Markets and Commodity figures

06 April 2020

Total Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Deals Nominal Consideration Deals Nominal Consideration
Current Day 1,146 27.66 bn Rbn 24.15 293 48.94 bn Rbn 43.25
Week to Date 1,146 27.66 bn Rbn 24.15 293 48.94 bn Rbn 43.25
Month to Date 7,325 154.56 bn Rbn 139.51 894 162.21 bn Rbn 151.51
Year to Date 99,797 3,494.84 bn Rbn 3,394.17 25,202 3,580.65 bn Rbn 3,597.74

Foreign Client Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Party Deals Nominal Consideration Deals Nominal Consideration
Buy 48 2.33 bn Rbn 2.18 14 1.49 bn Rbn 1.17
Current Day Sell 61 2.47 bn Rbn 2.06 10 5.27 bn Rbn 5.15
Net -13 -0.14 bn Rbn 0.11 4 -3.78 bn Rbn -3.98
Buy 48 2.33 bn Rbn 2.18 14 1.49 bn Rbn 1.17
Week to Date Sell 61 2.47 bn Rbn 2.06 10 5.27 bn Rbn 5.15
Net -13 -0.14 bn Rbn 0.11 4 -3.78 bn Rbn -3.98
Buy 328 14.68 bn Rbn 12.59 63 11.99 bn Rbn 9.19
Month to Date Sell 354 18.74 bn Rbn 15.92 48 31.87 bn Rbn 30.40
Net -26 -4.06 bn Rbn -3.32 15 -19.87 bn Rbn -21.21
Buy 6,210 443.95 bn Rbn 429.57 1,261 232.65 bn Rbn 209.66
Year to Date Sell 6,320 502.30 bn Rbn 487.33 346 164.53 bn Rbn 162.79
Net -110 -58.35 bn Rbn -57.76 915 68.12 bn Rbn 46.86

Index Levels

Code Index Yield Index Previous Return MTD Return YTD

ALBI20 All Bond Index 10.629% 624.941
Top 20 Composite 621.685 -1.99% -10.53%
GOVI 10.629%
ALBI20 Issuer Class Split - 617.338
GOVI 614.114 -1.99% -10.63%
OTHI 10.627%
ALBI20 Issuer Class Split - 656.102
OTHI 652.728 -1.98% -9.98%
CILI15 4.016%
Composite Inflation 250.143
Linked Index Top 15 250.047 3.00% -3.80%
ICOR 4.002%
CILI15 Issuer Class 313.053
Split - ICOR 312.991 0.12% 1.16%
IGOV 3.996%
CILI15 Issuer Class 247.731
Split - IGOV 247.634 3.13% -3.94%
ISOE 5.740%
CILI15 Issuer Class 259.201
Split - ISOE 259.138 0.15% -5.84%
MMI JSE Money Market Index
0 273.676 273.581 0.08% 2.07%

ALBI Constituent Bonds

Bond Issuer Maturity MTM Previous YTD Low YTD High

R159 REPUBLIC OF SOUTH
Jan 2023
AFRICA 8.350% 8.400% 7.08% 8.76%
R203 REPUBLIC OF SOUTH
Feb 2023
AFRICA 8.990% 8.790% 7.18% 8.99%
ES18 ESKOM HOLDINGSFebLIMITED
2023 7.360% 7.410% 6.09% 7.77%
R204 REPUBLIC OF SOUTH
Nov 2023
AFRICA 8.760% 8.810% 7.47% 9.17%
R207 REPUBLIC OF SOUTH
Aug 2025
AFRICA 11.750% 11.850% 9.19% 12.56%
R208 REPUBLIC OF SOUTH
Apr 2026
AFRICA 11.390% 11.480% 8.80% 12.19%
ES23 ESKOM HOLDINGSDecLIMITED
2026 10.350% 10.440% 7.75% 11.15%
DV23 DEVELOPMENT NovBANK
2028
OF SOUTHERN
12.330%AFRICA 12.420% 9.73% 13.13%
R2023 REPUBLIC OF SOUTH
Jan 2030
AFRICA 11.300% 11.390% 8.69% 12.34%
ES26 ESKOM HOLDINGSFebLIMITED
2031 11.540% 11.630% 8.91% 12.61%
R186 REPUBLIC OF SOUTH
Mar 2032
AFRICA 11.715% 11.805% 9.11% 12.86%
R2030 REPUBLIC OF SOUTH
Sep 2033
AFRICA 12.995% 13.075% 10.66% 14.17%
R213 REPUBLIC OF SOUTH
Feb 2035
AFRICA 11.960% 12.035% 9.52% 13.05%
R2032 REPUBLIC OF SOUTH
Mar 2036
AFRICA 11.925% 12.005% 9.58% 13.10%
ES33 ESKOM HOLDINGSJanLIMITED
2037 12.030% 12.105% 9.70% 13.20%
R209 REPUBLIC OF SOUTH
Jan 2040
AFRICA 12.050% 12.125% 9.85% 13.31%
R2037 REPUBLIC OF SOUTH
Feb 2041
AFRICA 11.980% 12.060% 9.81% 13.26%
R214 REPUBLIC OF SOUTH
Apr 2042
AFRICA 13.180% 13.260% 11.03% 14.48%
R2044 REPUBLIC OF SOUTH
Jan 2044
AFRICA 12.080% 12.145% 9.92% 13.33%
R2048 REPUBLIC OF SOUTH
Feb 2048
AFRICA 12.030% 12.100% 9.93% 13.31%

Other Rates

Code Description Rate Previous YTD Low YTD High

SAFEX SAFEX Overnight Deposit Rate5.100% 5.100% 5.10% 6.35%
JIBAR1 JIBAR 1 Month 5.508% 5.508% 5.43% 6.63%
JIBAR3 JIBAR 3 Month 5.608% 5.608% 5.56% 6.80%
JIBAR6 JIBAR 6 Month 6.142% 6.092% 6.00% 7.31%
RSA 2 year retail bond 7.75% 0 0 0
RSA 3 year retail bond 9.00% 0 0 0
RSA 5 year retail bond 11.50% 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
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