Markets and Commodity figures

10 January 2019

Total Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Deals Nominal Consideration Deals Nominal Consideration
Current Day 744 24.57 bn Rbn 24.66 243 29.53 bn Rbn 28.88
Week to Date 3,659 118.83 bn Rbn 120.02 1,391 180.23 bn Rbn 176.73
Month to Date 5,679 181.80 bn Rbn 183.00 2,028 284.85 bn Rbn 278.10
Year to Date 5,679 181.80 bn Rbn 183.00 2,028 284.85 bn Rbn 278.10

Foreign Client Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Party Deals Nominal Consideration Deals Nominal Consideration
Buy 113 3.68 bn Rbn 3.77 21 4.31 bn Rbn 4.30
Current Day Sell 90 3.95 bn Rbn 4.19
Net 23 -0.28 bn Rbn -0.42 21 4.31 bn Rbn 4.30
Buy 435 20.40 bn Rbn 20.56 102 21.70 bn Rbn 21.02
Week to Date Sell 363 19.46 bn Rbn 19.86 4 4.19 bn Rbn 4.47
Net 72 0.94 bn Rbn 0.70 98 17.51 bn Rbn 16.55
Buy 630 31.94 bn Rbn 32.50 242 55.30 bn Rbn 53.18
Month to Date Sell 494 25.54 bn Rbn 26.01 12 4.48 bn Rbn 4.75
Net 136 6.40 bn Rbn 6.50 230 50.82 bn Rbn 48.43
Buy 630 31.94 bn Rbn 32.50 242 55.30 bn Rbn 53.18
Year to Date Sell 494 25.54 bn Rbn 26.01 12 4.48 bn Rbn 4.75
Net 136 6.40 bn Rbn 6.50 230 50.82 bn Rbn 48.43

Index Levels

Code Index Yield Index Previous Return MTD Return YTD

ALBI20 9.168%
All Bond Index Top 641.338
20 Composite 639.797 1.29% 1.29%
GOVI 9.186%Split - 634.909
ALBI20 Issuer Class GOVI 633.350 1.32% 1.32%
OTHI 9.093%
ALBI20 Issuer Class Split - 666.323
OTHI 664.863 1.19% 1.19%
CILI15 3.179%
Composite Inflation 254.480
Linked Index Top 15 254.427 0.40% 0.40%
ICOR 3.867%
CILI15 Issuer Class 290.688
Split - ICOR 290.615 0.33% 0.33%
IGOV 3.146%
CILI15 Issuer Class 252.836
Split - IGOV 252.783 0.40% 0.40%
ISOE 3.850%
CILI15 Issuer Class 263.154
Split - ISOE 263.088 0.30% 0.30%
MMI JSE Money Market Index
0 249.777 249.726 0.20% 0.20%

ALBI Constituent Bonds

Bond Issuer Maturity MTM Previous YTD Low YTD High

R159 REPUBLIC OF SOUTH
Sep 2020
AFRICA 8.205% 8.175% 8.11% 8.25%
R203 REPUBLIC OF SOUTH
Mar 2021
AFRICA 7.005% 6.975% 6.91% 7.05%
ES18 ESKOM HOLDINGSJanLIMITED
2023 9.155% 9.180% 9.15% 9.31%
R204 REPUBLIC OF SOUTH
Feb 2023
AFRICA 9.065% 9.090% 9.06% 9.22%
R207 REPUBLIC OF SOUTH
Feb 2023
AFRICA 7.995% 8.020% 7.99% 8.15%
R208 REPUBLIC OF SOUTH
Aug 2025
AFRICA 10.465% 10.490% 10.46% 10.63%
ES23 ESKOM HOLDINGSAprLIMITED
2026 10.015% 10.040% 10.01% 10.18%
DV23 DEVELOPMENT DecBANK
2026
OF SOUTHERN
8.765% AFRICA 8.790% 8.76% 8.93%
R2023 REPUBLIC OF SOUTH
Jan 2030
AFRICA 9.260% 9.285% 9.25% 9.43%
ES26 ESKOM HOLDINGSFebLIMITED
2031 9.360% 9.385% 9.35% 9.54%
R186 REPUBLIC OF SOUTH
Mar 2032
AFRICA 9.470% 9.500% 9.47% 9.65%
R2030 REPUBLIC OF SOUTH
Sep 2033
AFRICA 10.855% 10.885% 10.86% 11.06%
R213 REPUBLIC OF SOUTH
Feb 2035
AFRICA 9.605% 9.635% 9.61% 9.81%
R2032 REPUBLIC OF SOUTH
Mar 2036
AFRICA 9.545% 9.575% 9.55% 9.75%
ES33 ESKOM HOLDINGSJanLIMITED
2037 9.675% 9.705% 9.68% 9.88%
R209 REPUBLIC OF SOUTH
Jan 2040
AFRICA 9.745% 9.780% 9.75% 9.95%
R2037 REPUBLIC OF SOUTH
Feb 2041
AFRICA 9.720% 9.755% 9.72% 9.93%
R214 REPUBLIC OF SOUTH
Apr 2042
AFRICA 11.090% 11.125% 11.09% 11.30%
R2044 REPUBLIC OF SOUTH
Jan 2044
AFRICA 9.760% 9.795% 9.76% 9.98%
R2048 REPUBLIC OF SOUTH
Feb 2048
AFRICA 9.740% 9.775% 9.74% 9.95%

Other Rates

Code Description Rate Previous YTD Low YTD High

SAFEX SAFEX Overnight Deposit Rate6.590% 6.590% 6.59% 6.59%
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 7.750% 7.750% 7.75% 7.75%
RSA 2 year retail bond 7.50% 0 0 0
RSA 3 year retail bond 8.25% 0 0 0
RSA 5 year retail bond 9.25% 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)
9.60
9.10
8.60
8.10
7.60
7.10 Zero
6.60 Par/Swap
6.10
5.60
5.10
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