Markets and Commodity figures

23 May 2019

Total Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Deals Nominal Consideration Deals Nominal Consideration
Current Day 1,262 42.80 bn Rbn 44.86 301 38.99 bn Rbn 39.94
Week to Date 3,969 163.40 bn Rbn 166.53 1,883 253.78 bn Rbn 259.20
Month to Date 21,340 614.37 bn Rbn 626.64 5,903 847.78 bn Rbn 849.06
Year to Date 114,549 3,644.23 bn Rbn 3,685.25 35,740 4,933.63 bn Rbn 4,816.07

Foreign Client Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Party Deals Nominal Consideration Deals Nominal Consideration
Buy 331 8.23 bn Rbn 8.43 16 5.41 bn Rbn 5.83
Current Day Sell 230 8.78 bn Rbn 9.16
Net 101 -0.55 bn Rbn -0.73 16 5.41 bn Rbn 5.83
Buy 523 26.96 bn Rbn 27.61 64 15.47 bn Rbn 15.24
Week to Date Sell 463 27.23 bn Rbn 27.72 35 14.81 bn Rbn 15.84
Net 60 -0.27 bn Rbn -0.12 29 0.66 bn Rbn -0.59
Buy 1,459 78.79 bn Rbn 80.02 291 60.02 bn Rbn 58.21
Month to Date Sell 1,316 83.44 bn Rbn 85.67 74 32.79 bn Rbn 34.24
Net 143 -4.65 bn Rbn -5.65 217 27.23 bn Rbn 23.97
Buy 8,208 457.55 bn Rbn 465.87 1,905 400.35 bn Rbn 381.44
Year to Date Sell 7,811 438.59 bn Rbn 450.19 520 185.38 bn Rbn 186.15
Net 397 18.96 bn Rbn 15.68 1,385 214.97 bn Rbn 195.29

Index Levels

Code Index Yield Index Previous Return MTD Return YTD

ALBI20 9.068%
All Bond Index Top 669.709
20 Composite 670.132 1.13% 5.77%
GOVI 9.174%Split - 663.083
ALBI20 Issuer Class GOVI 663.554 1.14% 5.82%
OTHI 8.655%
ALBI20 Issuer Class Split - 695.397
OTHI 695.621 1.11% 5.60%
CILI15 3.033%
Composite Inflation 261.421
Linked Index Top 15 261.230 -0.69% 3.14%
ICOR 3.558%
CILI15 Issuer Class 301.575
Split - ICOR 301.287 0.48% 4.09%
IGOV 2.998%
CILI15 Issuer Class 259.663
Split - IGOV 259.473 -0.75% 3.11%
ISOE 3.783%
CILI15 Issuer Class 269.760
Split - ISOE 269.689 0.25% 2.81%
MMI JSE Money Market Index
0 256.659 256.594 0.47% 2.97%

ALBI Constituent Bonds

Bond Issuer Maturity MTM Previous YTD Low YTD High

R159 REPUBLIC OF SOUTH
Sep 2020
AFRICA 7.830% 7.840% 7.80% 8.87%
R203 REPUBLIC OF SOUTH
Mar 2021
AFRICA 6.600% 6.610% 6.57% 7.19%
ES18 ESKOM HOLDINGSJanLIMITED
2023 8.670% 8.685% 8.67% 9.31%
R204 REPUBLIC OF SOUTH
Feb 2023
AFRICA 8.500% 8.515% 8.50% 9.22%
R207 REPUBLIC OF SOUTH
Feb 2023
AFRICA 7.500% 7.515% 7.50% 8.15%
R208 REPUBLIC OF SOUTH
Aug 2025
AFRICA 9.895% 9.890% 9.89% 10.64%
ES23 ESKOM HOLDINGSAprLIMITED
2026 9.635% 9.630% 9.63% 10.19%
DV23 DEVELOPMENT DecBANK
2026
OF SOUTHERN
8.395% AFRICA 8.390% 8.39% 8.94%
R2023 REPUBLIC OF SOUTH
Jan 2030
AFRICA 9.020% 9.020% 8.99% 9.47%
ES26 ESKOM HOLDINGSFebLIMITED
2031 9.160% 9.160% 9.11% 9.58%
R186 REPUBLIC OF SOUTH
Mar 2032
AFRICA 9.280% 9.280% 9.23% 9.69%
R2030 REPUBLIC OF SOUTH
Sep 2033
AFRICA 10.760% 10.750% 10.67% 11.10%
R213 REPUBLIC OF SOUTH
Feb 2035
AFRICA 9.530% 9.520% 9.42% 9.84%
R2032 REPUBLIC OF SOUTH
Mar 2036
AFRICA 9.485% 9.475% 9.37% 9.80%
ES33 ESKOM HOLDINGSJanLIMITED
2037 9.630% 9.620% 9.50% 9.92%
R209 REPUBLIC OF SOUTH
Jan 2040
AFRICA 9.720% 9.695% 9.58% 10.00%
R2037 REPUBLIC OF SOUTH
Feb 2041
AFRICA 9.700% 9.675% 9.57% 9.98%
R214 REPUBLIC OF SOUTH
Apr 2042
AFRICA 11.040% 11.025% 10.94% 11.35%
R2044 REPUBLIC OF SOUTH
Jan 2044
AFRICA 9.735% 9.710% 9.60% 10.02%
R2048 REPUBLIC OF SOUTH
Feb 2048
AFRICA 9.690% 9.665% 9.55% 9.99%

Other Rates

Code Description Rate Previous YTD Low YTD High

SAFEX SAFEX Overnight Deposit Rate6.600% 6.600% 6.59% 6.60%
JIBAR1 JIBAR 1 Month 6.975% 6.975% 6.96% 6.98%
JIBAR3 JIBAR 3 Month 7.142% 7.158% 7.14% 7.16%
JIBAR6 JIBAR 6 Month 7.658% 7.692% 7.66% 7.75%
RSA 2 year retail bond 7.75% 0 0 0
RSA 3 year retail bond 8.00% 0 0 0
RSA 5 year retail bond 8.50% 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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