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Markets and Commodity figures

24 October 2018

Total Market Turnover Statistics

Standard Turnover REPO 1 Turnover


Deals Nominal Consideration Deals Nominal Consideration
Current Day 1,065 36.15 bn Rbn 35.72 763 77.99 bn Rbn 71.29
Week to Date 2,148 67.51 bn Rbn 67.34 1,099 139.60 bn Rbn 126.30
Month to Date 18,975 678.32 bn Rbn 674.83 6,466 832.88 bn Rbn 770.66
Year to Date 250,535 7,669.21 bn Rbn 7,930.53 66,247 8,578.22 bn Rbn 8,394.55

Foreign Client Market Turnover Statistics

Standard Turnover REPO 1 Turnover


Party Deals Nominal Consideration Deals Nominal Consideration
Buy 84 5.03 bn Rbn 4.80 32 9.84 bn Rbn 8.88
Current Day Sell 101 4.90 bn Rbn 4.69 5 0.57 bn Rbn 0.61
Net -17 0.13 bn Rbn 0.11 27 9.26 bn Rbn 8.27
Buy 157 8.94 bn Rbn 8.71 60 17.72 bn Rbn 16.23
Week to Date Sell 157 9.66 bn Rbn 9.38 5 0.57 bn Rbn 0.61
Net -0.73 bn Rbn -0.67 55 17.15 bn Rbn 15.62
Buy 1,278 84.37 bn Rbn 83.88 357 71.48 bn Rbn 65.13
Month to Date Sell 1,254 87.32 bn Rbn 86.34 127 28.81 bn Rbn 26.20
Net 24 -2.95 bn Rbn -2.46 230 42.67 bn Rbn 38.93
Buy 16,881 943.98 bn Rbn 977.47 3,702 548.16 bn Rbn 512.72
Year to Date Sell 16,250 997.38 bn Rbn 1,032.48 3,068 798.68 bn Rbn 829.69
Net 631 -53.40 bn Rbn -55.01 634 -250.51 bn Rbn -316.98

Index Levels

Code Index Yield Index Previous Return MTD Return YTD


ALBI20 9.316%
All Bond Index Top 613.588
20 Composite 613.610 -0.43% 4.36%
GOVI 9.484%Split - 607.554
ALBI20 Issuer Class GOVI 607.555 -0.55% 3.57%
OTHI 8.782%
ALBI20 Issuer Class Split - 637.385
OTHI 637.480 -0.06% 6.70%
CILI15 3.060%
Composite Inflation 255.002
Linked Index Top 15 254.742 0.99% 0.90%
ICOR 3.961%
CILI15 Issuer Class 284.909
Split - ICOR 284.565 0.96% 5.19%
IGOV 3.017%
CILI15 Issuer Class 253.617
Split - IGOV 253.359 1.00% 0.73%
ISOE 3.860%
CILI15 Issuer Class 258.940
Split - ISOE 258.729 0.89% 3.34%
MMI JSE Money Market Index
0 245.862 245.814 0.49% 6.06%

ALBI Constituent Bonds

Bond Issuer Maturity MTM Previous YTD Low YTD High


R159 REPUBLIC OF SOUTH
Jan 2020
AFRICA 6.800% 6.795% 6.58% 7.86%
R203 REPUBLIC OF SOUTH
Feb 2020
AFRICA 7.655% 7.650% 7.65% 8.89%
ES18 ESKOM HOLDINGSSepLIMITED
2020 8.970% 8.940% 8.20% 9.45%
R204 REPUBLIC OF SOUTH
Mar 2021
AFRICA 7.720% 7.690% 6.87% 8.14%
R207 REPUBLIC OF SOUTH
Feb 2023
AFRICA 9.710% 9.695% 8.57% 9.93%
R208 REPUBLIC OF SOUTH
Feb 2023
AFRICA 8.510% 8.495% 7.24% 8.68%
ES23 ESKOM HOLDINGSAprLIMITED
2026 10.405% 10.395% 9.17% 10.54%
DV23 DEVELOPMENT DecBANK
2026
OF SOUTHERN
9.155% AFRICA 9.145% 7.88% 9.29%
R2023 REPUBLIC OF SOUTH
Jan 2030
AFRICA 9.570% 9.560% 8.28% 9.69%
ES26 ESKOM HOLDINGSFebLIMITED
2031 9.665% 9.655% 8.36% 9.79%
R186 REPUBLIC OF SOUTH
Mar 2032
AFRICA 9.770% 9.755% 8.46% 9.89%
R2030 REPUBLIC OF SOUTH
Sep 2033
AFRICA 11.170% 11.165% 9.96% 11.29%
R213 REPUBLIC OF SOUTH
Feb 2035
AFRICA 9.900% 9.900% 8.61% 10.01%
R2032 REPUBLIC OF SOUTH
Mar 2036
AFRICA 9.860% 9.855% 8.62% 9.98%
ES33 ESKOM HOLDINGSJanLIMITED
2037 9.970% 9.970% 8.69% 10.09%
R209 REPUBLIC OF SOUTH
Jan 2040
AFRICA 10.055% 10.055% 8.76% 10.17%
R2037 REPUBLIC OF SOUTH
Feb 2041
AFRICA 10.015% 10.015% 8.73% 10.15%
R214 REPUBLIC OF SOUTH
Apr 2042
AFRICA 11.385% 11.385% 10.13% 11.52%
R2044 REPUBLIC OF SOUTH
Jan 2044
AFRICA 10.060% 10.060% 8.80% 10.20%
R2048 REPUBLIC OF SOUTH
Feb 2048
AFRICA 10.040% 10.045% 8.76% 10.18%

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 7.025% 7.025% 6.87% 7.16%
JIBAR6 JIBAR 6 Month 7.650% 7.642% 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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