Markets and Commodity figures

20 May 2019

Total Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Deals Nominal Consideration Deals Nominal Consideration
Current Day 671 22.95 bn Rbn 23.49 420 56.95 bn Rbn 61.16
Week to Date 671 22.95 bn Rbn 23.49 420 56.95 bn Rbn 61.16
Month to Date 18,045 474.05 bn Rbn 483.74 4,440 650.95 bn Rbn 651.02
Year to Date 111,254 3,503.91 bn Rbn 3,542.36 34,277 4,736.80 bn Rbn 4,618.03

Foreign Client Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Party Deals Nominal Consideration Deals Nominal Consideration
Buy 73 4.97 bn Rbn 4.97 6 0.84 bn Rbn 0.71
Current Day Sell 85 4.19 bn Rbn 4.31 24 7.74 bn Rbn 8.69
Net -12 0.78 bn Rbn 0.67 -18 -6.91 bn Rbn -7.98
Buy 73 4.97 bn Rbn 4.97 6 0.84 bn Rbn 0.71
Week to Date Sell 85 4.19 bn Rbn 4.31 24 7.74 bn Rbn 8.69
Net -12 0.78 bn Rbn 0.67 -18 -6.91 bn Rbn -7.98
Buy 1,011 56.30 bn Rbn 56.95 233 45.39 bn Rbn 43.67
Month to Date Sell 941 61.16 bn Rbn 62.98 63 25.73 bn Rbn 27.09
Net 70 -4.86 bn Rbn -6.03 170 19.66 bn Rbn 16.58
Buy 7,760 435.07 bn Rbn 442.80 1,847 385.72 bn Rbn 366.90
Year to Date Sell 7,436 416.31 bn Rbn 427.50 509 178.32 bn Rbn 179.00
Net 324 18.75 bn Rbn 15.30 1,338 207.40 bn Rbn 187.90

Index Levels

Code Index Yield Index Previous Return MTD Return YTD

ALBI20 9.120%
All Bond Index Top 665.507
20 Composite 664.308 0.50% 5.11%
GOVI 9.227%Split - 658.871
ALBI20 Issuer Class GOVI 657.666 0.49% 5.14%
OTHI 8.702%
ALBI20 Issuer Class Split - 691.249
OTHI 690.078 0.51% 4.97%
CILI15 3.021%
Composite Inflation 261.411
Linked Index Top 15 261.452 -0.70% 3.13%
ICOR 3.572%
CILI15 Issuer Class 301.207
Split - ICOR 301.098 0.36% 3.96%
IGOV 2.985%
CILI15 Issuer Class 259.662
Split - IGOV 259.711 -0.75% 3.11%
ISOE 3.780%
CILI15 Issuer Class 269.726
Split - ISOE 269.627 0.23% 2.80%
MMI JSE Money Market Index
0 256.485 256.332 0.41% 2.90%

ALBI Constituent Bonds

Bond Issuer Maturity MTM Previous YTD Low YTD High

R159 REPUBLIC OF SOUTH
Sep 2020
AFRICA 7.875% 7.890% 7.80% 8.87%
R203 REPUBLIC OF SOUTH
Mar 2021
AFRICA 6.645% 6.660% 6.57% 7.19%
ES18 ESKOM HOLDINGSJanLIMITED
2023 8.790% 8.805% 8.70% 9.31%
R204 REPUBLIC OF SOUTH
Feb 2023
AFRICA 8.620% 8.635% 8.53% 9.22%
R207 REPUBLIC OF SOUTH
Feb 2023
AFRICA 7.620% 7.635% 7.53% 8.15%
R208 REPUBLIC OF SOUTH
Aug 2025
AFRICA 9.990% 10.005% 9.89% 10.64%
ES23 ESKOM HOLDINGSAprLIMITED
2026 9.730% 9.755% 9.64% 10.19%
DV23 DEVELOPMENT DecBANK
2026
OF SOUTHERN
8.490% AFRICA 8.505% 8.39% 8.94%
R2023 REPUBLIC OF SOUTH
Jan 2030
AFRICA 9.130% 9.155% 8.99% 9.47%
ES26 ESKOM HOLDINGSFebLIMITED
2031 9.275% 9.300% 9.11% 9.58%
R186 REPUBLIC OF SOUTH
Mar 2032
AFRICA 9.395% 9.420% 9.23% 9.69%
R2030 REPUBLIC OF SOUTH
Sep 2033
AFRICA 10.835% 10.855% 10.67% 11.10%
R213 REPUBLIC OF SOUTH
Feb 2035
AFRICA 9.605% 9.625% 9.42% 9.84%
R2032 REPUBLIC OF SOUTH
Mar 2036
AFRICA 9.560% 9.580% 9.37% 9.80%
ES33 ESKOM HOLDINGSJanLIMITED
2037 9.700% 9.725% 9.50% 9.92%
R209 REPUBLIC OF SOUTH
Jan 2040
AFRICA 9.780% 9.805% 9.58% 10.00%
R2037 REPUBLIC OF SOUTH
Feb 2041
AFRICA 9.755% 9.780% 9.57% 9.98%
R214 REPUBLIC OF SOUTH
Apr 2042
AFRICA 11.110% 11.135% 10.94% 11.35%
R2044 REPUBLIC OF SOUTH
Jan 2044
AFRICA 9.790% 9.815% 9.60% 10.02%
R2048 REPUBLIC OF SOUTH
Feb 2048
AFRICA 9.740% 9.760% 9.55% 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 7.158% 7.158% 7.15% 7.16%
JIBAR6 JIBAR 6 Month 7.692% 7.692% 7.69% 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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