Markets and Commodity figures

06 December 2018

Total Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Deals Nominal Consideration Deals Nominal Consideration
Current Day 1,045 38.37 bn Rbn 41.40 739 95.94 bn Rbn 91.09
Week to Date 2,134 62.66 bn Rbn 66.21 964 125.89 bn Rbn 119.55
Month to Date 2,134 62.66 bn Rbn 66.21 964 125.89 bn Rbn 119.55
Year to Date 289,212 8,855.56 bn Rbn 9,129.51 76,872 9,935.49 bn Rbn 9,659.23

Foreign Client Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Party Deals Nominal Consideration Deals Nominal Consideration
Buy 57 4.68 bn Rbn 5.08 17 8.00 bn Rbn 8.15
Current Day Sell 107 4.11 bn Rbn 4.62 4 0.29 bn Rbn 0.32
Net -50 0.57 bn Rbn 0.46 13 7.71 bn Rbn 7.84
Buy 134 7.58 bn Rbn 8.05 39 11.10 bn Rbn 11.29
Week to Date Sell 194 7.03 bn Rbn 7.65 4 0.29 bn Rbn 0.32
Net -60 0.55 bn Rbn 0.40 35 10.81 bn Rbn 10.97
Buy 134 7.58 bn Rbn 8.05 39 11.10 bn Rbn 11.29
Month to Date Sell 194 7.03 bn Rbn 7.65 4 0.29 bn Rbn 0.32
Net -60 0.55 bn Rbn 0.40 35 10.81 bn Rbn 10.97
Buy 19,023 1,083.78 bn Rbn 1,119.65 4,287 693.44 bn Rbn 648.71
Year to Date Sell 18,427 1,133.30 bn Rbn 1,171.11 3,135 812.68 bn Rbn 842.04
Net 596 -49.53 bn Rbn -51.46 1,152 -119.24 bn Rbn -193.33

Index Levels

Code Index Yield Index Previous Return MTD Return YTD

ALBI20 9.237%
All Bond Index Top 630.292
20 Composite 630.502 0.18% 7.20%
GOVI 9.266%Split - 623.879
ALBI20 Issuer Class GOVI 624.105 0.19% 6.35%
OTHI 9.126%
ALBI20 Issuer Class Split - 655.271
OTHI 655.417 0.17% 9.70%
CILI15 3.196%
Composite Inflation 251.827
Linked Index Top 15 251.635 0.03% -0.36%
ICOR 3.888%
CILI15 Issuer Class 287.756
Split - ICOR 287.726 0.07% 6.25%
IGOV 3.162%
CILI15 Issuer Class 250.198
Split - IGOV 250.000 0.03% -0.63%
ISOE 3.880%
CILI15 Issuer Class 260.359
Split - ISOE 260.293 0.08% 3.91%
MMI JSE Money Market Index
0 247.896 247.845 0.08% 6.94%

ALBI Constituent Bonds

Bond Issuer Maturity MTM Previous YTD Low YTD High

R159 REPUBLIC OF SOUTH
Sep 2020
AFRICA 8.380% 8.375% 8.20% 9.45%
R203 REPUBLIC OF SOUTH
Mar 2021
AFRICA 7.180% 7.175% 6.87% 8.14%
ES18 ESKOM HOLDINGSJanLIMITED
2023 9.360% 9.365% 8.35% 9.84%
R204 REPUBLIC OF SOUTH
Feb 2023
AFRICA 9.270% 9.275% 8.57% 9.93%
R207 REPUBLIC OF SOUTH
Feb 2023
AFRICA 8.200% 8.205% 7.24% 8.68%
R208 REPUBLIC OF SOUTH
Aug 2025
AFRICA 10.595% 10.600% 9.69% 11.20%
ES23 ESKOM HOLDINGSAprLIMITED
2026 10.145% 10.150% 9.17% 10.62%
DV23 DEVELOPMENT DecBANK
2026
OF SOUTHERN
8.895% AFRICA 8.900% 7.88% 9.37%
R2023 REPUBLIC OF SOUTH
Jan 2030
AFRICA 9.365% 9.355% 8.28% 9.82%
ES26 ESKOM HOLDINGSFebLIMITED
2031 9.465% 9.455% 8.36% 9.91%
R186 REPUBLIC OF SOUTH
Mar 2032
AFRICA 9.580% 9.570% 8.46% 10.03%
R2030 REPUBLIC OF SOUTH
Sep 2033
AFRICA 10.955% 10.950% 9.96% 11.42%
R213 REPUBLIC OF SOUTH
Feb 2035
AFRICA 9.700% 9.695% 8.61% 10.15%
R2032 REPUBLIC OF SOUTH
Mar 2036
AFRICA 9.645% 9.640% 8.62% 10.11%
ES33 ESKOM HOLDINGSJanLIMITED
2037 9.770% 9.765% 8.69% 10.23%
R209 REPUBLIC OF SOUTH
Jan 2040
AFRICA 9.840% 9.830% 8.76% 10.33%
R2037 REPUBLIC OF SOUTH
Feb 2041
AFRICA 9.820% 9.810% 8.73% 10.29%
R214 REPUBLIC OF SOUTH
Apr 2042
AFRICA 11.190% 11.180% 10.13% 11.66%
R2044 REPUBLIC OF SOUTH
Jan 2044
AFRICA 9.860% 9.840% 8.80% 10.33%
R2048 REPUBLIC OF SOUTH
Feb 2048
AFRICA 9.840% 9.825% 8.76% 10.31%

Other Rates

Code Description Rate Previous YTD Low YTD High

SAFEX SAFEX Overnight Deposit Rate6.590% 6.590% 6.31% 6.60%
JIBAR1 JIBAR 1 Month 6.942% 6.950% 6.63% 6.95%
JIBAR3 JIBAR 3 Month 7.150% 7.150% 6.87% 7.18%
JIBAR6 JIBAR 6 Month 7.750% 7.750% 7.38% 7.76%
RSA 2 year retail bond 7.50% 0 0 0
RSA 3 year retail bond 8.25% 0 0 0
RSA 5 year retail bond 9.25% 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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