Markets and Commodity figures

06 November 2018

Total Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Deals Nominal Consideration Deals Nominal Consideration
Current Day 1,695 47.18 bn Rbn 46.22 357 67.22 bn Rbn 59.44
Week to Date 7,112 250.65 bn Rbn 243.66 1,818 245.38 bn Rbn 224.18
Month to Date 3,775 134.05 bn Rbn 125.78 575 91.26 bn Rbn 81.48
Year to Date 262,400 8,095.73 bn Rbn 8,351.38 68,733 8,915.85 bn Rbn 8,703.86

Foreign Client Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Party Deals Nominal Consideration Deals Nominal Consideration
Buy 66 3.29 bn Rbn 3.48 20 8.28 bn Rbn 7.35
Current Day Sell 75 3.58 bn Rbn 3.44 4 0.59 bn Rbn 0.45
Net -9 -0.29 bn Rbn 0.03 16 7.68 bn Rbn 6.89
Buy 318 20.36 bn Rbn 20.19 92 21.56 bn Rbn 19.93
Week to Date Sell 379 24.42 bn Rbn 24.08 12 1.87 bn Rbn 1.64
Net -61 -4.06 bn Rbn -3.88 80 19.69 bn Rbn 18.29
Buy 134 6.96 bn Rbn 6.88 38 9.94 bn Rbn 9.03
Month to Date Sell 167 9.17 bn Rbn 8.53 5 1.03 bn Rbn 0.76
Net -33 -2.20 bn Rbn -1.66 33 8.91 bn Rbn 8.27
Buy 17,555 991.49 bn Rbn 1,025.02 3,832 579.55 bn Rbn 541.55
Year to Date Sell 16,959 1,046.45 bn Rbn 1,081.69 3,082 801.68 bn Rbn 832.39
Net 596 -54.96 bn Rbn -56.67 750 -222.13 bn Rbn -290.84

Index Levels

Code Index Yield Index Previous Return MTD Return YTD

ALBI20 9.403%
All Bond Index Top 614.535
20 Composite 610.296 1.46% 4.52%
GOVI 9.434%Split - 608.145
ALBI20 Issuer Class GOVI 603.846 1.51% 3.67%
OTHI 9.281%
ALBI20 Issuer Class Split - 639.451
OTHI 635.464 1.26% 7.05%
CILI15 3.112%
Composite Inflation 254.472
Linked Index Top 15 254.503 0.00% 0.69%
ICOR 3.885%
CILI15 Issuer Class 287.290
Split - ICOR 287.268 0.04% 6.07%
IGOV 3.074%
CILI15 Issuer Class 252.989
Split - IGOV 253.021 -0.01% 0.48%
ISOE 3.920%
CILI15 Issuer Class 259.149
Split - ISOE 259.129 0.04% 3.42%
MMI JSE Money Market Index
0 246.345 246.294 0.04% 6.27%

ALBI Constituent Bonds

Bond Issuer Maturity MTM Previous YTD Low YTD High

R159 REPUBLIC OF SOUTH
Sep 2020
AFRICA 8.795% 8.890% 8.20% 9.45%
R203 REPUBLIC OF SOUTH
Mar 2021
AFRICA 7.595% 7.690% 6.87% 8.14%
ES18 ESKOM HOLDINGSJanLIMITED
2023 9.650% 9.765% 8.35% 9.84%
R204 REPUBLIC OF SOUTH
Feb 2023
AFRICA 9.710% 9.825% 8.57% 9.93%
R207 REPUBLIC OF SOUTH
Feb 2023
AFRICA 8.490% 8.605% 7.24% 8.68%
R208 REPUBLIC OF SOUTH
Aug 2025
AFRICA 10.960% 11.055% 9.69% 11.20%
ES23 ESKOM HOLDINGSAprLIMITED
2026 10.425% 10.520% 9.17% 10.62%
DV23 DEVELOPMENT DecBANK
2026
OF SOUTHERN
9.175% AFRICA 9.270% 7.88% 9.37%
R2023 REPUBLIC OF SOUTH
Jan 2030
AFRICA 9.635% 9.725% 8.28% 9.82%
ES26 ESKOM HOLDINGSFebLIMITED
2031 9.720% 9.815% 8.36% 9.91%
R186 REPUBLIC OF SOUTH
Mar 2032
AFRICA 9.810% 9.910% 8.46% 10.03%
R2030 REPUBLIC OF SOUTH
Sep 2033
AFRICA 11.175% 11.265% 9.96% 11.42%
R213 REPUBLIC OF SOUTH
Feb 2035
AFRICA 9.920% 10.010% 8.61% 10.15%
R2032 REPUBLIC OF SOUTH
Mar 2036
AFRICA 9.865% 9.955% 8.62% 10.11%
ES33 ESKOM HOLDINGSJanLIMITED
2037 9.985% 10.075% 8.69% 10.23%
R209 REPUBLIC OF SOUTH
Jan 2040
AFRICA 10.070% 10.160% 8.76% 10.33%
R2037 REPUBLIC OF SOUTH
Feb 2041
AFRICA 10.040% 10.130% 8.73% 10.29%
R214 REPUBLIC OF SOUTH
Apr 2042
AFRICA 11.410% 11.500% 10.13% 11.66%
R2044 REPUBLIC OF SOUTH
Jan 2044
AFRICA 10.070% 10.160% 8.80% 10.33%
R2048 REPUBLIC OF SOUTH
Feb 2048
AFRICA 10.050% 10.140% 8.76% 10.31%

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 6.792% 6.792% 6.63% 6.92%
JIBAR3 JIBAR 3 Month 7.017% 7.025% 6.87% 7.16%
JIBAR6 JIBAR 6 Month 7.675% 7.675% 7.38% 7.68%
RSA 2 year retail bond 8.00% 0 0 0
RSA 3 year retail bond 9.00% 0 0 0
RSA 5 year retail bond 9.50% 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)
9.60
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