Bonds - April 16 2020

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Markets and Commodity figures

16 April 2020

Total Market Turnover Statistics

Standard Turnover REPO 1 Turnover


Deals Nominal Consideration Deals Nominal Consideration
Current Day 1,252 38.48 bn Rbn 36.64 202 35.65 bn Rbn 33.89
Week to Date 2,677 107.18 bn Rbn 102.57 801 103.53 bn Rbn 97.51
Month to Date 13,734 373.65 bn Rbn 345.45 2,676 391.08 bn Rbn 363.00
Year to Date 106,206 3,713.94 bn Rbn 3,600.11 26,984 3,809.52 bn Rbn 3,809.22

Foreign Client Market Turnover Statistics

Standard Turnover REPO 1 Turnover


Party Deals Nominal Consideration Deals Nominal Consideration
Buy 84 6.77 bn Rbn 6.66 22 3.92 bn Rbn 3.28
Current Day Sell 96 6.71 bn Rbn 6.43 16 8.20 bn Rbn 9.07
Net -12 0.06 bn Rbn 0.23 6 -4.28 bn Rbn -5.79
Buy 232 14.63 bn Rbn 14.44 42 8.47 bn Rbn 6.92
Week to Date Sell 166 12.70 bn Rbn 12.15 38 15.80 bn Rbn 16.07
Net 66 1.93 bn Rbn 2.29 4 -7.33 bn Rbn -9.15
Buy 841 45.68 bn Rbn 41.88 162 31.36 bn Rbn 24.68
Month to Date Sell 758 46.06 bn Rbn 40.60 129 63.89 bn Rbn 62.38
Net 83 -0.38 bn Rbn 1.28 33 -32.52 bn Rbn -37.70
Buy 6,723 474.95 bn Rbn 458.86 1,360 252.02 bn Rbn 225.15
Year to Date Sell 6,724 529.61 bn Rbn 512.01 427 196.55 bn Rbn 194.77
Net -1 -54.67 bn Rbn -53.16 933 55.47 bn Rbn 30.38

Index Levels

Code Index Yield Index Previous Return MTD Return YTD


ALBI20 All Bond Index 10.172% 654.150
Top 20 Composite 659.377 2.59% -6.35%
GOVI 10.171%
ALBI20 Issuer Class Split - 646.281
GOVI 651.471 2.61% -6.44%
OTHI 10.180%
ALBI20 Issuer Class Split - 686.231
OTHI 691.561 2.52% -5.85%
CILI15 3.626%
Composite Inflation 260.160
Linked Index Top 15 257.050 7.13% 0.05%
ICOR 3.620%
CILI15 Issuer Class 319.404
Split - ICOR 319.133 2.15% 3.21%
IGOV 3.610%
CILI15 Issuer Class 257.756
Split - IGOV 254.558 7.31% -0.05%
ISOE 4.940%
CILI15 Issuer Class 274.608
Split - ISOE 273.592 6.10% -0.25%
MMI JSE Money Market Index
0 274.723 274.087 0.46% 2.46%

ALBI Constituent Bonds

Bond Issuer Maturity MTM Previous YTD Low YTD High


R159 REPUBLIC OF SOUTH
Jan 2023
AFRICA 7.360% 7.260% 7.08% 8.76%
R203 REPUBLIC OF SOUTH
Feb 2023
AFRICA 7.620% 7.520% 7.18% 8.99%
ES18 ESKOM HOLDINGSFebLIMITED
2023 6.370% 6.270% 6.09% 7.77%
R204 REPUBLIC OF SOUTH
Nov 2023
AFRICA 8.000% 7.900% 7.47% 9.17%
R207 REPUBLIC OF SOUTH
Aug 2025
AFRICA 10.960% 10.870% 9.19% 12.56%
R208 REPUBLIC OF SOUTH
Apr 2026
AFRICA 10.400% 10.310% 8.80% 12.19%
ES23 ESKOM HOLDINGSDecLIMITED
2026 9.360% 9.270% 7.75% 11.15%
DV23 DEVELOPMENT NovBANK
2028
OF SOUTHERN
11.340%AFRICA 11.250% 9.73% 13.13%
R2023 REPUBLIC OF SOUTH
Jan 2030
AFRICA 10.565% 10.420% 8.69% 12.34%
ES26 ESKOM HOLDINGSFebLIMITED
2031 10.830% 10.680% 8.91% 12.61%
R186 REPUBLIC OF SOUTH
Mar 2032
AFRICA 11.030% 10.880% 9.11% 12.86%
R2030 REPUBLIC OF SOUTH
Sep 2033
AFRICA 12.415% 12.285% 10.66% 14.17%
R213 REPUBLIC OF SOUTH
Feb 2035
AFRICA 11.390% 11.245% 9.52% 13.05%
R2032 REPUBLIC OF SOUTH
Mar 2036
AFRICA 11.345% 11.215% 9.58% 13.10%
ES33 ESKOM HOLDINGSJanLIMITED
2037 11.475% 11.345% 9.70% 13.20%
R209 REPUBLIC OF SOUTH
Jan 2040
AFRICA 11.500% 11.375% 9.85% 13.31%
R2037 REPUBLIC OF SOUTH
Feb 2041
AFRICA 11.410% 11.285% 9.81% 13.26%
R214 REPUBLIC OF SOUTH
Apr 2042
AFRICA 12.610% 12.485% 11.03% 14.48%
R2044 REPUBLIC OF SOUTH
Jan 2044
AFRICA 11.530% 11.405% 9.92% 13.33%
R2048 REPUBLIC OF SOUTH
Feb 2048
AFRICA 11.470% 11.345% 9.93% 13.31%

Other Rates

Code Description Rate Previous YTD Low YTD High


SAFEX SAFEX Overnight Deposit Rate4.100% 5.100% 4.10% 6.35%
JIBAR1 JIBAR 1 Month 4.508% 5.492% 4.51% 6.63%
JIBAR3 JIBAR 3 Month 4.608% 5.600% 4.61% 6.80%
JIBAR6 JIBAR 6 Month 5.200% 6.025% 5.20% 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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