rbn 811.95
Year to Date Sell 21,229 1,379.97 bn Rbn 1,388.55 879 357.64 bn Rbn 369.56
Net 944 -22.76 bn Rbn -22.30 3,327 503.72 bn Rbn 442.39

Index Levels

Code Index Yield Index Previous Return MTD Return YTD

ALBI20 9.238%
All Bond Index Top 691.756
20 Composite 691.140 0.88% 9.26%
GOVI 9.349%Split - 683.932
ALBI20 Issuer Class GOVI 683.278 0.88% 9.14%
OTHI 8.770%
ALBI20 Issuer Class Split - 722.628
OTHI 722.192 0.89% 9.74%
CILI15 3.656%
Composite Inflation 259.186
Linked Index Top 15 259.146 0.69% 2.26%
ICOR 4.195%
CILI15 Issuer Class 308.634
Split - ICOR 308.572 0.35% 6.53%
IGOV 3.621%
CILI15 Issuer Class 257.037
Split - IGOV 256.997 0.71% 2.07%
ISOE 4.458%
CILI15 Issuer Class 274.540
Split - ISOE 274.483 0.39% 4.64%
MMI JSE Money Market Index
0 267.395 267.184 0.35% 7.27%

ALBI Constituent Bonds

Bond Issuer Maturity MTM Previous YTD Low YTD High

R159 REPUBLIC OF SOUTH
Mar 2021
AFRICA 6.700% 6.700% 6.20% 7.19%
R203 REPUBLIC OF SOUTH
Jan 2023
AFRICA 8.300% 8.315% 8.25% 9.31%
ES18 ESKOM HOLDINGSFebLIMITED
2023 8.100% 8.115% 8.02% 9.22%
R204 REPUBLIC OF SOUTH
Feb 2023
AFRICA 7.220% 7.235% 7.08% 8.15%
R207 REPUBLIC OF SOUTH
Nov 2023
AFRICA 8.590% 8.605% 8.53% 9.70%
R208 REPUBLIC OF SOUTH
Aug 2025
AFRICA 9.725% 9.760% 9.48% 10.64%
ES23 ESKOM HOLDINGSAprLIMITED
2026 9.460% 9.495% 9.20% 10.19%
DV23 DEVELOPMENT DecBANK
2026
OF SOUTHERN
8.280% AFRICA 8.315% 7.98% 8.94%
R2023 REPUBLIC OF SOUTH
Jan 2030
AFRICA 9.105% 9.130% 8.61% 9.47%
ES26 ESKOM HOLDINGSFebLIMITED
2031 9.335% 9.345% 8.80% 9.58%
R186 REPUBLIC OF SOUTH
Mar 2032
AFRICA 9.485% 9.490% 8.95% 9.69%
R2030 REPUBLIC OF SOUTH
Sep 2033
AFRICA 11.020% 11.025% 10.53% 11.12%
R213 REPUBLIC OF SOUTH
Feb 2035
AFRICA 9.830% 9.840% 9.24% 9.94%
R2032 REPUBLIC OF SOUTH
Mar 2036
AFRICA 9.870% 9.875% 9.27% 9.97%
ES33 ESKOM HOLDINGSJanLIMITED
2037 10.000% 10.010% 9.38% 10.10%
R209 REPUBLIC OF SOUTH
Jan 2040
AFRICA 10.140% 10.135% 9.51% 10.26%
R2037 REPUBLIC OF SOUTH
Feb 2041
AFRICA 10.100% 10.095% 9.54% 10.23%
R214 REPUBLIC OF SOUTH
Apr 2042
AFRICA 11.340% 11.335% 10.88% 11.47%
R2044 REPUBLIC OF SOUTH
Jan 2044
AFRICA 10.220% 10.220% 9.58% 10.33%
R2048 REPUBLIC OF SOUTH
Feb 2048
AFRICA 10.200% 10.200% 9.55% 10.31%

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% 6.62% 6.98%
JIBAR3 JIBAR 3 Month 6.800% 6.800% 6.78% 7.16%
JIBAR6 JIBAR 6 Month 7.308% 7.325% 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
3.50%
bond 0 0 0
RSA 5 year inflation linked retail
3.75%
bond 0 0 0
RSA 10 year inflation linked retail
3.75%
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
DATA DISCLAIMER
To the extent allowed by law, JSE Limited (the JSE) does not (expressly, tacitly or implicitly) guarantee or warrant the availability,
sequence, accuracy, completeness, reliability or any other aspect of any of the data (Data), or that any Data is up to date.
To the extent allowed by law, neither the JSE nor any of its directors, officers, employees, contractors, agents or representatives are
liable in any way to the reader or to any other natural or juristic person (Person) for any loss or damage as a result of (i) the display
of any Data in this bulltetin, or (ii) any Data being unavailable in this bulletin at any time and for any reason, or (iii) any delay,
inaccuracy, error, or omission in relation to any Data, or (iv) any actions taken or not taken by or on behalf of any Person in reliance
on any Data. The JSE is entitled to terminate the production of any Data at any time, without notice and without liability to any Person.

These figures are supplied by parties external to Business Day. Business Day will not warrant the accuracy of the figures.