Markets and Commodity figures

27 August 2019

Total Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Deals Nominal Consideration Deals Nominal Consideration
Current Day 1,376 31.96 bn Rbn 31.48 856 90.44 bn Rbn 88.08
Week to Date 2,030 40.51 bn Rbn 39.53 1,071 140.25 bn Rbn 138.87
Month to Date 20,618 766.32 bn Rbn 762.42 6,626 1,001.49 bn Rbn 987.53
Year to Date 194,478 6,820.52 bn Rbn 6,864.00 60,493 8,841.83 bn Rbn 8,697.29

Foreign Client Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Party Deals Nominal Consideration Deals Nominal Consideration
Buy 46 1.92 bn Rbn 2.03 16 5.21 bn Rbn 4.45
Current Day Sell 24 2.21 bn Rbn 2.35 5 1.40 bn Rbn 1.52
Net 22 -0.29 bn Rbn -0.32 11 3.81 bn Rbn 2.94
Buy 70 2.57 bn Rbn 2.63 32 7.95 bn Rbn 6.85
Week to Date Sell 55 3.66 bn Rbn 3.72 5 1.40 bn Rbn 1.52
Net 15 -1.09 bn Rbn -1.10 27 6.55 bn Rbn 5.34
Buy 1,388 81.81 bn Rbn 82.13 371 76.53 bn Rbn 69.83
Month to Date Sell 1,628 100.25 bn Rbn 99.39 73 17.69 bn Rbn 18.77
Net -240 -18.44 bn Rbn -17.26 298 58.84 bn Rbn 51.05
Buy 14,099 871.21 bn Rbn 881.35 2,917 597.33 bn Rbn 568.99
Year to Date Sell 13,781 877.02 bn Rbn 889.20 840 321.13 bn Rbn 332.45
Net 318 -5.81 bn Rbn -7.84 2,077 276.20 bn Rbn 236.54

Index Levels

Code Index Yield Index Previous Return MTD Return YTD

ALBI20 9.089%
All Bond Index Top 683.827
20 Composite 681.476 1.08% 8.00%
GOVI 9.193%Split - 676.863
ALBI20 Issuer Class GOVI 674.467 1.08% 8.01%
OTHI 8.668%
ALBI20 Issuer Class Split - 710.895
OTHI 708.748 1.07% 7.96%
CILI15 3.312%
Composite Inflation 261.578
Linked Index Top 15 261.525 -0.14% 3.20%
ICOR 3.803%
CILI15 Issuer Class 306.628
Split - ICOR 306.470 0.24% 5.84%
IGOV 3.279%
CILI15 Issuer Class 259.606
Split - IGOV 259.553 -0.16% 3.09%
ISOE 4.035%
CILI15 Issuer Class 273.736
Split - ISOE 273.789 0.10% 4.33%
MMI JSE Money Market Index
0 261.745 261.694 0.53% 5.01%

ALBI Constituent Bonds

Bond Issuer Maturity MTM Previous YTD Low YTD High

R159 REPUBLIC OF SOUTH
Mar 2021
AFRICA 6.585% 6.585% 6.20% 7.19%
R203 REPUBLIC OF SOUTH
Jan 2023
AFRICA 8.445% 8.485% 8.25% 9.31%
ES18 ESKOM HOLDINGSFebLIMITED
2023 8.275% 8.315% 8.02% 9.22%
R204 REPUBLIC OF SOUTH
Feb 2023
AFRICA 7.245% 7.285% 7.08% 8.15%
R207 REPUBLIC OF SOUTH
Nov 2023
AFRICA 8.620% 8.660% 8.53% 9.70%
R208 REPUBLIC OF SOUTH
Aug 2025
AFRICA 9.710% 9.750% 9.48% 10.64%
ES23 ESKOM HOLDINGSAprLIMITED
2026 9.430% 9.470% 9.20% 10.19%
DV23 DEVELOPMENT DecBANK
2026
OF SOUTHERN
8.210% AFRICA 8.250% 7.98% 8.94%
R2023 REPUBLIC OF SOUTH
Jan 2030
AFRICA 8.915% 8.960% 8.61% 9.47%
ES26 ESKOM HOLDINGSFebLIMITED
2031 9.140% 9.195% 8.80% 9.58%
R186 REPUBLIC OF SOUTH
Mar 2032
AFRICA 9.290% 9.340% 8.95% 9.69%
R2030 REPUBLIC OF SOUTH
Sep 2033
AFRICA 10.830% 10.875% 10.53% 11.10%
R213 REPUBLIC OF SOUTH
Feb 2035
AFRICA 9.595% 9.635% 9.24% 9.84%
R2032 REPUBLIC OF SOUTH
Mar 2036
AFRICA 9.590% 9.635% 9.27% 9.80%
ES33 ESKOM HOLDINGSJanLIMITED
2037 9.715% 9.755% 9.38% 9.92%
R209 REPUBLIC OF SOUTH
Jan 2040
AFRICA 9.835% 9.880% 9.51% 10.05%
R2037 REPUBLIC OF SOUTH
Feb 2041
AFRICA 9.830% 9.875% 9.54% 10.04%
R214 REPUBLIC OF SOUTH
Apr 2042
AFRICA 11.170% 11.215% 10.88% 11.38%
R2044 REPUBLIC OF SOUTH
Jan 2044
AFRICA 9.885% 9.930% 9.58% 10.09%
R2048 REPUBLIC OF SOUTH
Feb 2048
AFRICA 9.870% 9.925% 9.55% 10.07%

Other Rates

Code Description Rate Previous YTD Low YTD High

SAFEX SAFEX Overnight Deposit Rate6.340% 6.340% 6.34% 6.60%
JIBAR1 JIBAR 1 Month 6.650% 6.650% 6.65% 6.98%
JIBAR3 JIBAR 3 Month 6.817% 6.817% 6.82% 7.16%
JIBAR6 JIBAR 6 Month 7.250% 7.250% 7.25% 7.75%
RSA 2 year retail bond 7.50% 0 0 0
RSA 3 year retail bond 7.75% 0 0 0
RSA 5 year retail bond 8.50% 0 0 0
RSA 3 year inflation linked retail
3.00%
bond 0 0 0
RSA 5 year inflation linked retail
3.25%
bond 0 0 0
RSA 10 year inflation linked retail
3.50%
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.