Markets and Commodity figures

21 February 2019

Total Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Deals Nominal Consideration Deals Nominal Consideration
Current Day 1,432 45.10 bn Rbn 46.41 251 42.48 bn Rbn 40.78
Week to Date 5,170 188.33 bn Rbn 190.03 1,539 223.63 bn Rbn 210.74
Month to Date 19,049 684.55 bn Rbn 692.25 5,938 781.05 bn Rbn 746.76
Year to Date 38,241 1,297.52 bn Rbn 1,312.56 13,185 1,767.10 bn Rbn 1,691.57

Foreign Client Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Party Deals Nominal Consideration Deals Nominal Consideration
Buy 108 5.29 bn Rbn 5.49 24 4.57 bn Rbn 4.25
Current Day Sell 97 4.49 bn Rbn 4.65 5 0.84 bn Rbn 0.79
Net 11 0.80 bn Rbn 0.84 19 3.73 bn Rbn 3.47
Buy 328 21.84 bn Rbn 22.10 69 15.38 bn Rbn 14.14
Week to Date Sell 322 22.13 bn Rbn 22.82 21 8.05 bn Rbn 7.52
Net 6 -0.29 bn Rbn -0.72 48 7.33 bn Rbn 6.62
Buy 1,223 83.47 bn Rbn 84.85 356 83.97 bn Rbn 78.06
Month to Date Sell 1,226 82.53 bn Rbn 84.81 55 21.97 bn Rbn 20.74
Net -3 0.95 bn Rbn 0.04 301 62.00 bn Rbn 57.32
Buy 2,791 171.93 bn Rbn 174.72 862 201.52 bn Rbn 189.84
Year to Date Sell 2,503 159.16 bn Rbn 163.11 114 44.48 bn Rbn 43.60
Net 288 12.77 bn Rbn 11.61 748 157.04 bn Rbn 146.23

Index Levels

Code Index Yield Index Previous Return MTD Return YTD

ALBI20 9.260%
All Bond Index Top 641.748
20 Composite 642.362 -1.50% 1.36%
GOVI 9.374%Split - 635.098
ALBI20 Issuer Class GOVI 635.809 -1.57% 1.35%
OTHI 8.823%
ALBI20 Issuer Class Split - 667.546
OTHI 667.773 -1.23% 1.37%
CILI15 3.185%
Composite Inflation 256.775
Linked Index Top 15 257.085 -0.35% 1.30%
ICOR 3.903%
CILI15 Issuer Class 292.553
Split - ICOR 292.451 -0.18% 0.98%
IGOV 3.145%
CILI15 Issuer Class 255.135
Split - IGOV 255.466 -0.36% 1.32%
ISOE 3.906%
CILI15 Issuer Class 264.987
Split - ISOE 264.847 -0.03% 0.99%
MMI JSE Money Market Index
0 251.932 251.872 0.43% 1.07%

ALBI Constituent Bonds

Bond Issuer Maturity MTM Previous YTD Low YTD High

R159 REPUBLIC OF SOUTH
Sep 2020
AFRICA 8.295% 8.315% 8.11% 8.42%
R203 REPUBLIC OF SOUTH
Mar 2021
AFRICA 7.065% 7.085% 6.91% 7.19%
ES18 ESKOM HOLDINGSJanLIMITED
2023 9.055% 9.070% 8.91% 9.31%
R204 REPUBLIC OF SOUTH
Feb 2023
AFRICA 8.925% 8.940% 8.78% 9.22%
R207 REPUBLIC OF SOUTH
Feb 2023
AFRICA 7.895% 7.910% 7.75% 8.15%
R208 REPUBLIC OF SOUTH
Aug 2025
AFRICA 10.510% 10.525% 10.28% 10.64%
ES23 ESKOM HOLDINGSAprLIMITED
2026 10.060% 10.075% 9.83% 10.19%
DV23 DEVELOPMENT DecBANK
2026
OF SOUTHERN
8.810% AFRICA 8.825% 8.58% 8.94%
R2023 REPUBLIC OF SOUTH
Jan 2030
AFRICA 9.365% 9.360% 9.09% 9.47%
ES26 ESKOM HOLDINGSFebLIMITED
2031 9.480% 9.480% 9.21% 9.58%
R186 REPUBLIC OF SOUTH
Mar 2032
AFRICA 9.595% 9.590% 9.31% 9.69%
R2030 REPUBLIC OF SOUTH
Sep 2033
AFRICA 11.030% 10.995% 10.74% 11.10%
R213 REPUBLIC OF SOUTH
Feb 2035
AFRICA 9.780% 9.745% 9.48% 9.84%
R2032 REPUBLIC OF SOUTH
Mar 2036
AFRICA 9.730% 9.695% 9.43% 9.80%
ES33 ESKOM HOLDINGSJanLIMITED
2037 9.860% 9.820% 9.55% 9.92%
R209 REPUBLIC OF SOUTH
Jan 2040
AFRICA 9.930% 9.900% 9.62% 10.00%
R2037 REPUBLIC OF SOUTH
Feb 2041
AFRICA 9.910% 9.885% 9.60% 9.98%
R214 REPUBLIC OF SOUTH
Apr 2042
AFRICA 11.280% 11.255% 10.97% 11.35%
R2044 REPUBLIC OF SOUTH
Jan 2044
AFRICA 9.945% 9.915% 9.64% 10.02%
R2048 REPUBLIC OF SOUTH
Feb 2048
AFRICA 9.910% 9.885% 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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