Markets and Commodity figures

23 July 2019

Total Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Deals Nominal Consideration Deals Nominal Consideration
Current Day 1,353 48.42 bn Rbn 49.27 739 94.13 bn Rbn 96.04
Week to Date 2,283 74.09 bn Rbn 75.05 1,064 163.06 bn Rbn 165.18
Month to Date 19,920 713.09 bn Rbn 718.04 6,356 1,111.11 bn Rbn 1,109.41
Year to Date 166,228 5,759.80 bn Rbn 5,803.23 51,851 7,543.41 bn Rbn 7,415.52

Foreign Client Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Party Deals Nominal Consideration Deals Nominal Consideration
Buy 71 4.79 bn Rbn 4.71 19 1.97 bn Rbn 2.10
Current Day Sell 65 5.14 bn Rbn 5.12 6 1.23 bn Rbn 1.41
Net 6 -0.36 bn Rbn -0.41 13 0.74 bn Rbn 0.69
Buy 119 8.30 bn Rbn 8.15 31 3.17 bn Rbn 3.18
Week to Date Sell 104 8.00 bn Rbn 7.95 15 2.49 bn Rbn 2.80
Net 15 0.30 bn Rbn 0.21 16 0.68 bn Rbn 0.38
Buy 1,337 89.17 bn Rbn 89.28 247 54.91 bn Rbn 53.55
Month to Date Sell 1,253 93.81 bn Rbn 94.46 56 20.21 bn Rbn 22.38
Net 84 -4.63 bn Rbn -5.18 191 34.70 bn Rbn 31.17
Buy 11,634 721.63 bn Rbn 729.94 2,476 509.94 bn Rbn 489.14
Year to Date Sell 10,958 706.76 bn Rbn 718.87 750 297.73 bn Rbn 307.44
Net 676 14.87 bn Rbn 11.07 1,726 212.21 bn Rbn 181.70

Index Levels

Code Index Yield Index Previous Return MTD Return YTD

ALBI20 8.938%
All Bond Index Top 689.152
20 Composite 691.791 1.11% 8.84%
GOVI 9.033%Split - 682.623
ALBI20 Issuer Class GOVI 685.296 1.14% 8.93%
OTHI 8.551%
ALBI20 Issuer Class Split - 714.348
OTHI 716.829 0.99% 8.48%
CILI15 3.157%
Composite Inflation 263.769
Linked Index Top 15 263.746 0.70% 4.06%
ICOR 3.722%
CILI15 Issuer Class 305.728
Split - ICOR 305.635 0.70% 5.53%
IGOV 3.121%
CILI15 Issuer Class 261.921
Split - IGOV 261.901 0.69% 4.01%
ISOE 3.919%
CILI15 Issuer Class 273.748
Split - ISOE 273.664 0.71% 4.33%
MMI JSE Money Market Index
0 259.953 259.896 0.52% 4.29%

ALBI Constituent Bonds

Bond Issuer Maturity MTM Previous YTD Low YTD High

R159 REPUBLIC OF SOUTH
Sep 2020
AFRICA 7.810% 7.745% 7.67% 8.87%
R203 REPUBLIC OF SOUTH
Mar 2021
AFRICA 6.300% 6.225% 6.20% 7.19%
ES18 ESKOM HOLDINGSJanLIMITED
2023 8.385% 8.320% 8.25% 9.31%
R204 REPUBLIC OF SOUTH
Feb 2023
AFRICA 8.265% 8.150% 8.02% 9.22%
R207 REPUBLIC OF SOUTH
Feb 2023
AFRICA 7.215% 7.150% 7.08% 8.15%
R208 REPUBLIC OF SOUTH
Aug 2025
AFRICA 9.555% 9.515% 9.48% 10.64%
ES23 ESKOM HOLDINGSAprLIMITED
2026 9.275% 9.235% 9.20% 10.19%
DV23 DEVELOPMENT DecBANK
2026
OF SOUTHERN
8.055% AFRICA 8.015% 7.98% 8.94%
R2023 REPUBLIC OF SOUTH
Jan 2030
AFRICA 8.720% 8.650% 8.61% 9.47%
ES26 ESKOM HOLDINGSFebLIMITED
2031 8.915% 8.845% 8.80% 9.58%
R186 REPUBLIC OF SOUTH
Mar 2032
AFRICA 9.050% 8.990% 8.95% 9.69%
R2030 REPUBLIC OF SOUTH
Sep 2033
AFRICA 10.555% 10.525% 10.53% 11.10%
R213 REPUBLIC OF SOUTH
Feb 2035
AFRICA 9.295% 9.235% 9.24% 9.84%
R2032 REPUBLIC OF SOUTH
Mar 2036
AFRICA 9.315% 9.265% 9.27% 9.80%
ES33 ESKOM HOLDINGSJanLIMITED
2037 9.430% 9.380% 9.38% 9.92%
R209 REPUBLIC OF SOUTH
Jan 2040
AFRICA 9.565% 9.505% 9.51% 10.00%
R2037 REPUBLIC OF SOUTH
Feb 2041
AFRICA 9.595% 9.535% 9.54% 9.98%
R214 REPUBLIC OF SOUTH
Apr 2042
AFRICA 10.935% 10.875% 10.88% 11.35%
R2044 REPUBLIC OF SOUTH
Jan 2044
AFRICA 9.635% 9.575% 9.58% 10.02%
R2048 REPUBLIC OF SOUTH
Feb 2048
AFRICA 9.615% 9.555% 9.55% 9.99%

Other Rates

Code Description Rate Previous YTD Low YTD High

SAFEX SAFEX Overnight Deposit Rate6.350% 6.360% 6.35% 6.60%
JIBAR1 JIBAR 1 Month 6.683% 6.717% 6.68% 6.98%
JIBAR3 JIBAR 3 Month 6.850% 6.875% 6.85% 7.16%
JIBAR6 JIBAR 6 Month 7.325% 7.325% 7.33% 7.75%
RSA 2 year retail bond 7.50% 0 0 0
RSA 3 year retail bond 7.75% 0 0 0
RSA 5 year retail bond 8.25% 0 0 0
RSA 3 year inflation linked retail
3.00%
bond 0 0 0
RSA 5 year inflation linked retail
3.25%
bond 0 0 0
RSA 10 year inflation linked retail
3.50%
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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