Markets and Commodity figures

14 March 2019

Total Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Deals Nominal Consideration Deals Nominal Consideration
Current Day 1,124 40.54 bn Rbn 41.47 219 26.43 bn Rbn 28.22
Week to Date 4,164 147.38 bn Rbn 148.12 1,579 204.43 bn Rbn 199.90
Month to Date 10,543 343.68 bn Rbn 343.36 3,479 477.23 bn Rbn 464.71
Year to Date 54,853 1,816.47 bn Rbn 1,830.32 18,308 2,499.13 bn Rbn 2,399.69

Foreign Client Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Party Deals Nominal Consideration Deals Nominal Consideration
Buy 66 4.24 bn Rbn 4.47 18 0.86 bn Rbn 0.81
Current Day Sell 77 4.33 bn Rbn 4.53 -0.11 bn Rbn -0.10
Net -11 -0.08 bn Rbn -0.06 18 0.97 bn Rbn 0.91
Buy 233 13.78 bn Rbn 14.04 77 15.13 bn Rbn 14.56
Week to Date Sell 223 13.55 bn Rbn 14.04 8 1.21 bn Rbn 1.28
Net 10 0.23 bn Rbn -0.00 69 13.92 bn Rbn 13.28
Buy 664 34.63 bn Rbn 35.15 192 35.60 bn Rbn 34.21
Month to Date Sell 595 38.10 bn Rbn 39.23 25 6.50 bn Rbn 6.89
Net 69 -3.48 bn Rbn -4.08 167 29.10 bn Rbn 27.33
Buy 3,853 229.07 bn Rbn 232.03 1,147 258.76 bn Rbn 244.06
Year to Date Sell 3,448 216.55 bn Rbn 221.87 156 56.30 bn Rbn 56.04
Net 405 12.52 bn Rbn 10.16 991 202.46 bn Rbn 188.03

Index Levels

Code Index Yield Index Previous Return MTD Return YTD

ALBI20 9.195%
All Bond Index Top 649.405
20 Composite 652.929 0.12% 2.57%
GOVI 9.304%Split - 642.934
ALBI20 Issuer Class GOVI 646.584 0.12% 2.60%
OTHI 8.775%
ALBI20 Issuer Class Split - 674.489
OTHI 677.496 0.10% 2.43%
CILI15 3.261%
Composite Inflation 256.063
Linked Index Top 15 256.390 -0.25% 1.02%
ICOR 4.061%
CILI15 Issuer Class 290.994
Split - ICOR 291.541 -0.50% 0.44%
IGOV 3.218%
CILI15 Issuer Class 254.464
Split - IGOV 254.782 -0.24% 1.05%
ISOE 4.045%
CILI15 Issuer Class 263.575
Split - ISOE 263.985 -0.43% 0.46%
MMI JSE Money Market Index
0 253.017 252.965 0.28% 1.50%

ALBI Constituent Bonds

Bond Issuer Maturity MTM Previous YTD Low YTD High

R159 REPUBLIC OF SOUTH
Sep 2020
AFRICA 8.315% 8.300% 8.11% 8.42%
R203 REPUBLIC OF SOUTH
Mar 2021
AFRICA 7.085% 7.070% 6.91% 7.19%
ES18 ESKOM HOLDINGSJanLIMITED
2023 9.035% 8.975% 8.88% 9.31%
R204 REPUBLIC OF SOUTH
Feb 2023
AFRICA 8.875% 8.815% 8.75% 9.22%
R207 REPUBLIC OF SOUTH
Feb 2023
AFRICA 7.875% 7.815% 7.72% 8.15%
R208 REPUBLIC OF SOUTH
Aug 2025
AFRICA 10.445% 10.380% 10.28% 10.64%
ES23 ESKOM HOLDINGSAprLIMITED
2026 9.985% 9.920% 9.83% 10.19%
DV23 DEVELOPMENT DecBANK
2026
OF SOUTHERN
8.745% AFRICA 8.680% 8.58% 8.94%
R2023 REPUBLIC OF SOUTH
Jan 2030
AFRICA 9.285% 9.205% 9.09% 9.47%
ES26 ESKOM HOLDINGSFebLIMITED
2031 9.400% 9.320% 9.21% 9.58%
R186 REPUBLIC OF SOUTH
Mar 2032
AFRICA 9.510% 9.425% 9.31% 9.69%
R2030 REPUBLIC OF SOUTH
Sep 2033
AFRICA 10.920% 10.840% 10.74% 11.10%
R213 REPUBLIC OF SOUTH
Feb 2035
AFRICA 9.670% 9.590% 9.48% 9.84%
R2032 REPUBLIC OF SOUTH
Mar 2036
AFRICA 9.620% 9.540% 9.43% 9.80%
ES33 ESKOM HOLDINGSJanLIMITED
2037 9.745% 9.670% 9.55% 9.92%
R209 REPUBLIC OF SOUTH
Jan 2040
AFRICA 9.835% 9.755% 9.62% 10.00%
R2037 REPUBLIC OF SOUTH
Feb 2041
AFRICA 9.805% 9.725% 9.60% 9.98%
R214 REPUBLIC OF SOUTH
Apr 2042
AFRICA 11.175% 11.095% 10.97% 11.35%
R2044 REPUBLIC OF SOUTH
Jan 2044
AFRICA 9.835% 9.750% 9.64% 10.02%
R2048 REPUBLIC OF SOUTH
Feb 2048
AFRICA 9.805% 9.720% 9.62% 9.99%

Other Rates

Code Description Rate Previous YTD Low YTD High

SAFEX SAFEX Overnight Deposit Rate6.590% 6.590% 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)
9.62
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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