Markets and Commodity figures

20 January 2019

Total Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Deals Nominal Consideration Deals Nominal Consideration
Current Day 868 23.47 bn Rbn 24.46 194 22.71 bn Rbn 21.68
Week to Date 3,599 115.99 bn Rbn 118.81 1,692 234.53 bn Rbn 225.41
Month to Date 10,040 322.25 bn Rbn 327.73 3,941 548.87 bn Rbn 533.86
Year to Date 10,040 322.25 bn Rbn 327.73 3,941 548.87 bn Rbn 533.86

Foreign Client Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Party Deals Nominal Consideration Deals Nominal Consideration
Buy 53 1.46 bn Rbn 1.62 8 1.95 bn Rbn 1.70
Current Day Sell 49 3.27 bn Rbn 3.55 6 1.40 bn Rbn 1.25
Net 4 -1.81 bn Rbn -1.93 2 0.55 bn Rbn 0.45
Buy 270 14.32 bn Rbn 14.60 71 19.32 bn Rbn 18.35
Week to Date Sell 250 16.20 bn Rbn 16.88 23 6.03 bn Rbn 6.02
Net 20 -1.87 bn Rbn -2.28 48 13.29 bn Rbn 12.33
Buy 971 50.46 bn Rbn 51.36 326 78.81 bn Rbn 75.57
Month to Date Sell 787 44.93 bn Rbn 46.12 39 14.46 bn Rbn 14.90
Net 184 5.52 bn Rbn 5.24 287 64.35 bn Rbn 60.67
Buy 971 50.46 bn Rbn 51.36 326 78.81 bn Rbn 75.57
Year to Date Sell 787 44.93 bn Rbn 46.12 39 14.46 bn Rbn 14.90
Net 184 5.52 bn Rbn 5.24 287 64.35 bn Rbn 60.67

Index Levels

Code Index Yield Index Previous Return MTD Return YTD

ALBI20 9.267%
All Bond Index Top 635.932
20 Composite 640.514 0.44% 0.44%
GOVI 9.287%Split - 629.487
ALBI20 Issuer Class GOVI 634.130 0.45% 0.45%
OTHI 9.187%
ALBI20 Issuer Class Split - 661.001
OTHI 665.312 0.38% 0.38%
CILI15 3.087%
Composite Inflation 257.439
Linked Index Top 15 256.562 1.57% 1.57%
ICOR 3.794%
CILI15 Issuer Class 292.417
Split - ICOR 292.192 0.93% 0.93%
IGOV 3.053%
CILI15 Issuer Class 255.849
Split - IGOV 254.946 1.60% 1.60%
ISOE 3.785%
CILI15 Issuer Class 264.419
Split - ISOE 264.183 0.78% 0.78%
MMI JSE Money Market Index
0 250.184 250.133 0.37% 0.37%

ALBI Constituent Bonds

Bond Issuer Maturity MTM Previous YTD Low YTD High

R159 REPUBLIC OF SOUTH
Sep 2020
AFRICA 8.360% 8.295% 8.11% 8.36%
R203 REPUBLIC OF SOUTH
Mar 2021
AFRICA 7.160% 7.095% 6.91% 7.16%
ES18 ESKOM HOLDINGSJanLIMITED
2023 9.220% 9.145% 9.13% 9.31%
R204 REPUBLIC OF SOUTH
Feb 2023
AFRICA 9.090% 9.055% 9.04% 9.22%
R207 REPUBLIC OF SOUTH
Feb 2023
AFRICA 8.060% 7.985% 7.97% 8.15%
R208 REPUBLIC OF SOUTH
Aug 2025
AFRICA 10.580% 10.485% 10.46% 10.63%
ES23 ESKOM HOLDINGSAprLIMITED
2026 10.130% 10.035% 10.01% 10.18%
DV23 DEVELOPMENT DecBANK
2026
OF SOUTHERN
8.880% AFRICA 8.785% 8.76% 8.93%
R2023 REPUBLIC OF SOUTH
Jan 2030
AFRICA 9.380% 9.285% 9.25% 9.43%
ES26 ESKOM HOLDINGSFebLIMITED
2031 9.485% 9.385% 9.35% 9.54%
R186 REPUBLIC OF SOUTH
Mar 2032
AFRICA 9.600% 9.500% 9.47% 9.65%
R2030 REPUBLIC OF SOUTH
Sep 2033
AFRICA 11.010% 10.900% 10.86% 11.06%
R213 REPUBLIC OF SOUTH
Feb 2035
AFRICA 9.765% 9.655% 9.61% 9.81%
R2032 REPUBLIC OF SOUTH
Mar 2036
AFRICA 9.700% 9.590% 9.55% 9.75%
ES33 ESKOM HOLDINGSJanLIMITED
2037 9.830% 9.720% 9.67% 9.88%
R209 REPUBLIC OF SOUTH
Jan 2040
AFRICA 9.905% 9.795% 9.75% 9.95%
R2037 REPUBLIC OF SOUTH
Feb 2041
AFRICA 9.890% 9.780% 9.72% 9.93%
R214 REPUBLIC OF SOUTH
Apr 2042
AFRICA 11.260% 11.150% 11.09% 11.30%
R2044 REPUBLIC OF SOUTH
Jan 2044
AFRICA 9.930% 9.820% 9.76% 9.98%
R2048 REPUBLIC OF SOUTH
Feb 2048
AFRICA 9.910% 9.800% 9.74% 9.95%

Other Rates

Code Description Rate Previous YTD Low YTD High

SAFEX SAFEX Overnight Deposit Rate6.590% 6.590% 6.59% 6.59%
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 7.750% 7.750% 7.75% 7.75%
RSA 2 year retail bond 7.50% 0 0 0
RSA 3 year retail bond 8.25% 0 0 0
RSA 5 year retail bond 9.25% 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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