Markets and Commodity figures

22 July 2019

Total Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Deals Nominal Consideration Deals Nominal Consideration
Current Day 931 25.68 bn Rbn 25.78 325 68.93 bn Rbn 69.14
Week to Date 931 25.68 bn Rbn 25.78 325 68.93 bn Rbn 69.14
Month to Date 18,568 664.67 bn Rbn 668.77 5,617 1,016.98 bn Rbn 1,013.36
Year to Date 164,876 5,711.38 bn Rbn 5,753.96 51,112 7,449.28 bn Rbn 7,319.48

Foreign Client Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Party Deals Nominal Consideration Deals Nominal Consideration
Buy 46 3.21 bn Rbn 3.16 12 1.20 bn Rbn 1.08
Current Day Sell 41 3.15 bn Rbn 3.12 9 1.26 bn Rbn 1.39
Net 5 0.06 bn Rbn 0.04 3 -0.06 bn Rbn -0.31
Buy 46 3.21 bn Rbn 3.16 12 1.20 bn Rbn 1.08
Week to Date Sell 41 3.15 bn Rbn 3.12 9 1.26 bn Rbn 1.39
Net 5 0.06 bn Rbn 0.04 3 -0.06 bn Rbn -0.31
Buy 1,261 84.00 bn Rbn 84.20 228 52.94 bn Rbn 51.45
Month to Date Sell 1,193 89.05 bn Rbn 89.72 50 18.98 bn Rbn 20.97
Net 68 -5.05 bn Rbn -5.51 178 33.97 bn Rbn 30.47
Buy 11,558 716.45 bn Rbn 724.86 2,457 507.97 bn Rbn 487.04
Year to Date Sell 10,898 702.00 bn Rbn 714.13 744 296.49 bn Rbn 306.03
Net 660 14.45 bn Rbn 10.74 1,713 211.48 bn Rbn 181.01

Index Levels

Code Index Yield Index Previous Return MTD Return YTD

ALBI20 8.900%
All Bond Index Top 691.791
20 Composite 690.991 1.49% 9.26%
GOVI 8.994%Split - 685.296
ALBI20 Issuer Class GOVI 684.415 1.53% 9.36%
OTHI 8.518%
ALBI20 Issuer Class Split - 716.829
OTHI 716.377 1.34% 8.86%
CILI15 3.156%
Composite Inflation 263.746
Linked Index Top 15 263.631 0.69% 4.05%
ICOR 3.722%
CILI15 Issuer Class 305.635
Split - ICOR 305.543 0.67% 5.49%
IGOV 3.119%
CILI15 Issuer Class 261.901
Split - IGOV 261.785 0.69% 4.00%
ISOE 3.919%
CILI15 Issuer Class 273.664
Split - ISOE 273.579 0.68% 4.30%
MMI JSE Money Market Index
0 259.896 259.748 0.50% 4.26%

ALBI Constituent Bonds

Bond Issuer Maturity MTM Previous YTD Low YTD High

R159 REPUBLIC OF SOUTH
Sep 2020
AFRICA 7.745% 7.730% 7.67% 8.87%
R203 REPUBLIC OF SOUTH
Mar 2021
AFRICA 6.225% 6.200% 6.20% 7.19%
ES18 ESKOM HOLDINGSJanLIMITED
2023 8.320% 8.305% 8.25% 9.31%
R204 REPUBLIC OF SOUTH
Feb 2023
AFRICA 8.150% 8.075% 8.02% 9.22%
R207 REPUBLIC OF SOUTH
Feb 2023
AFRICA 7.150% 7.135% 7.08% 8.15%
R208 REPUBLIC OF SOUTH
Aug 2025
AFRICA 9.515% 9.505% 9.48% 10.64%
ES23 ESKOM HOLDINGSAprLIMITED
2026 9.235% 9.225% 9.20% 10.19%
DV23 DEVELOPMENT DecBANK
2026
OF SOUTHERN
8.015% AFRICA 8.005% 7.98% 8.94%
R2023 REPUBLIC OF SOUTH
Jan 2030
AFRICA 8.650% 8.640% 8.61% 9.47%
ES26 ESKOM HOLDINGSFebLIMITED
2031 8.845% 8.835% 8.80% 9.58%
R186 REPUBLIC OF SOUTH
Mar 2032
AFRICA 8.990% 8.980% 8.95% 9.69%
R2030 REPUBLIC OF SOUTH
Sep 2033
AFRICA 10.525% 10.545% 10.53% 11.10%
R213 REPUBLIC OF SOUTH
Feb 2035
AFRICA 9.235% 9.265% 9.24% 9.84%
R2032 REPUBLIC OF SOUTH
Mar 2036
AFRICA 9.265% 9.285% 9.27% 9.80%
ES33 ESKOM HOLDINGSJanLIMITED
2037 9.380% 9.400% 9.38% 9.92%
R209 REPUBLIC OF SOUTH
Jan 2040
AFRICA 9.505% 9.535% 9.51% 10.00%
R2037 REPUBLIC OF SOUTH
Feb 2041
AFRICA 9.535% 9.565% 9.54% 9.98%
R214 REPUBLIC OF SOUTH
Apr 2042
AFRICA 10.875% 10.905% 10.88% 11.35%
R2044 REPUBLIC OF SOUTH
Jan 2044
AFRICA 9.575% 9.605% 9.58% 10.02%
R2048 REPUBLIC OF SOUTH
Feb 2048
AFRICA 9.555% 9.585% 9.55% 9.99%

Other Rates

Code Description Rate Previous YTD Low YTD High

SAFEX SAFEX Overnight Deposit Rate6.360% 6.360% 6.36% 6.60%
JIBAR1 JIBAR 1 Month 6.717% 6.733% 6.72% 6.98%
JIBAR3 JIBAR 3 Month 6.875% 6.875% 6.88% 7.16%
JIBAR6 JIBAR 6 Month 7.325% 7.325% 7.33% 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 8.25% 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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