Markets and Commodity figures

11 February 2019

Total Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Deals Nominal Consideration Deals Nominal Consideration
Current Day 1,232 54.26 bn Rbn 58.82 344 52.34 bn Rbn 50.82
Week to Date 1,232 54.26 bn Rbn 58.82 344 52.34 bn Rbn 50.82
Month to Date 8,721 297.91 bn Rbn 305.17 2,635 344.88 bn Rbn 331.24
Year to Date 27,913 910.88 bn Rbn 925.48 9,882 1,330.93 bn Rbn 1,276.05

Foreign Client Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Party Deals Nominal Consideration Deals Nominal Consideration
Buy 78 5.99 bn Rbn 6.61 28 8.63 bn Rbn 8.20
Current Day Sell 82 5.58 bn Rbn 5.89 8 1.94 bn Rbn 1.94
Net -4 0.41 bn Rbn 0.72 20 6.69 bn Rbn 6.26
Buy 78 5.99 bn Rbn 6.61 28 8.63 bn Rbn 8.20
Week to Date Sell 82 5.58 bn Rbn 5.89 8 1.94 bn Rbn 1.94
Net -4 0.41 bn Rbn 0.72 20 6.69 bn Rbn 6.26
Buy 564 35.05 bn Rbn 36.04 205 48.62 bn Rbn 45.89
Month to Date Sell 515 31.54 bn Rbn 32.82 20 7.79 bn Rbn 7.53
Net 49 3.51 bn Rbn 3.22 185 40.83 bn Rbn 38.37
Buy 2,132 123.50 bn Rbn 125.91 711 166.17 bn Rbn 157.67
Year to Date Sell 1,792 108.17 bn Rbn 111.12 79 30.30 bn Rbn 30.39
Net 340 15.33 bn Rbn 14.79 632 135.87 bn Rbn 127.28

Index Levels

Code Index Yield Index Previous Return MTD Return YTD

ALBI20 9.203%
All Bond Index Top 643.971
20 Composite 651.086 -1.16% 1.71%
GOVI 9.313%Split - 637.511
ALBI20 Issuer Class GOVI 644.866 -1.20% 1.73%
OTHI 8.781%Split - 669.009
ALBI20 Issuer Class OTHI 675.167 -1.01% 1.60%
CILI15 3.110%
Composite Inflation 258.289
Linked Index Top 15 258.320 0.24% 1.90%
ICOR 3.820%
CILI15 Issuer Class 293.574
Split - ICOR 293.524 0.17% 1.33%
IGOV 3.070%
CILI15 Issuer Class 256.686
Split - IGOV 256.721 0.24% 1.93%
ISOE 3.849%
CILI15 Issuer Class 265.456
Split - ISOE 265.410 0.15% 1.17%
MMI JSE Money Market Index
0 251.424 251.268 0.23% 0.87%

ALBI Constituent Bonds

Bond Issuer Maturity MTM Previous YTD Low YTD High

R159 REPUBLIC OF SOUTH
Sep 2020
AFRICA 8.395% 8.265% 8.11% 8.40%
R203 REPUBLIC OF SOUTH
Mar 2021
AFRICA 7.165% 7.035% 6.91% 7.18%
ES18 ESKOM HOLDINGSJanLIMITED
2023 9.100% 8.970% 8.91% 9.31%
R204 REPUBLIC OF SOUTH
Feb 2023
AFRICA 8.970% 8.840% 8.78% 9.22%
R207 REPUBLIC OF SOUTH
Feb 2023
AFRICA 7.940% 7.810% 7.75% 8.15%
R208 REPUBLIC OF SOUTH
Aug 2025
AFRICA 10.470% 10.335% 10.28% 10.63%
ES23 ESKOM HOLDINGSAprLIMITED
2026 10.020% 9.885% 9.83% 10.18%
DV23 DEVELOPMENT DecBANK
2026
OF SOUTHERN
8.770% AFRICA 8.635% 8.58% 8.93%
R2023 REPUBLIC OF SOUTH
Jan 2030
AFRICA 9.275% 9.125% 9.09% 9.43%
ES26 ESKOM HOLDINGSFebLIMITED
2031 9.390% 9.240% 9.21% 9.54%
R186 REPUBLIC OF SOUTH
Mar 2032
AFRICA 9.500% 9.340% 9.31% 9.65%
R2030 REPUBLIC OF SOUTH
Sep 2033
AFRICA 10.925% 10.765% 10.74% 11.06%
R213 REPUBLIC OF SOUTH
Feb 2035
AFRICA 9.670% 9.510% 9.48% 9.81%
R2032 REPUBLIC OF SOUTH
Mar 2036
AFRICA 9.625% 9.465% 9.43% 9.75%
ES33 ESKOM HOLDINGSJanLIMITED
2037 9.750% 9.590% 9.55% 9.88%
R209 REPUBLIC OF SOUTH
Jan 2040
AFRICA 9.825% 9.665% 9.62% 9.95%
R2037 REPUBLIC OF SOUTH
Feb 2041
AFRICA 9.805% 9.645% 9.60% 9.93%
R214 REPUBLIC OF SOUTH
Apr 2042
AFRICA 11.175% 11.015% 10.97% 11.30%
R2044 REPUBLIC OF SOUTH
Jan 2044
AFRICA 9.850% 9.685% 9.64% 9.98%
R2048 REPUBLIC OF SOUTH
Feb 2048
AFRICA 9.820% 9.655% 9.62% 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 6.967% 6.967% 6.96% 6.98%
JIBAR3 JIBAR 3 Month 7.150% 7.150% 7.15% 7.15%
JIBAR6 JIBAR 6 Month 7.725% 7.725% 7.73% 7.75%
RSA 2 year retail bond 7.25% 0 0 0
RSA 3 year retail bond 8.00% 0 0 0
RSA 5 year retail bond 8.75% 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)
9.60
9.10
8.60
8.10
7.60
7.10 Zero
6.60 Par/Swap
6.10
5.60
5.10
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