Markets and Commodity figures

21 August 2018

Total Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Deals Nominal Consideration Deals Nominal Consideration
Current Day 889 20.74 bn Rbn 22.08 671 89.23 bn Rbn 82.87
Week to Date 1 991 42.62 bn Rbn 45.65 1 100 145.32 bn Rbn 135.16
Month to Date 17 730 559.05 bn Rbn 574.33 5 057 688.76 bn Rbn 651.57
Year to Date 200 379 6 111.06 bn Rbn 6 356.67 51 189 6 610.15 bn Rbn 6 556.63

Foreign Client Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Party Deals Nominal Consideration Deals Nominal Consideration
Buy 65 2.10 bn Rbn 2.17 28 5.19 bn Rbn 4.67
Current Day Sell 31 1.26 bn Rbn 1.29 33 8.46 bn Rbn 7.71
Net 34 0.85 bn Rbn 0.88 -5 -3.27 bn Rbn -3.04
Buy 106 3.82 bn Rbn 4.04 52 7.56 bn Rbn 6.83
Week to Date Sell 79 3.64 bn Rbn 3.82 42 12.12 bn Rbn 11.04
Net 27 0.18 bn Rbn 0.22 10 -4.56 bn Rbn -4.21
Buy 1 138 60.35 bn Rbn 61.74 322 58.81 bn Rbn 54.21
Month to Date Sell 1 138 73.79 bn Rbn 75.67 139 33.58 bn Rbn 32.14
Net -13.45 bn Rbn -13.93 183 25.23 bn Rbn 22.07
Buy 13 697 758.76 bn Rbn 790.23 2 774 406.17 bn Rbn 382.50
Year to Date Sell 13 004 800.91 bn Rbn 834.49 2 652 702.92 bn Rbn 742.12
Net 693 -42.15 bn Rbn -44.27 122 -296.74 bn Rbn -359.62

Index Levels

Code Index Yield Index Previous Return MTD Return YTD

ALBI20 9.195%
All Bond Index Top 611.592
20 Composite 610.221 -2.31% 4.02%
GOVI 9.348%Split - 606.460
ALBI20 Issuer Class GOVI 605.046 -2.50% 3.38%
OTHI 8.707%
ALBI20 Issuer Class Split - 632.380
OTHI 631.143 -1.72% 5.86%
CILI15 3.049%
Composite Inflation 250.932
Linked Index Top 15 251.251 -0.40% -0.71%
ICOR 3.935%
CILI15 Issuer Class 280.186
Split - ICOR 280.423 -0.19% 3.45%
IGOV 3.007%
CILI15 Issuer Class 249.568
Split - IGOV 249.893 -0.42% -0.88%
ISOE 3.805%
CILI15 Issuer Class 255.243
Split - ISOE 255.260 -0.01% 1.87%
MMI JSE Money Market Index
0 242.782 242.732 0.39% 4.74%

ALBI Constituent Bonds

Bond Issuer Maturity MTM Previous YTD Low YTD High

R159 REPUBLIC OF SOUTH
Jan 2020
AFRICA 7.640% 7.670% 6.58% 7.81%
R203 REPUBLIC OF SOUTH
Feb 2020
AFRICA 8.660% 8.690% 7.69% 8.89%
ES18 ESKOM HOLDINGSSepLIMITED
2020 9.150% 9.190% 8.20% 9.45%
R204 REPUBLIC OF SOUTH
Mar 2021
AFRICA 7.930% 7.970% 6.87% 8.10%
R207 REPUBLIC OF SOUTH
Feb 2023
AFRICA 9.670% 9.700% 8.57% 9.82%
R208 REPUBLIC OF SOUTH
Feb 2023
AFRICA 8.420% 8.450% 7.24% 8.50%
ES23 ESKOM HOLDINGSAprLIMITED
2026 10.250% 10.280% 9.17% 10.44%
DV23 DEVELOPMENT DecBANK
2026
OF SOUTHERN
8.990% AFRICA 9.020% 7.88% 9.16%
R2023 REPUBLIC OF SOUTH
Jan 2030
AFRICA 9.395% 9.425% 8.28% 9.57%
ES26 ESKOM HOLDINGSFebLIMITED
2031 9.480% 9.510% 8.36% 9.64%
R186 REPUBLIC OF SOUTH
Mar 2032
AFRICA 9.570% 9.600% 8.46% 9.74%
R2030 REPUBLIC OF SOUTH
Sep 2033
AFRICA 10.985% 11.010% 9.96% 11.14%
R213 REPUBLIC OF SOUTH
Feb 2035
AFRICA 9.710% 9.730% 8.61% 9.82%
R2032 REPUBLIC OF SOUTH
Mar 2036
AFRICA 9.675% 9.700% 8.62% 9.81%
ES33 ESKOM HOLDINGSJanLIMITED
2037 9.765% 9.785% 8.69% 9.88%
R209 REPUBLIC OF SOUTH
Jan 2040
AFRICA 9.830% 9.860% 8.76% 9.95%
R2037 REPUBLIC OF SOUTH
Feb 2041
AFRICA 9.820% 9.845% 8.73% 9.94%
R214 REPUBLIC OF SOUTH
Apr 2042
AFRICA 11.190% 11.215% 10.13% 11.33%
R2044 REPUBLIC OF SOUTH
Jan 2044
AFRICA 9.860% 9.890% 8.80% 9.98%
R2048 REPUBLIC OF SOUTH
Feb 2048
AFRICA 9.845% 9.875% 8.76% 9.97%

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 6.750% 6.750% 6.63% 6.92%
JIBAR3 JIBAR 3 Month 7.017% 7.017% 6.87% 7.16%
JIBAR6 JIBAR 6 Month 7.625% 7.625% 7.38% 7.63%
RSA 2 year retail bond 8.00% 0 0 0
RSA 3 year retail bond 8.25% 0 0 0
RSA 5 year retail bond 8.75% 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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