Markets and Commodity figures

08 March 2019

Total Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Deals Nominal Consideration Deals Nominal Consideration
Current Day 1,147 25.94 bn Rbn 25.98 220 30.65 bn Rbn 29.91
Week to Date 5,138 161.65 bn Rbn 161.16 1,680 240.03 bn Rbn 232.61
Month to Date 6,379 196.29 bn Rbn 195.23 1,900 272.80 bn Rbn 264.82
Year to Date 50,689 1,669.09 bn Rbn 1,682.20 16,729 2,294.70 bn Rbn 2,199.79

Foreign Client Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Party Deals Nominal Consideration Deals Nominal Consideration
Buy 74 2.80 bn Rbn 2.89 16 1.76 bn Rbn 1.76
Current Day Sell 40 2.57 bn Rbn 2.71 6 1.74 bn Rbn 1.75
Net 34 0.23 bn Rbn 0.19 10 0.02 bn Rbn 0.01
Buy 380 18.89 bn Rbn 19.06 96 16.77 bn Rbn 16.11
Week to Date Sell 315 20.76 bn Rbn 21.20 13 4.03 bn Rbn 4.23
Net 65 -1.87 bn Rbn -2.14 83 12.73 bn Rbn 11.89
Buy 434 20.80 bn Rbn 21.04 117 20.83 bn Rbn 20.04
Month to Date Sell 369 24.60 bn Rbn 25.27 15 4.92 bn Rbn 5.22
Net 65 -3.81 bn Rbn -4.23 102 15.91 bn Rbn 14.81
Buy 3,623 215.24 bn Rbn 217.92 1,072 243.99 bn Rbn 229.89
Year to Date Sell 3,222 203.05 bn Rbn 207.91 146 54.72 bn Rbn 54.37
Net 401 12.19 bn Rbn 10.00 926 189.27 bn Rbn 175.51

Index Levels

Code Index Yield Index Previous Return MTD Return YTD

ALBI20 9.131%
All Bond Index Top 652.934
20 Composite 653.385 0.66% 3.12%
GOVI 9.237%Split - 646.591
ALBI20 Issuer Class GOVI 647.089 0.69% 3.18%
OTHI 8.723%
ALBI20 Issuer Class Split - 677.492
OTHI 677.754 0.55% 2.88%
CILI15 3.238%
Composite Inflation 256.540
Linked Index Top 15 256.586 -0.06% 1.21%
ICOR 4.016%
CILI15 Issuer Class 291.467
Split - ICOR 291.784 -0.34% 0.60%
IGOV 3.196%
CILI15 Issuer Class 254.944
Split - IGOV 254.978 -0.05% 1.24%
ISOE 4.012%
CILI15 Issuer Class 263.871
Split - ISOE 264.132 -0.32% 0.57%
MMI JSE Money Market Index
0 252.710 252.661 0.16% 1.38%

ALBI Constituent Bonds

Bond Issuer Maturity MTM Previous YTD Low YTD High

R159 REPUBLIC OF SOUTH
Sep 2020
AFRICA 8.285% 8.305% 8.11% 8.42%
R203 REPUBLIC OF SOUTH
Mar 2021
AFRICA 7.055% 7.075% 6.91% 7.19%
ES18 ESKOM HOLDINGSJanLIMITED
2023 8.955% 8.955% 8.88% 9.31%
R204 REPUBLIC OF SOUTH
Feb 2023
AFRICA 8.795% 8.795% 8.75% 9.22%
R207 REPUBLIC OF SOUTH
Feb 2023
AFRICA 7.795% 7.795% 7.72% 8.15%
R208 REPUBLIC OF SOUTH
Aug 2025
AFRICA 10.355% 10.350% 10.28% 10.64%
ES23 ESKOM HOLDINGSAprLIMITED
2026 9.895% 9.890% 9.83% 10.19%
DV23 DEVELOPMENT DecBANK
2026
OF SOUTHERN
8.655% AFRICA 8.650% 8.58% 8.94%
R2023 REPUBLIC OF SOUTH
Jan 2030
AFRICA 9.175% 9.170% 9.09% 9.47%
ES26 ESKOM HOLDINGSFebLIMITED
2031 9.290% 9.285% 9.21% 9.58%
R186 REPUBLIC OF SOUTH
Mar 2032
AFRICA 9.405% 9.400% 9.31% 9.69%
R2030 REPUBLIC OF SOUTH
Sep 2033
AFRICA 10.825% 10.810% 10.74% 11.10%
R213 REPUBLIC OF SOUTH
Feb 2035
AFRICA 9.570% 9.555% 9.48% 9.84%
R2032 REPUBLIC OF SOUTH
Mar 2036
AFRICA 9.525% 9.510% 9.43% 9.80%
ES33 ESKOM HOLDINGSJanLIMITED
2037 9.655% 9.640% 9.55% 9.92%
R209 REPUBLIC OF SOUTH
Jan 2040
AFRICA 9.745% 9.725% 9.62% 10.00%
R2037 REPUBLIC OF SOUTH
Feb 2041
AFRICA 9.715% 9.695% 9.60% 9.98%
R214 REPUBLIC OF SOUTH
Apr 2042
AFRICA 11.085% 11.065% 10.97% 11.35%
R2044 REPUBLIC OF SOUTH
Jan 2044
AFRICA 9.740% 9.720% 9.64% 10.02%
R2048 REPUBLIC OF SOUTH
Feb 2048
AFRICA 9.710% 9.690% 9.62% 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 7.150% 7.150% 7.15% 7.15%
JIBAR6 JIBAR 6 Month 7.725% 7.725% 7.70% 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)
9.60
9.10
8.60
8.10
7.60
7.10 Zero
6.60 Par/Swap
6.10
5.60
5.10
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4.60
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Zero
Par/Swap