Markets and Commodity figures

08 October 2019

Total Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Deals Nominal Consideration Deals Nominal Consideration
Current Day 871 24.29 bn Rbn 24.61 786 75.84 bn Rbn 75.83
Week to Date 1,859 51.62 bn Rbn 52.51 1,073 133.25 bn Rbn 133.34
Month to Date 6,898 169.10 bn Rbn 169.35 2,426 323.45 bn Rbn 325.49
Year to Date 227,128 7,826.90 bn Rbn 7,875.15 70,294 10,316.73 bn Rbn 10,176.42

Foreign Client Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Party Deals Nominal Consideration Deals Nominal Consideration
Buy 34 1.53 bn Rbn 1.51 12 2.41 bn Rbn 2.16
Current Day Sell 68 2.45 bn Rbn 2.48
Net -34 -0.92 bn Rbn -0.98 12 2.41 bn Rbn 2.16
Buy 91 4.77 bn Rbn 4.93 26 6.76 bn Rbn 6.37
Week to Date Sell 145 5.53 bn Rbn 5.78
Net -54 -0.76 bn Rbn -0.85 26 6.76 bn Rbn 6.37
Buy 393 18.59 bn Rbn 18.85 91 29.86 bn Rbn 27.38
Month to Date Sell 333 18.22 bn Rbn 18.44 4 0.96 bn Rbn 1.10
Net 60 0.37 bn Rbn 0.41 87 28.90 bn Rbn 26.28
Buy 15,838 983.07 bn Rbn 993.21 3,380 702.06 bn Rbn 665.59
Year to Date Sell 15,375 989.07 bn Rbn 1,001.54 921 344.53 bn Rbn 357.52
Net 463 -6.00 bn Rbn -8.33 2,459 357.53 bn Rbn 308.07

Index Levels

Code Index Yield Index Previous Return MTD Return YTD

ALBI20 9.102%
All Bond Index Top 690.124
20 Composite 693.133 0.51% 9.00%
GOVI 9.205%Split - 682.989
ALBI20 Issuer Class GOVI 686.086 0.52% 8.99%
OTHI 8.669%
ALBI20 Issuer Class Split - 717.927
OTHI 720.529 0.49% 9.02%
CILI15 3.346%
Composite Inflation 262.763
Linked Index Top 15 262.783 0.13% 3.67%
ICOR 3.806%
CILI15 Issuer Class 309.331
Split - ICOR 309.263 0.23% 6.77%
IGOV 3.315%
CILI15 Issuer Class 260.732
Split - IGOV 260.756 0.12% 3.54%
ISOE 4.046%
CILI15 Issuer Class 275.735
Split - ISOE 275.674 0.28% 5.09%
MMI JSE Money Market Index
0 263.862 263.810 0.16% 5.86%

ALBI Constituent Bonds

Bond Issuer Maturity MTM Previous YTD Low YTD High

R159 REPUBLIC OF SOUTH
Mar 2021
AFRICA 6.635% 6.635% 6.20% 7.19%
R203 REPUBLIC OF SOUTH
Jan 2023
AFRICA 8.550% 8.485% 8.25% 9.31%
ES18 ESKOM HOLDINGSFebLIMITED
2023 8.300% 8.235% 8.02% 9.22%
R204 REPUBLIC OF SOUTH
Feb 2023
AFRICA 7.350% 7.285% 7.08% 8.15%
R207 REPUBLIC OF SOUTH
Nov 2023
AFRICA 8.690% 8.625% 8.53% 9.70%
R208 REPUBLIC OF SOUTH
Aug 2025
AFRICA 9.755% 9.690% 9.48% 10.64%
ES23 ESKOM HOLDINGSAprLIMITED
2026 9.485% 9.420% 9.20% 10.19%
DV23 DEVELOPMENT DecBANK
2026
OF SOUTHERN
8.265% AFRICA 8.200% 7.98% 8.94%
R2023 REPUBLIC OF SOUTH
Jan 2030
AFRICA 8.950% 8.885% 8.61% 9.47%
ES26 ESKOM HOLDINGSFebLIMITED
2031 9.150% 9.085% 8.80% 9.58%
R186 REPUBLIC OF SOUTH
Mar 2032
AFRICA 9.290% 9.225% 8.95% 9.69%
R2030 REPUBLIC OF SOUTH
Sep 2033
AFRICA 10.795% 10.730% 10.53% 11.10%
R213 REPUBLIC OF SOUTH
Feb 2035
AFRICA 9.570% 9.505% 9.24% 9.84%
R2032 REPUBLIC OF SOUTH
Mar 2036
AFRICA 9.555% 9.490% 9.27% 9.80%
ES33 ESKOM HOLDINGSJanLIMITED
2037 9.695% 9.630% 9.38% 9.92%
R209 REPUBLIC OF SOUTH
Jan 2040
AFRICA 9.850% 9.780% 9.51% 10.05%
R2037 REPUBLIC OF SOUTH
Feb 2041
AFRICA 9.820% 9.755% 9.54% 10.04%
R214 REPUBLIC OF SOUTH
Apr 2042
AFRICA 11.150% 11.085% 10.88% 11.38%
R2044 REPUBLIC OF SOUTH
Jan 2044
AFRICA 9.910% 9.845% 9.58% 10.09%
R2048 REPUBLIC OF SOUTH
Feb 2048
AFRICA 9.895% 9.830% 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 6.625% 6.625% 6.63% 6.98%
JIBAR3 JIBAR 3 Month 6.775% 6.775% 6.78% 7.16%
JIBAR6 JIBAR 6 Month 7.250% 7.258% 7.23% 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
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