Markets and Commodity figures

25 July 2018

Total Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Deals Nominal Consideration Deals Nominal Consideration
Current Day 1 240 40.38 bn Rbn 40.68 308 30.19 bn Rbn 30.18
Week to Date 3 255 98.96 bn Rbn 101.47 1 357 169.87 bn Rbn 161.87
Month to Date 18 344 516.61 bn Rbn 529.95 6 336 807.31 bn Rbn 774.77
Year to Date 178 455 5 435.67 bn Rbn 5 660.23 44 609 5 742.82 bn Rbn 5 731.77

Foreign Client Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Party Deals Nominal Consideration Deals Nominal Consideration
Buy 91 5.08 bn Rbn 5.13 25 4.00 bn Rbn 3.97
Current Day Sell 72 4.76 bn Rbn 5.06 5 0.67 bn Rbn 0.62
Net 19 0.32 bn Rbn 0.07 20 3.32 bn Rbn 3.35
Buy 218 11.38 bn Rbn 11.63 83 12.27 bn Rbn 11.75
Week to Date Sell 185 9.95 bn Rbn 10.28 37 8.29 bn Rbn 7.87
Net 33 1.44 bn Rbn 1.35 46 3.98 bn Rbn 3.89
Buy 1 209 70.69 bn Rbn 72.49 411 67.86 bn Rbn 64.08
Month to Date Sell 1 123 68.50 bn Rbn 69.44 194 40.34 bn Rbn 39.46
Net 86 2.19 bn Rbn 3.06 217 27.53 bn Rbn 24.62
Buy 12 178 681.82 bn Rbn 711.79 2 386 336.65 bn Rbn 318.32
Year to Date Sell 11 478 713.17 bn Rbn 744.21 2 483 665.88 bn Rbn 706.44
Net 700 -31.35 bn Rbn -32.42 -97 -329.23 bn Rbn -388.12

Index Levels

Code Index Yield Index Previous Return MTD Return YTD

ALBI20 8.966%
All Bond Index Top 623.005
20 Composite 618.081 1.92% 5.96%
GOVI 9.014%Split - 618.984
ALBI20 Issuer Class GOVI 613.783 2.03% 5.52%
OTHI 8.824%
ALBI20 Issuer Class Split - 640.244
OTHI 636.132 1.59% 7.18%
CILI15 3.027%
Composite Inflation 250.100
Linked Index Top 15 250.286 -0.47% -1.04%
ICOR 3.892%
CILI15 Issuer Class 279.525
Split - ICOR 279.502 -0.25% 3.21%
IGOV 2.985%
CILI15 Issuer Class 248.736
Split - IGOV 248.934 -0.49% -1.21%
ISOE 3.780%
CILI15 Issuer Class 254.093
Split - ISOE 253.946 -0.02% 1.41%
MMI JSE Money Market Index
0 241.549 241.496 0.51% 4.20%

ALBI Constituent Bonds

Bond Issuer Maturity MTM Previous YTD Low YTD High

R159 REPUBLIC OF SOUTH
Jan 2020
AFRICA 7.380% 7.440% 6.58% 7.81%
R203 REPUBLIC OF SOUTH
Feb 2020
AFRICA 8.400% 8.475% 7.69% 8.89%
ES18 ESKOM HOLDINGS
MarLIMITED
2021 7.670% 7.740% 6.87% 8.10%
R204 REPUBLIC OF SOUTH
Jan 2023
AFRICA 9.230% 9.320% 8.35% 9.64%
R207 REPUBLIC OF SOUTH
Feb 2023
AFRICA 9.300% 9.390% 8.57% 9.82%
R208 REPUBLIC OF SOUTH
Feb 2023
AFRICA 8.050% 8.140% 7.24% 8.50%
ES23 ESKOM HOLDINGSAprLIMITED
2026 9.890% 10.000% 9.17% 10.44%
DV23 DEVELOPMENT DecBANK
2026
OF SOUTHERN
8.610% AFRICA 8.720% 7.88% 9.16%
R2023 REPUBLIC OF SOUTH
Jan 2030
AFRICA 8.990% 9.100% 8.28% 9.57%
ES26 ESKOM HOLDINGSFebLIMITED
2031 9.095% 9.205% 8.36% 9.64%
R186 REPUBLIC OF SOUTH
Mar 2032
AFRICA 9.190% 9.300% 8.46% 9.74%
R2030 REPUBLIC OF SOUTH
Sep 2033
AFRICA 10.670% 10.775% 9.96% 11.14%
R213 REPUBLIC OF SOUTH
Feb 2035
AFRICA 9.360% 9.460% 8.61% 9.82%
R2032 REPUBLIC OF SOUTH
Mar 2036
AFRICA 9.340% 9.445% 8.62% 9.81%
ES33 ESKOM HOLDINGSJanLIMITED
2037 9.430% 9.535% 8.69% 9.88%
R209 REPUBLIC OF SOUTH
Jan 2040
AFRICA 9.510% 9.615% 8.76% 9.95%
R2037 REPUBLIC OF SOUTH
Feb 2041
AFRICA 9.490% 9.600% 8.73% 9.94%
R214 REPUBLIC OF SOUTH
Apr 2042
AFRICA 10.880% 10.990% 10.13% 11.33%
R2044 REPUBLIC OF SOUTH
Jan 2044
AFRICA 9.530% 9.640% 8.80% 9.98%
R2048 REPUBLIC OF SOUTH
Feb 2048
AFRICA 9.525% 9.635% 8.76% 9.97%

Other Rates

Code Description Rate Previous YTD Low YTD High

SAFEX SAFEX Overnight Deposit Rate6.310% 6.310% 6.31% 6.56%
JIBAR1 JIBAR 1 Month 6.733% 6.733% 6.63% 6.92%
JIBAR3 JIBAR 3 Month 6.967% 6.958% 6.87% 7.16%
JIBAR6 JIBAR 6 Month 7.517% 7.525% 7.38% 7.60%
RSA 2 year retail bond 8.25% 0 0 0
RSA 3 year retail bond 8.50% 0 0 0
RSA 5 year retail bond 9.00% 0 0 0
RSA 3 year inflation linked retail
2.50%
bond 0 0 0
RSA 5 year inflation linked retail
2.75%
bond 0 0 0
RSA 10 year inflation linked retail
3.00%
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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