Markets and Commodity figures

07 March 2019

Total Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Deals Nominal Consideration Deals Nominal Consideration
Current Day 1,065 36.83 bn Rbn 35.97 217 32.82 bn Rbn 32.53
Week to Date 3,991 135.71 bn Rbn 135.18 1,460 209.38 bn Rbn 202.70
Month to Date 5,232 170.36 bn Rbn 169.26 1,680 242.15 bn Rbn 234.91
Year to Date 49,542 1,643.15 bn Rbn 1,656.22 16,509 2,264.05 bn Rbn 2,169.88

Foreign Client Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Party Deals Nominal Consideration Deals Nominal Consideration
Buy 61 4.15 bn Rbn 3.99 20 2.75 bn Rbn 2.65
Current Day Sell 59 4.39 bn Rbn 4.22 1 0.18 bn Rbn 0.18
Net 2 -0.23 bn Rbn -0.23 19 2.57 bn Rbn 2.46
Buy 310 16.30 bn Rbn 16.35 80 15.01 bn Rbn 14.35
Week to Date Sell 271 17.98 bn Rbn 18.31 7 2.30 bn Rbn 2.48
Net 39 -1.69 bn Rbn -1.96 73 12.71 bn Rbn 11.88
Buy 364 18.21 bn Rbn 18.33 101 19.07 bn Rbn 18.28
Month to Date Sell 325 21.83 bn Rbn 22.38 9 3.19 bn Rbn 3.47
Net 39 -3.62 bn Rbn -4.05 92 15.88 bn Rbn 14.81
Buy 3,553 212.65 bn Rbn 215.21 1,056 242.23 bn Rbn 228.13
Year to Date Sell 3,178 200.27 bn Rbn 205.02 140 52.99 bn Rbn 52.62
Net 375 12.37 bn Rbn 10.18 916 189.24 bn Rbn 175.51

Index Levels

Code Index Yield Index Previous Return MTD Return YTD

ALBI20 9.124%
All Bond Index Top 653.385
20 Composite 651.869 0.73% 3.20%
GOVI 9.230%Split - 647.089
ALBI20 Issuer Class GOVI 645.491 0.77% 3.26%
OTHI 8.717%
ALBI20 Issuer Class Split - 677.754
OTHI 676.567 0.59% 2.92%
CILI15 3.231%
Composite Inflation 256.586
Linked Index Top 15 256.607 -0.04% 1.23%
ICOR 3.991%
CILI15 Issuer Class 291.784
Split - ICOR 291.769 -0.23% 0.71%
IGOV 3.189%
CILI15 Issuer Class 254.978
Split - IGOV 255.001 -0.03% 1.25%
ISOE 3.991%
CILI15 Issuer Class 264.132
Split - ISOE 264.119 -0.22% 0.67%
MMI JSE Money Market Index
0 252.661 252.613 0.14% 1.36%

ALBI Constituent Bonds

Bond Issuer Maturity MTM Previous YTD Low YTD High

R159 REPUBLIC OF SOUTH
Sep 2020
AFRICA 8.305% 8.280% 8.11% 8.42%
R203 REPUBLIC OF SOUTH
Mar 2021
AFRICA 7.075% 7.050% 6.91% 7.19%
ES18 ESKOM HOLDINGSJanLIMITED
2023 8.955% 8.965% 8.88% 9.31%
R204 REPUBLIC OF SOUTH
Feb 2023
AFRICA 8.795% 8.805% 8.75% 9.22%
R207 REPUBLIC OF SOUTH
Feb 2023
AFRICA 7.795% 7.805% 7.72% 8.15%
R208 REPUBLIC OF SOUTH
Aug 2025
AFRICA 10.350% 10.365% 10.28% 10.64%
ES23 ESKOM HOLDINGSAprLIMITED
2026 9.890% 9.905% 9.83% 10.19%
DV23 DEVELOPMENT DecBANK
2026
OF SOUTHERN
8.650% AFRICA 8.665% 8.58% 8.94%
R2023 REPUBLIC OF SOUTH
Jan 2030
AFRICA 9.170% 9.190% 9.09% 9.47%
ES26 ESKOM HOLDINGSFebLIMITED
2031 9.285% 9.305% 9.21% 9.58%
R186 REPUBLIC OF SOUTH
Mar 2032
AFRICA 9.400% 9.420% 9.31% 9.69%
R2030 REPUBLIC OF SOUTH
Sep 2033
AFRICA 10.810% 10.845% 10.74% 11.10%
R213 REPUBLIC OF SOUTH
Feb 2035
AFRICA 9.555% 9.595% 9.48% 9.84%
R2032 REPUBLIC OF SOUTH
Mar 2036
AFRICA 9.510% 9.545% 9.43% 9.80%
ES33 ESKOM HOLDINGSJanLIMITED
2037 9.640% 9.675% 9.55% 9.92%
R209 REPUBLIC OF SOUTH
Jan 2040
AFRICA 9.725% 9.755% 9.62% 10.00%
R2037 REPUBLIC OF SOUTH
Feb 2041
AFRICA 9.695% 9.730% 9.60% 9.98%
R214 REPUBLIC OF SOUTH
Apr 2042
AFRICA 11.065% 11.100% 10.97% 11.35%
R2044 REPUBLIC OF SOUTH
Jan 2044
AFRICA 9.720% 9.760% 9.64% 10.02%
R2048 REPUBLIC OF SOUTH
Feb 2048
AFRICA 9.690% 9.725% 9.62% 9.99%

Other Rates

Code Description Rate Previous YTD Low YTD High

SAFEX SAFEX Overnight Deposit Rate6.600% 6.590% 6.59% 6.60%
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 7.725% 7.708% 7.70% 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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