Markets and Commodity figures

18 February 2019

Total Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Deals Nominal Consideration Deals Nominal Consideration
Current Day 800 31.82 bn Rbn 33.04 310 49.15 bn Rbn 46.08
Week to Date 800 31.82 bn Rbn 33.04 310 49.15 bn Rbn 46.08
Month to Date 14,679 528.04 bn Rbn 535.26 4,709 606.56 bn Rbn 582.10
Year to Date 33,871 1,141.01 bn Rbn 1,155.57 11,956 1,592.61 bn Rbn 1,526.92

Foreign Client Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Party Deals Nominal Consideration Deals Nominal Consideration
Buy 34 4.01 bn Rbn 4.23 23 4.60 bn Rbn 4.28
Current Day Sell 66 5.16 bn Rbn 5.39 3 1.45 bn Rbn 1.47
Net -32 -1.15 bn Rbn -1.17 20 3.15 bn Rbn 2.81
Buy 34 4.01 bn Rbn 4.23 23 4.60 bn Rbn 4.28
Week to Date Sell 66 5.16 bn Rbn 5.39 3 1.45 bn Rbn 1.47
Net -32 -1.15 bn Rbn -1.17 20 3.15 bn Rbn 2.81
Buy 929 65.63 bn Rbn 66.97 310 73.20 bn Rbn 68.21
Month to Date Sell 970 65.55 bn Rbn 67.38 37 15.37 bn Rbn 14.70
Net -41 0.08 bn Rbn -0.41 273 57.83 bn Rbn 53.51
Buy 2,497 154.09 bn Rbn 156.84 816 190.75 bn Rbn 179.98
Year to Date Sell 2,247 142.19 bn Rbn 145.68 96 37.88 bn Rbn 37.56
Net 250 11.90 bn Rbn 11.16 720 152.86 bn Rbn 142.42

Index Levels

Code Index Yield Index Previous Return MTD Return YTD

ALBI20 9.260%
All Bond Index Top 641.277
20 Composite 640.697 -1.57% 1.28%
GOVI 9.373%Split - 634.712
ALBI20 Issuer Class GOVI 634.118 -1.63% 1.29%
OTHI 8.828%
ALBI20 Issuer Class Split - 666.738
OTHI 666.213 -1.35% 1.25%
CILI15 3.158%
Composite Inflation 257.478
Linked Index Top 15 257.277 -0.08% 1.58%
ICOR 3.905%
CILI15 Issuer Class 292.351
Split - ICOR 292.680 -0.25% 0.91%
IGOV 3.117%
CILI15 Issuer Class 255.883
Split - IGOV 255.659 -0.07% 1.61%
ISOE 3.910%
CILI15 Issuer Class 264.756
Split - ISOE 264.955 -0.11% 0.91%
MMI JSE Money Market Index
0 251.773 251.619 0.37% 1.01%

ALBI Constituent Bonds

Bond Issuer Maturity MTM Previous YTD Low YTD High

R159 REPUBLIC OF SOUTH
Sep 2020
AFRICA 8.360% 8.350% 8.11% 8.42%
R203 REPUBLIC OF SOUTH
Mar 2021
AFRICA 7.130% 7.120% 6.91% 7.19%
ES18 ESKOM HOLDINGSJanLIMITED
2023 9.120% 9.125% 8.91% 9.31%
R204 REPUBLIC OF SOUTH
Feb 2023
AFRICA 8.990% 8.995% 8.78% 9.22%
R207 REPUBLIC OF SOUTH
Feb 2023
AFRICA 7.960% 7.965% 7.75% 8.15%
R208 REPUBLIC OF SOUTH
Aug 2025
AFRICA 10.555% 10.565% 10.28% 10.64%
ES23 ESKOM HOLDINGSAprLIMITED
2026 10.105% 10.115% 9.83% 10.19%
DV23 DEVELOPMENT DecBANK
2026
OF SOUTHERN
8.855% AFRICA 8.865% 8.58% 8.94%
R2023 REPUBLIC OF SOUTH
Jan 2030
AFRICA 9.380% 9.390% 9.09% 9.47%
ES26 ESKOM HOLDINGSFebLIMITED
2031 9.500% 9.510% 9.21% 9.58%
R186 REPUBLIC OF SOUTH
Mar 2032
AFRICA 9.600% 9.615% 9.31% 9.69%
R2030 REPUBLIC OF SOUTH
Sep 2033
AFRICA 11.005% 11.015% 10.74% 11.10%
R213 REPUBLIC OF SOUTH
Feb 2035
AFRICA 9.750% 9.760% 9.48% 9.84%
R2032 REPUBLIC OF SOUTH
Mar 2036
AFRICA 9.705% 9.715% 9.43% 9.80%
ES33 ESKOM HOLDINGSJanLIMITED
2037 9.830% 9.840% 9.55% 9.92%
R209 REPUBLIC OF SOUTH
Jan 2040
AFRICA 9.910% 9.920% 9.62% 10.00%
R2037 REPUBLIC OF SOUTH
Feb 2041
AFRICA 9.890% 9.900% 9.60% 9.98%
R214 REPUBLIC OF SOUTH
Apr 2042
AFRICA 11.260% 11.270% 10.97% 11.35%
R2044 REPUBLIC OF SOUTH
Jan 2044
AFRICA 9.930% 9.940% 9.64% 10.02%
R2048 REPUBLIC OF SOUTH
Feb 2048
AFRICA 9.900% 9.905% 9.62% 9.99%

Other Rates

Code Description Rate Previous YTD Low YTD High

SAFEX SAFEX Overnight Deposit Rate6.590% 6.590% 6.59% 6.59%
JIBAR1 JIBAR 1 Month 6.967% 6.967% 6.96% 6.98%
JIBAR3 JIBAR 3 Month 7.150% 7.150% 7.15% 7.15%
JIBAR6 JIBAR 6 Month 7.725% 7.725% 7.73% 7.75%
RSA 2 year retail bond 7.25% 0 0 0
RSA 3 year retail bond 8.00% 0 0 0
RSA 5 year retail bond 8.75% 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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