Markets and Commodity figures

14 February 2019

Total Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Deals Nominal Consideration Deals Nominal Consideration
Current Day 1,299 48.09 bn Rbn 48.02 252 28.78 bn Rbn 28.32
Week to Date 5,248 210.91 bn Rbn 213.61 1,782 232.27 bn Rbn 223.59
Month to Date 12,736 454.35 bn Rbn 459.73 4,073 524.81 bn Rbn 504.01
Year to Date 31,928 1,067.32 bn Rbn 1,080.04 11,320 1,510.86 bn Rbn 1,448.82

Foreign Client Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Party Deals Nominal Consideration Deals Nominal Consideration
Buy 80 7.94 bn Rbn 8.30 9 1.48 bn Rbn 1.21
Current Day Sell 136 10.28 bn Rbn 10.34
Net -56 -2.33 bn Rbn -2.04 9 1.48 bn Rbn 1.21
Buy 337 26.56 bn Rbn 27.46 98 27.18 bn Rbn 24.88
Week to Date Sell 401 29.32 bn Rbn 29.85 16 5.29 bn Rbn 5.07
Net -64 -2.76 bn Rbn -2.39 82 21.89 bn Rbn 19.81
Buy 822 55.54 bn Rbn 56.78 275 67.16 bn Rbn 62.58
Month to Date Sell 835 55.36 bn Rbn 56.89 28 11.13 bn Rbn 10.66
Net -13 0.18 bn Rbn -0.11 247 56.03 bn Rbn 51.92
Buy 2,390 143.99 bn Rbn 146.65 781 184.71 bn Rbn 174.35
Year to Date Sell 2,112 131.99 bn Rbn 135.19 87 33.65 bn Rbn 33.52
Net 278 12.00 bn Rbn 11.46 694 151.07 bn Rbn 140.84

Index Levels

Code Index Yield Index Previous Return MTD Return YTD

ALBI20 9.317%
All Bond Index Top 636.738
20 Composite 638.819 -2.27% 0.57%
GOVI 9.433%Split - 630.029
ALBI20 Issuer Class GOVI 632.189 -2.36% 0.54%
OTHI 8.873%
ALBI20 Issuer Class Split - 662.773
OTHI 664.541 -1.93% 0.65%
CILI15 3.147%
Composite Inflation 257.414
Linked Index Top 15 258.102 -0.10% 1.56%
ICOR 3.881%
CILI15 Issuer Class 292.548
Split - ICOR 292.913 -0.18% 0.98%
IGOV 3.106%
CILI15 Issuer Class 255.803
Split - IGOV 256.506 -0.10% 1.58%
ISOE 3.881%
CILI15 Issuer Class 265.075
Split - ISOE 265.451 0.01% 1.03%
MMI JSE Money Market Index
0 251.568 251.520 0.28% 0.92%

ALBI Constituent Bonds

Bond Issuer Maturity MTM Previous YTD Low YTD High

R159 REPUBLIC OF SOUTH
Sep 2020
AFRICA 8.420% 8.405% 8.11% 8.42%
R203 REPUBLIC OF SOUTH
Mar 2021
AFRICA 7.190% 7.175% 6.91% 7.19%
ES18 ESKOM HOLDINGSJanLIMITED
2023 9.175% 9.135% 8.91% 9.31%
R204 REPUBLIC OF SOUTH
Feb 2023
AFRICA 9.045% 9.005% 8.78% 9.22%
R207 REPUBLIC OF SOUTH
Feb 2023
AFRICA 8.015% 7.975% 7.75% 8.15%
R208 REPUBLIC OF SOUTH
Aug 2025
AFRICA 10.635% 10.585% 10.28% 10.64%
ES23 ESKOM HOLDINGSAprLIMITED
2026 10.185% 10.135% 9.83% 10.19%
DV23 DEVELOPMENT DecBANK
2026
OF SOUTHERN
8.935% AFRICA 8.885% 8.58% 8.94%
R2023 REPUBLIC OF SOUTH
Jan 2030
AFRICA 9.465% 9.415% 9.09% 9.47%
ES26 ESKOM HOLDINGSFebLIMITED
2031 9.580% 9.525% 9.21% 9.58%
R186 REPUBLIC OF SOUTH
Mar 2032
AFRICA 9.685% 9.635% 9.31% 9.69%
R2030 REPUBLIC OF SOUTH
Sep 2033
AFRICA 11.095% 11.045% 10.74% 11.10%
R213 REPUBLIC OF SOUTH
Feb 2035
AFRICA 9.840% 9.790% 9.48% 9.84%
R2032 REPUBLIC OF SOUTH
Mar 2036
AFRICA 9.795% 9.745% 9.43% 9.80%
ES33 ESKOM HOLDINGSJanLIMITED
2037 9.920% 9.870% 9.55% 9.92%
R209 REPUBLIC OF SOUTH
Jan 2040
AFRICA 9.995% 9.945% 9.62% 10.00%
R2037 REPUBLIC OF SOUTH
Feb 2041
AFRICA 9.975% 9.930% 9.60% 9.98%
R214 REPUBLIC OF SOUTH
Apr 2042
AFRICA 11.345% 11.300% 10.97% 11.35%
R2044 REPUBLIC OF SOUTH
Jan 2044
AFRICA 10.020% 9.970% 9.64% 10.02%
R2048 REPUBLIC OF SOUTH
Feb 2048
AFRICA 9.990% 9.940% 9.62% 9.99%

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)
9.62
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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