Markets and Commodity figures

13 May 2020

Total Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Deals Nominal Consideration Deals Nominal Consideration
Current Day 1,384 42.96 bn Rbn 40.15 149 18.76 bn Rbn 16.64
Week to Date 4,005 122.96 bn Rbn 116.72 1,096 118.17 bn Rbn 112.59
Month to Date 13,806 468.45 bn Rbn 446.50 2,567 315.06 bn Rbn 297.07
Year to Date 136,903 4,771.12 bn Rbn 4,577.20 32,442 4,523.48 bn Rbn 4,471.55

Foreign Client Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Party Deals Nominal Consideration Deals Nominal Consideration
Buy 67 4.92 bn Rbn 4.50 10 1.46 bn Rbn 1.04
Current Day Sell 86 7.19 bn Rbn 6.72 13 3.80 bn Rbn 4.24
Net -19 -2.27 bn Rbn -2.22 -3 -2.35 bn Rbn -3.20
Buy 194 14.23 bn Rbn 13.68 45 5.57 bn Rbn 4.40
Week to Date Sell 197 15.07 bn Rbn 14.36 46 15.47 bn Rbn 16.96
Net -3 -0.84 bn Rbn -0.68 -1 -9.90 bn Rbn -12.56
Buy 726 51.09 bn Rbn 48.81 122 18.95 bn Rbn 15.48
Month to Date Sell 766 55.81 bn Rbn 52.86 102 39.74 bn Rbn 43.80
Net -40 -4.72 bn Rbn -4.05 20 -20.78 bn Rbn -28.32
Buy 8,353 599.92 bn Rbn 574.71 1,663 300.89 bn Rbn 265.37
Year to Date Sell 8,645 670.25 bn Rbn 640.67 619 268.90 bn Rbn 271.53
Net -292 -70.33 bn Rbn -65.97 1,044 31.99 bn Rbn -6.16

Index Levels

Code Index Yield Index Previous Return MTD Return YTD

ALBI20 9.663%
All Bond Index Top 692.891
20 Composite 697.808 4.57% -0.80%
GOVI 9.654%Split - 685.138
ALBI20 Issuer Class GOVI 689.936 4.65% -0.82%
OTHI 9.712%
ALBI20 Issuer Class Split - 723.377
OTHI 728.900 4.14% -0.75%
CILI15 3.876%
Composite Inflation 254.503
Linked Index Top 15 256.430 0.34% -2.13%
ICOR 3.993%
CILI15 Issuer Class 317.457
Split - ICOR 317.532 0.65% 2.58%
IGOV 3.858%
CILI15 Issuer Class 251.964
Split - IGOV 253.945 0.31% -2.29%
ISOE 5.100%
CILI15 Issuer Class 274.069
Split - ISOE 274.907 1.91% -0.44%
MMI JSE Money Market Index
0 275.974 275.904 0.20% 2.93%

ALBI Constituent Bonds

Bond Issuer Maturity MTM Previous YTD Low YTD High

R159 REPUBLIC OF SOUTH
Jan 2023
AFRICA 6.460% 6.430% 6.40% 8.76%
R203 REPUBLIC OF SOUTH
Feb 2023
AFRICA 6.790% 6.760% 6.66% 8.99%
ES18 ESKOM HOLDINGSFebLIMITED
2023 5.240% 5.210% 5.18% 7.77%
R204 REPUBLIC OF SOUTH
Aug 2025
AFRICA 9.415% 9.340% 9.19% 12.56%
R207 REPUBLIC OF SOUTH
Apr 2026
AFRICA 8.855% 8.780% 8.70% 12.19%
R208 REPUBLIC OF SOUTH
Dec 2026
AFRICA 7.815% 7.740% 7.66% 11.15%
ES23 ESKOM HOLDINGS
NovLIMITED
2027 9.665% 9.590% 9.37% 12.77%
DV23 DEVELOPMENT NovBANK
2028
OF SOUTHERN
9.765% AFRICA 9.690% 9.61% 13.13%
R2023 REPUBLIC OF SOUTH
Jan 2030
AFRICA 9.405% 9.305% 8.69% 12.34%
ES26 ESKOM HOLDINGSFebLIMITED
2031 9.825% 9.730% 8.91% 12.61%
R186 REPUBLIC OF SOUTH
Mar 2032
AFRICA 10.115% 10.005% 9.11% 12.86%
R2030 REPUBLIC OF SOUTH
Sep 2033
AFRICA 11.805% 11.680% 10.66% 14.17%
R213 REPUBLIC OF SOUTH
Feb 2035
AFRICA 10.725% 10.590% 9.52% 13.05%
R2032 REPUBLIC OF SOUTH
Mar 2036
AFRICA 10.735% 10.610% 9.58% 13.10%
ES33 ESKOM HOLDINGSJanLIMITED
2037 10.975% 10.845% 9.70% 13.20%
R209 REPUBLIC OF SOUTH
Jan 2040
AFRICA 11.100% 10.980% 9.85% 13.31%
R2037 REPUBLIC OF SOUTH
Feb 2041
AFRICA 10.960% 10.830% 9.81% 13.26%
R214 REPUBLIC OF SOUTH
Apr 2042
AFRICA 12.160% 12.030% 11.03% 14.48%
R2044 REPUBLIC OF SOUTH
Jan 2044
AFRICA 11.135% 11.005% 9.92% 13.33%
R2048 REPUBLIC OF SOUTH
Feb 2048
AFRICA 11.115% 10.990% 9.93% 13.31%

Other Rates

Code Description Rate Previous YTD Low YTD High

SAFEX SAFEX Overnight Deposit Rate4.100% 4.100% 4.10% 6.35%
JIBAR1 JIBAR 1 Month 4.408% 4.433% 4.41% 6.63%
JIBAR3 JIBAR 3 Month 4.508% 4.533% 4.51% 6.80%
JIBAR6 JIBAR 6 Month 4.800% 4.867% 4.80% 7.31%
RSA 2 year retail bond 6.50% 0 0 0
RSA 3 year retail bond 7.75% 0 0 0
RSA 5 year retail bond 10.00% 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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