Markets and Commodity figures

03 October 2018

Total Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Deals Nominal Consideration Deals Nominal Consideration
Current Day 995 32.06 bn Rbn 31.57 236 33.83 bn Rbn 32.09
Week to Date 3 124 100.78 bn Rbn 99.52 1 289 190.13 bn Rbn 176.45
Month to Date 3 124 100.78 bn Rbn 99.52 1 289 190.13 bn Rbn 176.45
Year to Date 234 684 7 091.67 bn Rbn 7 355.22 61 070 7 935.46 bn Rbn 7 800.35

Foreign Client Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Party Deals Nominal Consideration Deals Nominal Consideration
Buy 61 4.12 bn Rbn 4.00 16 2.55 bn Rbn 2.40
Current Day Sell 65 6.99 bn Rbn 6.66 3 2.15 bn Rbn 1.72
Net -4 -2.87 bn Rbn -2.67 13 0.40 bn Rbn 0.68
Buy 213 12.50 bn Rbn 11.92 74 10.49 bn Rbn 9.20
Week to Date Sell 191 15.89 bn Rbn 15.18 42 11.03 bn Rbn 9.70
Net 22 -3.39 bn Rbn -3.26 32 -0.54 bn Rbn -0.50
Buy 213 12.50 bn Rbn 11.92 74 10.49 bn Rbn 9.20
Month to Date Sell 191 15.89 bn Rbn 15.18 42 11.03 bn Rbn 9.70
Net 22 -3.39 bn Rbn -3.26 32 -0.54 bn Rbn -0.50
Buy 15 816 872.11 bn Rbn 905.51 3 419 487.17 bn Rbn 456.78
Year to Date Sell 15 187 925.95 bn Rbn 961.32 2 983 780.89 bn Rbn 813.20
Net 629 -53.84 bn Rbn -55.82 436 -293.72 bn Rbn -356.41

Index Levels

Code Index Yield Index Previous Return MTD Return YTD

ALBI20 9.288%
All Bond Index Top 612.209
20 Composite 612.006 -0.65% 4.12%
GOVI 9.451%Split - 606.500
ALBI20 Issuer Class GOVI 606.263 -0.72% 3.39%
OTHI 8.767%
ALBI20 Issuer Class Split - 634.911
OTHI 634.824 -0.45% 6.29%
CILI15 3.060%
Composite Inflation 253.045
Linked Index Top 15 252.938 0.22% 0.13%
ICOR 3.959%
CILI15 Issuer Class 282.682
Split - ICOR 282.496 0.18% 4.37%
IGOV 3.017%
CILI15 Issuer Class 251.669
Split - IGOV 251.566 0.22% -0.04%
ISOE 3.850%
CILI15 Issuer Class 257.127
Split - ISOE 256.917 0.19% 2.62%
MMI JSE Money Market Index
0 244.894 244.852 0.10% 5.65%

ALBI Constituent Bonds

Bond Issuer Maturity MTM Previous YTD Low YTD High

R159 REPUBLIC OF SOUTH
Jan 2020
AFRICA 7.395% 7.385% 6.58% 7.86%
R203 REPUBLIC OF SOUTH
Feb 2020
AFRICA 8.250% 8.240% 7.69% 8.89%
ES18 ESKOM HOLDINGSSepLIMITED
2020 9.055% 9.050% 8.20% 9.45%
R204 REPUBLIC OF SOUTH
Mar 2021
AFRICA 7.855% 7.850% 6.87% 8.14%
R207 REPUBLIC OF SOUTH
Feb 2023
AFRICA 9.690% 9.695% 8.57% 9.93%
R208 REPUBLIC OF SOUTH
Feb 2023
AFRICA 8.455% 8.460% 7.24% 8.68%
ES23 ESKOM HOLDINGSAprLIMITED
2026 10.330% 10.335% 9.17% 10.51%
DV23 DEVELOPMENT DecBANK
2026
OF SOUTHERN
9.080% AFRICA 9.085% 7.88% 9.25%
R2023 REPUBLIC OF SOUTH
Jan 2030
AFRICA 9.500% 9.500% 8.28% 9.65%
ES26 ESKOM HOLDINGSFebLIMITED
2031 9.610% 9.605% 8.36% 9.74%
R186 REPUBLIC OF SOUTH
Mar 2032
AFRICA 9.705% 9.700% 8.46% 9.84%
R2030 REPUBLIC OF SOUTH
Sep 2033
AFRICA 11.115% 11.115% 9.96% 11.24%
R213 REPUBLIC OF SOUTH
Feb 2035
AFRICA 9.845% 9.840% 8.61% 9.97%
R2032 REPUBLIC OF SOUTH
Mar 2036
AFRICA 9.805% 9.805% 8.62% 9.93%
ES33 ESKOM HOLDINGSJanLIMITED
2037 9.935% 9.935% 8.69% 10.04%
R209 REPUBLIC OF SOUTH
Jan 2040
AFRICA 10.010% 10.010% 8.76% 10.13%
R2037 REPUBLIC OF SOUTH
Feb 2041
AFRICA 9.990% 9.990% 8.73% 10.12%
R214 REPUBLIC OF SOUTH
Apr 2042
AFRICA 11.360% 11.360% 10.13% 11.49%
R2044 REPUBLIC OF SOUTH
Jan 2044
AFRICA 10.035% 10.040% 8.80% 10.16%
R2048 REPUBLIC OF SOUTH
Feb 2048
AFRICA 10.020% 10.025% 8.76% 10.15%

Other Rates

Code Description Rate Previous YTD Low YTD High

SAFEX SAFEX Overnight Deposit Rate6.350% 6.350% 6.31% 6.56%
JIBAR1 JIBAR 1 Month 6.783% 6.783% 6.63% 6.92%
JIBAR3 JIBAR 3 Month 7.017% 7.008% 6.87% 7.16%
JIBAR6 JIBAR 6 Month 7.592% 7.592% 7.38% 7.68%
RSA 2 year retail bond 8.25% 0 0 0
RSA 3 year retail bond 8.75% 0 0 0
RSA 5 year retail bond 9.25% 0 0 0
RSA 3 year inflation linked retail
2.50%
bond 0 0 0
RSA 5 year inflation linked retail
2.75%
bond 0 0 0
RSA 10 year inflation linked retail
3.00%
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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