Markets and Commodity figures

01 August 2018

Total Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Deals Nominal Consideration Deals Nominal Consideration
Current Day 1 434 33.32 bn Rbn 35.05 243 25.23 bn Rbn 24.55
Week to Date 3 321 86.68 bn Rbn 91.81 1 307 157.08 bn Rbn 150.98
Month to Date 1 434 33.32 bn Rbn 35.05 243 25.23 bn Rbn 24.55
Year to Date 184 083 5 585.32 bn Rbn 5 817.39 46 375 5 946.63 bn Rbn 5 929.62

Foreign Client Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Party Deals Nominal Consideration Deals Nominal Consideration
Buy 128 7.48 bn Rbn 7.90 31 4.30 bn Rbn 4.08
Current Day Sell 75 4.63 bn Rbn 4.81 9 0.70 bn Rbn 0.68
Net 53 2.85 bn Rbn 3.09 22 3.61 bn Rbn 3.40
Buy 313 13.89 bn Rbn 14.14 81 11.56 bn Rbn 11.08
Week to Date Sell 283 12.24 bn Rbn 12.74 26 2.58 bn Rbn 2.60
Net 30 1.65 bn Rbn 1.41 55 8.98 bn Rbn 8.48
Buy 128 7.48 bn Rbn 7.90 31 4.30 bn Rbn 4.08
Month to Date Sell 75 4.63 bn Rbn 4.81 9 0.70 bn Rbn 0.68
Net 53 2.85 bn Rbn 3.09 22 3.61 bn Rbn 3.40
Buy 12 688 705.91 bn Rbn 736.41 2 483 351.67 bn Rbn 332.37
Year to Date Sell 11 940 731.73 bn Rbn 763.61 2 522 670.03 bn Rbn 710.66
Net 748 -25.82 bn Rbn -27.21 -39 -318.37 bn Rbn -378.30

Index Levels

Code Index Yield Index Previous Return MTD Return YTD

ALBI20 8.956%
All Bond Index Top 624.703
20 Composite 626.081 -0.22% 6.25%
GOVI 9.006%Split - 620.566
ALBI20 Issuer Class GOVI 622.026 -0.23% 5.79%
OTHI 8.810%
ALBI20 Issuer Class Split - 642.314
OTHI 643.443 -0.18% 7.53%
CILI15 2.973%
Composite Inflation 252.175
Linked Index Top 15 251.952 0.09% -0.22%
ICOR 3.858%
CILI15 Issuer Class 280.733
Split - ICOR 280.718 0.01% 3.65%
IGOV 2.931%
CILI15 Issuer Class 250.849
Split - IGOV 250.616 0.09% -0.37%
ISOE 3.735%
CILI15 Issuer Class 255.234
Split - ISOE 255.265 -0.01% 1.86%
MMI JSE Money Market Index
0 241.883 241.836 0.02% 4.35%

ALBI Constituent Bonds

Bond Issuer Maturity MTM Previous YTD Low YTD High

R159 REPUBLIC OF SOUTH
Jan 2020
AFRICA 7.415% 7.370% 6.58% 7.81%
R203 REPUBLIC OF SOUTH
Feb 2020
AFRICA 8.435% 8.390% 7.69% 8.89%
ES18 ESKOM HOLDINGS
MarLIMITED
2021 7.715% 7.670% 6.87% 8.10%
R204 REPUBLIC OF SOUTH
Jan 2023
AFRICA 9.265% 9.225% 8.35% 9.64%
R207 REPUBLIC OF SOUTH
Feb 2023
AFRICA 9.335% 9.295% 8.57% 9.82%
R208 REPUBLIC OF SOUTH
Feb 2023
AFRICA 8.085% 8.045% 7.24% 8.50%
ES23 ESKOM HOLDINGSAprLIMITED
2026 9.890% 9.855% 9.17% 10.44%
DV23 DEVELOPMENT DecBANK
2026
OF SOUTHERN
8.610% AFRICA 8.575% 7.88% 9.16%
R2023 REPUBLIC OF SOUTH
Jan 2030
AFRICA 9.010% 8.970% 8.28% 9.57%
ES26 ESKOM HOLDINGSFebLIMITED
2031 9.105% 9.070% 8.36% 9.64%
R186 REPUBLIC OF SOUTH
Mar 2032
AFRICA 9.195% 9.160% 8.46% 9.74%
R2030 REPUBLIC OF SOUTH
Sep 2033
AFRICA 10.640% 10.610% 9.96% 11.14%
R213 REPUBLIC OF SOUTH
Feb 2035
AFRICA 9.330% 9.300% 8.61% 9.82%
R2032 REPUBLIC OF SOUTH
Mar 2036
AFRICA 9.310% 9.280% 8.62% 9.81%
ES33 ESKOM HOLDINGSJanLIMITED
2037 9.395% 9.365% 8.69% 9.88%
R209 REPUBLIC OF SOUTH
Jan 2040
AFRICA 9.470% 9.440% 8.76% 9.95%
R2037 REPUBLIC OF SOUTH
Feb 2041
AFRICA 9.455% 9.425% 8.73% 9.94%
R214 REPUBLIC OF SOUTH
Apr 2042
AFRICA 10.845% 10.815% 10.13% 11.33%
R2044 REPUBLIC OF SOUTH
Jan 2044
AFRICA 9.505% 9.475% 8.80% 9.98%
R2048 REPUBLIC OF SOUTH
Feb 2048
AFRICA 9.500% 9.465% 8.76% 9.97%

Other Rates

Code Description Rate Previous YTD Low YTD High

SAFEX SAFEX Overnight Deposit Rate6.310% 6.310% 6.31% 6.56%
JIBAR1 JIBAR 1 Month 6.733% 6.733% 6.63% 6.92%
JIBAR3 JIBAR 3 Month 6.967% 6.967% 6.87% 7.16%
JIBAR6 JIBAR 6 Month 7.517% 7.517% 7.38% 7.60%
RSA 2 year retail bond 8.00% 0 0 0
RSA 3 year retail bond 8.25% 0 0 0
RSA 5 year retail bond 8.75% 0 0 0
RSA 3 year inflation linked retail
2.50%
bond 0 0 0
RSA 5 year inflation linked retail
2.75%
bond 0 0 0
RSA 10 year inflation linked retail
3.00%
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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