Markets and Commodity figures

06 July 2020

Total Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Deals Nominal Consideration Deals Nominal Consideration
Current Day 903 22.46 bn Rbn 20.35 302 36.86 bn Rbn 36.88
Week to Date 903 22.46 bn Rbn 20.35 302 36.86 bn Rbn 36.88
Month to Date 4,526 124.12 bn Rbn 117.19 827 115.50 bn Rbn 110.26
Year to Date 190,593 6,434.77 bn Rbn 6,199.03 41,990 5,932.97 bn Rbn 5,835.64

Foreign Client Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Party Deals Nominal Consideration Deals Nominal Consideration
Buy 46 1.72 bn Rbn 1.48 11 -0.43 bn Rbn 1.26
Current Day Sell 69 3.79 bn Rbn 3.41 22 13.83 bn Rbn 15.18
Net -23 -2.07 bn Rbn -1.93 -11 -14.26 bn Rbn -13.92
Buy 46 1.72 bn Rbn 1.48 11 -0.43 bn Rbn 1.26
Week to Date Sell 69 3.79 bn Rbn 3.41 22 13.83 bn Rbn 15.18
Net -23 -2.07 bn Rbn -1.93 -11 -14.26 bn Rbn -13.92
Buy 310 20.25 bn Rbn 19.15 50 3.97 bn Rbn 3.22
Month to Date Sell 324 23.72 bn Rbn 22.12 93 48.97 bn Rbn 51.20
Net -14 -3.47 bn Rbn -2.97 -43 -45.00 bn Rbn -47.98
Buy 11,619 822.32 bn Rbn 790.93 2,137 355.77 bn Rbn 310.86
Year to Date Sell 12,370 885.18 bn Rbn 848.77 1,232 558.05 bn Rbn 586.14
Net -751 -62.86 bn Rbn -57.84 905 -202.28 bn Rbn -275.28

Index Levels

Code Index Yield Index Previous Return MTD Return YTD

ALBI20 9.834%
All Bond Index Top 688.875
20 Composite 694.721 -1.73% -1.38%
GOVI 9.825%Split - 680.927
ALBI20 Issuer Class GOVI 686.604 -1.72% -1.43%
OTHI 9.893%
ALBI20 Issuer Class Split - 720.636
OTHI 727.391 -1.78% -1.13%
CILI15 4.075%
Composite Inflation 252.491
Linked Index Top 15 252.634 -0.68% -2.90%
ICOR 4.146%
CILI15 Issuer Class 319.868
Split - ICOR 320.047 -0.13% 3.36%
IGOV 4.057%
CILI15 Issuer Class 249.836
Split - IGOV 249.980 -0.71% -3.12%
ISOE 5.380%
CILI15 Issuer Class 273.175
Split - ISOE 273.182 0.15% -0.77%
MMI JSE Money Market Index
0 278.183 278.096 0.07% 3.75%

ALBI Constituent Bonds

Bond Issuer Maturity MTM Previous YTD Low YTD High

R159 REPUBLIC OF SOUTH
Jan 2023
AFRICA 6.230% 6.180% 5.89% 8.76%
R203 REPUBLIC OF SOUTH
Feb 2023
AFRICA 6.690% 6.640% 6.22% 8.99%
ES18 ESKOM HOLDINGSFebLIMITED
2023 5.010% 4.960% 4.67% 7.77%
R204 REPUBLIC OF SOUTH
Aug 2025
AFRICA 9.390% 9.330% 8.81% 12.56%
R207 REPUBLIC OF SOUTH
Apr 2026
AFRICA 8.810% 8.750% 8.25% 12.19%
R208 REPUBLIC OF SOUTH
Dec 2026
AFRICA 7.770% 7.710% 7.21% 11.15%
ES23 ESKOM HOLDINGS
NovLIMITED
2027 9.770% 9.710% 9.09% 12.77%
DV23 DEVELOPMENT NovBANK
2028
OF SOUTHERN
9.720% AFRICA 9.660% 9.16% 13.13%
R2023 REPUBLIC OF SOUTH
Jan 2030
AFRICA 9.525% 9.405% 8.64% 12.34%
ES26 ESKOM HOLDINGSFebLIMITED
2031 9.980% 9.855% 8.91% 12.61%
R186 REPUBLIC OF SOUTH
Mar 2032
AFRICA 10.445% 10.325% 9.11% 12.86%
R2030 REPUBLIC OF SOUTH
Sep 2033
AFRICA 12.140% 11.980% 10.66% 14.17%
R213 REPUBLIC OF SOUTH
Feb 2035
AFRICA 11.150% 10.985% 9.52% 13.05%
R2032 REPUBLIC OF SOUTH
Mar 2036
AFRICA 11.070% 10.910% 9.58% 13.10%
ES33 ESKOM HOLDINGSJanLIMITED
2037 11.415% 11.250% 9.70% 13.20%
R209 REPUBLIC OF SOUTH
Jan 2040
AFRICA 11.600% 11.435% 9.85% 13.31%
R2037 REPUBLIC OF SOUTH
Feb 2041
AFRICA 11.335% 11.160% 9.81% 13.26%
R214 REPUBLIC OF SOUTH
Apr 2042
AFRICA 12.535% 12.360% 11.03% 14.48%
R2044 REPUBLIC OF SOUTH
Jan 2044
AFRICA 11.725% 11.555% 9.92% 13.33%
R2048 REPUBLIC OF SOUTH
Feb 2048
AFRICA 11.660% 11.480% 9.93% 13.31%

Other Rates

Code Description Rate Previous YTD Low YTD High

SAFEX SAFEX Overnight Deposit Rate3.590% 3.590% 3.59% 6.35%
JIBAR1 JIBAR 1 Month 3.783% 3.783% 3.78% 6.63%
JIBAR3 JIBAR 3 Month 3.883% 3.883% 3.88% 6.80%
JIBAR6 JIBAR 6 Month 4.017% 4.025% 4.02% 7.31%
RSA 2 year retail bond 5.25% 0 0 0
RSA 3 year retail bond 6.00% 0 0 0
RSA 5 year retail bond 8.00% 0 0 0
RSA 3 year inflation linked retail
3.30%
bond 0 0 0
RSA 5 year inflation linked retail
4.50%
bond 0 0 0
RSA 10 year inflation linked retail
5.00%
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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