Markets and Commodity figures

15 January 2019

Total Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Deals Nominal Consideration Deals Nominal Consideration
Current Day 556 19.17 bn Rbn 19.80 740 82.24 bn Rbn 80.22
Week to Date 1,200 36.59 bn Rbn 37.54 1,075 157.73 bn Rbn 150.12
Month to Date 7,641 242.85 bn Rbn 246.46 3,324 472.07 bn Rbn 458.57
Year to Date 7,641 242.85 bn Rbn 246.46 3,324 472.07 bn Rbn 458.57

Foreign Client Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Party Deals Nominal Consideration Deals Nominal Consideration
Buy 47 2.08 bn Rbn 2.10 16 3.46 bn Rbn 3.04
Current Day Sell 43 1.99 bn Rbn 2.05 -0.35 bn Rbn -0.29
Net 4 0.09 bn Rbn 0.05 16 3.81 bn Rbn 3.32
Buy 86 5.17 bn Rbn 5.26 35 8.54 bn Rbn 8.23
Week to Date Sell 82 4.15 bn Rbn 4.20 8 0.96 bn Rbn 0.87
Net 4 1.02 bn Rbn 1.05 27 7.58 bn Rbn 7.36
Buy 787 41.30 bn Rbn 42.02 290 68.04 bn Rbn 65.45
Month to Date Sell 619 32.88 bn Rbn 33.45 24 9.39 bn Rbn 9.75
Net 168 8.42 bn Rbn 8.57 266 58.64 bn Rbn 55.70
Buy 787 41.30 bn Rbn 42.02 290 68.04 bn Rbn 65.45
Year to Date Sell 619 32.88 bn Rbn 33.45 24 9.39 bn Rbn 9.75
Net 168 8.42 bn Rbn 8.57 266 58.64 bn Rbn 55.70

Index Levels

Code Index Yield Index Previous Return MTD Return YTD

ALBI20 9.197%
All Bond Index Top 640.106
20 Composite 640.266 1.10% 1.10%
GOVI 9.216%Split - 633.701
ALBI20 Issuer Class GOVI 633.845 1.13% 1.13%
OTHI 9.123%
ALBI20 Issuer Class Split - 664.993
OTHI 665.217 0.99% 0.99%
CILI15 3.130%
Composite Inflation 256.092
Linked Index Top 15 255.939 1.04% 1.04%
ICOR 3.838%
CILI15 Issuer Class 291.566
Split - ICOR 291.448 0.64% 0.64%
IGOV 3.096%
CILI15 Issuer Class 254.481
Split - IGOV 254.327 1.06% 1.06%
ISOE 3.830%
CILI15 Issuer Class 263.712
Split - ISOE 263.646 0.51% 0.51%
MMI JSE Money Market Index
0 250.030 249.981 0.31% 0.31%

ALBI Constituent Bonds

Bond Issuer Maturity MTM Previous YTD Low YTD High

R159 REPUBLIC OF SOUTH
Sep 2020
AFRICA 8.300% 8.320% 8.11% 8.32%
R203 REPUBLIC OF SOUTH
Mar 2021
AFRICA 7.100% 7.120% 6.91% 7.12%
ES18 ESKOM HOLDINGSJanLIMITED
2023 9.155% 9.180% 9.15% 9.31%
R204 REPUBLIC OF SOUTH
Feb 2023
AFRICA 9.065% 9.090% 9.06% 9.22%
R207 REPUBLIC OF SOUTH
Feb 2023
AFRICA 7.995% 8.020% 7.99% 8.15%
R208 REPUBLIC OF SOUTH
Aug 2025
AFRICA 10.500% 10.500% 10.46% 10.63%
ES23 ESKOM HOLDINGSAprLIMITED
2026 10.050% 10.050% 10.01% 10.18%
DV23 DEVELOPMENT DecBANK
2026
OF SOUTHERN
8.800% AFRICA 8.800% 8.76% 8.93%
R2023 REPUBLIC OF SOUTH
Jan 2030
AFRICA 9.295% 9.295% 9.25% 9.43%
ES26 ESKOM HOLDINGSFebLIMITED
2031 9.395% 9.390% 9.35% 9.54%
R186 REPUBLIC OF SOUTH
Mar 2032
AFRICA 9.510% 9.505% 9.47% 9.65%
R2030 REPUBLIC OF SOUTH
Sep 2033
AFRICA 10.895% 10.890% 10.86% 11.06%
R213 REPUBLIC OF SOUTH
Feb 2035
AFRICA 9.655% 9.645% 9.61% 9.81%
R2032 REPUBLIC OF SOUTH
Mar 2036
AFRICA 9.585% 9.580% 9.55% 9.75%
ES33 ESKOM HOLDINGSJanLIMITED
2037 9.715% 9.710% 9.67% 9.88%
R209 REPUBLIC OF SOUTH
Jan 2040
AFRICA 9.795% 9.780% 9.75% 9.95%
R2037 REPUBLIC OF SOUTH
Feb 2041
AFRICA 9.775% 9.760% 9.72% 9.93%
R214 REPUBLIC OF SOUTH
Apr 2042
AFRICA 11.145% 11.130% 11.09% 11.30%
R2044 REPUBLIC OF SOUTH
Jan 2044
AFRICA 9.815% 9.800% 9.76% 9.98%
R2048 REPUBLIC OF SOUTH
Feb 2048
AFRICA 9.795% 9.780% 9.74% 9.95%

Other Rates

Code Description Rate Previous YTD Low YTD High

SAFEX SAFEX Overnight Deposit Rate6.590% 6.590% 6.59% 6.59%
JIBAR1 JIBAR 1 Month 6.975% 6.975% 6.96% 6.98%
JIBAR3 JIBAR 3 Month 7.150% 7.150% 7.15% 7.15%
JIBAR6 JIBAR 6 Month 7.750% 7.750% 7.75% 7.75%
RSA 2 year retail bond 7.50% 0 0 0
RSA 3 year retail bond 8.25% 0 0 0
RSA 5 year retail bond 9.25% 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
4.00%
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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