Markets and Commodity figures

24 March 2019

Total Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Deals Nominal Consideration Deals Nominal Consideration
Current Day 1,208 37.38 bn Rbn 37.60 275 34.62 bn Rbn 34.64
Week to Date 5,101 148.72 bn Rbn 148.15 1,464 218.49 bn Rbn 210.43
Month to Date 16,560 515.80 bn Rbn 515.73 5,201 729.43 bn Rbn 708.04
Year to Date 60,870 1,988.60 bn Rbn 2,002.69 20,030 2,751.33 bn Rbn 2,643.01

Foreign Client Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Party Deals Nominal Consideration Deals Nominal Consideration
Buy 89 5.82 bn Rbn 5.88 28 2.99 bn Rbn 3.10
Current Day Sell 61 5.28 bn Rbn 5.28 13 3.36 bn Rbn 3.17
Net 28 0.54 bn Rbn 0.60 15 -0.38 bn Rbn -0.08
Buy 317 17.17 bn Rbn 17.22 82 17.54 bn Rbn 16.56
Week to Date Sell 264 15.29 bn Rbn 15.51 35 7.86 bn Rbn 8.13
Net 53 1.88 bn Rbn 1.72 47 9.68 bn Rbn 8.44
Buy 1,066 55.71 bn Rbn 56.56 288 54.44 bn Rbn 52.09
Month to Date Sell 946 56.39 bn Rbn 57.91 79 19.16 bn Rbn 19.63
Net 120 -0.68 bn Rbn -1.35 209 35.28 bn Rbn 32.46
Buy 4,255 250.15 bn Rbn 253.44 1,243 277.60 bn Rbn 261.94
Year to Date Sell 3,799 234.84 bn Rbn 240.55 210 68.96 bn Rbn 68.78
Net 456 15.31 bn Rbn 12.89 1,033 208.64 bn Rbn 193.16

Index Levels

Code Index Yield Index Previous Return MTD Return YTD

ALBI20 9.217%
All Bond Index Top 649.196
20 Composite 649.380 0.08% 2.53%
GOVI 9.328%Split - 642.619
ALBI20 Issuer Class GOVI 642.840 0.07% 2.55%
OTHI 8.789%
ALBI20 Issuer Class Split - 674.712
OTHI 674.744 0.13% 2.46%
CILI15 3.270%
Composite Inflation 255.959
Linked Index Top 15 255.873 -0.29% 0.98%
ICOR 3.991%
CILI15 Issuer Class 293.024
Split - ICOR 292.996 0.19% 1.14%
IGOV 3.227%
CILI15 Issuer Class 254.310
Split - IGOV 254.225 -0.30% 0.99%
ISOE 4.067%
CILI15 Issuer Class 263.429
Split - ISOE 263.289 -0.49% 0.40%
MMI JSE Money Market Index
0 253.429 253.323 0.45% 1.67%

ALBI Constituent Bonds

Bond Issuer Maturity MTM Previous YTD Low YTD High

R159 REPUBLIC OF SOUTH
Sep 2020
AFRICA 8.270% 8.315% 8.11% 8.87%
R203 REPUBLIC OF SOUTH
Mar 2021
AFRICA 7.040% 7.085% 6.91% 7.19%
ES18 ESKOM HOLDINGSJanLIMITED
2023 9.040% 9.025% 8.88% 9.31%
R204 REPUBLIC OF SOUTH
Feb 2023
AFRICA 8.880% 8.865% 8.75% 9.22%
R207 REPUBLIC OF SOUTH
Feb 2023
AFRICA 7.880% 7.865% 7.72% 8.15%
R208 REPUBLIC OF SOUTH
Aug 2025
AFRICA 10.440% 10.435% 10.28% 10.64%
ES23 ESKOM HOLDINGSAprLIMITED
2026 9.990% 9.985% 9.83% 10.19%
DV23 DEVELOPMENT DecBANK
2026
OF SOUTHERN
8.740% AFRICA 8.735% 8.58% 8.94%
R2023 REPUBLIC OF SOUTH
Jan 2030
AFRICA 9.285% 9.280% 9.09% 9.47%
ES26 ESKOM HOLDINGSFebLIMITED
2031 9.410% 9.405% 9.21% 9.58%
R186 REPUBLIC OF SOUTH
Mar 2032
AFRICA 9.515% 9.510% 9.31% 9.69%
R2030 REPUBLIC OF SOUTH
Sep 2033
AFRICA 10.965% 10.960% 10.74% 11.10%
R213 REPUBLIC OF SOUTH
Feb 2035
AFRICA 9.715% 9.710% 9.48% 9.84%
R2032 REPUBLIC OF SOUTH
Mar 2036
AFRICA 9.665% 9.660% 9.43% 9.80%
ES33 ESKOM HOLDINGSJanLIMITED
2037 9.790% 9.785% 9.55% 9.92%
R209 REPUBLIC OF SOUTH
Jan 2040
AFRICA 9.890% 9.880% 9.62% 10.00%
R2037 REPUBLIC OF SOUTH
Feb 2041
AFRICA 9.860% 9.850% 9.60% 9.98%
R214 REPUBLIC OF SOUTH
Apr 2042
AFRICA 11.230% 11.220% 10.97% 11.35%
R2044 REPUBLIC OF SOUTH
Jan 2044
AFRICA 9.890% 9.875% 9.64% 10.02%
R2048 REPUBLIC OF SOUTH
Feb 2048
AFRICA 9.860% 9.850% 9.62% 9.99%

Other Rates

Code Description Rate Previous YTD Low YTD High

SAFEX SAFEX Overnight Deposit Rate6.600% 6.600% 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% 7.725% 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
DATA DISCLAIMER
To the extent allowed by law, JSE Limited (the JSE) does not (expressly, tacitly or implicitly) guarantee or warrant the availability,
sequence, accuracy, completeness, reliability or any other aspect of any of the data (Data), or that any Data is up to date.
To the extent allowed by law, neither the JSE nor any of its directors, officers, employees, contractors, agents or representatives are
liable in any way to the reader or to any other natural or juristic person (Person) for any loss or damage as a result of (i) the display
of any Data in this bulltetin, or (ii) any Data being unavailable in this bulletin at any time and for any reason, or (iii) any delay,
inaccuracy, error, or omission in relation to any Data, or (iv) any actions taken or not taken by or on behalf of any Person in reliance
on any Data. The JSE is entitled to terminate the production of any Data at any time, without notice and without liability to any Person.

These figures are supplied by parties external to Business Day. Business Day will not warrant the accuracy of the figures.