Markets and Commodity figures

16 July 2019

Total Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Deals Nominal Consideration Deals Nominal Consideration
Current Day 1,325 40.20 bn Rbn 40.61 843 104.42 bn Rbn 104.95
Week to Date 2,664 66.50 bn Rbn 67.35 1,172 169.74 bn Rbn 170.01
Month to Date 14,991 547.47 bn Rbn 550.20 4,532 803.88 bn Rbn 798.40
Year to Date 161,299 5,594.18 bn Rbn 5,635.40 50,027 7,236.18 bn Rbn 7,104.52

Foreign Client Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Party Deals Nominal Consideration Deals Nominal Consideration
Buy 50 3.70 bn Rbn 3.69 18 4.80 bn Rbn 4.63
Current Day Sell 54 4.27 bn Rbn 4.36 4 0.70 bn Rbn 0.73
Net -4 -0.58 bn Rbn -0.66 14 4.10 bn Rbn 3.89
Buy 87 6.93 bn Rbn 6.93 38 7.27 bn Rbn 6.99
Week to Date Sell 84 7.65 bn Rbn 7.60 6 2.30 bn Rbn 2.46
Net 3 -0.72 bn Rbn -0.67 32 4.97 bn Rbn 4.52
Buy 1,028 66.80 bn Rbn 67.03 177 40.91 bn Rbn 39.69
Month to Date Sell 1,020 74.25 bn Rbn 74.95 29 14.68 bn Rbn 16.31
Net 8 -7.45 bn Rbn -7.92 148 26.23 bn Rbn 23.37
Buy 11,325 699.25 bn Rbn 707.69 2,406 495.93 bn Rbn 475.28
Year to Date Sell 10,725 687.20 bn Rbn 699.36 723 292.19 bn Rbn 301.37
Net 600 12.06 bn Rbn 8.33 1,683 203.74 bn Rbn 173.91

Index Levels

Code Index Yield Index Previous Return MTD Return YTD

ALBI20 8.951%
All Bond Index Top 686.933
20 Composite 686.567 0.78% 8.49%
GOVI 9.049%Split - 680.253
ALBI20 Issuer Class GOVI 679.868 0.79% 8.56%
OTHI 8.556%
ALBI20 Issuer Class Split - 712.779
OTHI 712.495 0.77% 8.24%
CILI15 3.169%
Composite Inflation 262.911
Linked Index Top 15 262.681 0.37% 3.73%
ICOR 3.745%
CILI15 Issuer Class 304.809
Split - ICOR 304.717 0.40% 5.21%
IGOV 3.132%
CILI15 Issuer Class 261.063
Split - IGOV 260.827 0.37% 3.67%
ISOE 3.935%
CILI15 Issuer Class 272.983
Split - ISOE 272.898 0.42% 4.04%
MMI JSE Money Market Index
0 259.556 259.505 0.36% 4.13%

ALBI Constituent Bonds

Bond Issuer Maturity MTM Previous YTD Low YTD High

R159 REPUBLIC OF SOUTH
Sep 2020
AFRICA 7.690% 7.685% 7.69% 8.87%
R203 REPUBLIC OF SOUTH
Mar 2021
AFRICA 6.225% 6.225% 6.23% 7.19%
ES18 ESKOM HOLDINGSJanLIMITED
2023 8.265% 8.260% 8.26% 9.31%
R204 REPUBLIC OF SOUTH
Feb 2023
AFRICA 8.035% 8.030% 8.03% 9.22%
R207 REPUBLIC OF SOUTH
Feb 2023
AFRICA 7.095% 7.090% 7.09% 8.15%
R208 REPUBLIC OF SOUTH
Aug 2025
AFRICA 9.515% 9.520% 9.52% 10.64%
ES23 ESKOM HOLDINGSAprLIMITED
2026 9.235% 9.240% 9.24% 10.19%
DV23 DEVELOPMENT DecBANK
2026
OF SOUTHERN
8.015% AFRICA 8.020% 8.02% 8.94%
R2023 REPUBLIC OF SOUTH
Jan 2030
AFRICA 8.690% 8.680% 8.68% 9.47%
ES26 ESKOM HOLDINGSFebLIMITED
2031 8.895% 8.890% 8.88% 9.58%
R186 REPUBLIC OF SOUTH
Mar 2032
AFRICA 9.040% 9.030% 9.03% 9.69%
R2030 REPUBLIC OF SOUTH
Sep 2033
AFRICA 10.625% 10.630% 10.57% 11.10%
R213 REPUBLIC OF SOUTH
Feb 2035
AFRICA 9.355% 9.365% 9.31% 9.84%
R2032 REPUBLIC OF SOUTH
Mar 2036
AFRICA 9.365% 9.370% 9.31% 9.80%
ES33 ESKOM HOLDINGSJanLIMITED
2037 9.485% 9.490% 9.44% 9.92%
R209 REPUBLIC OF SOUTH
Jan 2040
AFRICA 9.625% 9.635% 9.56% 10.00%
R2037 REPUBLIC OF SOUTH
Feb 2041
AFRICA 9.655% 9.665% 9.57% 9.98%
R214 REPUBLIC OF SOUTH
Apr 2042
AFRICA 10.995% 11.005% 10.91% 11.35%
R2044 REPUBLIC OF SOUTH
Jan 2044
AFRICA 9.695% 9.705% 9.60% 10.02%
R2048 REPUBLIC OF SOUTH
Feb 2048
AFRICA 9.675% 9.685% 9.55% 9.99%

Other Rates

Code Description Rate Previous YTD Low YTD High

SAFEX SAFEX Overnight Deposit Rate6.590% 6.590% 6.59% 6.60%
JIBAR1 JIBAR 1 Month 6.875% 6.875% 6.88% 6.98%
JIBAR3 JIBAR 3 Month 7.000% 7.000% 7.00% 7.16%
JIBAR6 JIBAR 6 Month 7.350% 7.350% 7.35% 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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