Markets and Commodity figures

15 October 2019

Total Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Deals Nominal Consideration Deals Nominal Consideration
Current Day 753 42.82 bn Rbn 39.93 885 88.50 bn Rbn 90.09
Week to Date 1,776 78.19 bn Rbn 74.64 1,198 149.87 bn Rbn 149.89
Month to Date 11,736 338.17 bn Rbn 335.68 4,282 576.09 bn Rbn 581.40
Year to Date 231,966 7,995.97 bn Rbn 8,041.48 72,150 10,569.37 bn Rbn 10,432.34

Foreign Client Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Party Deals Nominal Consideration Deals Nominal Consideration
Buy 75 5.13 bn Rbn 5.14 24 3.88 bn Rbn 3.87
Current Day Sell 42 4.36 bn Rbn 4.08
Net 33 0.77 bn Rbn 1.06 24 3.88 bn Rbn 3.87
Buy 145 12.37 bn Rbn 12.28 40 5.99 bn Rbn 5.81
Week to Date Sell 96 9.36 bn Rbn 8.74 8 1.91 bn Rbn 1.88
Net 49 3.01 bn Rbn 3.53 32 4.08 bn Rbn 3.93
Buy 829 45.60 bn Rbn 45.93 181 50.29 bn Rbn 46.51
Month to Date Sell 643 42.98 bn Rbn 42.51 13 2.87 bn Rbn 2.98
Net 186 2.61 bn Rbn 3.42 168 47.42 bn Rbn 43.53
Buy 19,328 1,118.19 bn Rbn 1,125.55 3,467 722.48 bn Rbn 684.70
Year to Date Sell 18,255 1,144.84 bn Rbn 1,153.49 849 343.65 bn Rbn 355.41
Net 1,073 -26.65 bn Rbn -27.94 2,618 378.83 bn Rbn 329.28

Index Levels

Code Index Yield Index Previous Return MTD Return YTD

ALBI20 9.066%
All Bond Index Top 693.950
20 Composite 694.215 1.07% 9.60%
GOVI 9.167%Split - 686.933
ALBI20 Issuer Class GOVI 687.205 1.10% 9.62%
OTHI 8.643%
ALBI20 Issuer Class Split - 721.209
OTHI 721.439 0.95% 9.52%
CILI15 3.359%
Composite Inflation 262.878
Linked Index Top 15 262.728 0.17% 3.71%
ICOR 3.819%
CILI15 Issuer Class 309.504
Split - ICOR 309.437 0.28% 6.83%
IGOV 3.327%
CILI15 Issuer Class 260.850
Split - IGOV 260.696 0.17% 3.59%
ISOE 4.070%
CILI15 Issuer Class 275.669
Split - ISOE 275.607 0.25% 5.07%
MMI JSE Money Market Index
0 264.214 264.164 0.29% 6.00%

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 8.485% 8.475% 8.25% 9.31%
ES18 ESKOM HOLDINGSFebLIMITED
2023 8.235% 8.225% 8.02% 9.22%
R204 REPUBLIC OF SOUTH
Feb 2023
AFRICA 7.285% 7.275% 7.08% 8.15%
R207 REPUBLIC OF SOUTH
Nov 2023
AFRICA 8.625% 8.615% 8.53% 9.70%
R208 REPUBLIC OF SOUTH
Aug 2025
AFRICA 9.710% 9.700% 9.48% 10.64%
ES23 ESKOM HOLDINGSAprLIMITED
2026 9.440% 9.430% 9.20% 10.19%
DV23 DEVELOPMENT DecBANK
2026
OF SOUTHERN
8.220% AFRICA 8.210% 7.98% 8.94%
R2023 REPUBLIC OF SOUTH
Jan 2030
AFRICA 8.935% 8.920% 8.61% 9.47%
ES26 ESKOM HOLDINGSFebLIMITED
2031 9.120% 9.110% 8.80% 9.58%
R186 REPUBLIC OF SOUTH
Mar 2032
AFRICA 9.255% 9.250% 8.95% 9.69%
R2030 REPUBLIC OF SOUTH
Sep 2033
AFRICA 10.735% 10.730% 10.53% 11.10%
R213 REPUBLIC OF SOUTH
Feb 2035
AFRICA 9.510% 9.500% 9.24% 9.84%
R2032 REPUBLIC OF SOUTH
Mar 2036
AFRICA 9.495% 9.490% 9.27% 9.80%
ES33 ESKOM HOLDINGSJanLIMITED
2037 9.640% 9.630% 9.38% 9.92%
R209 REPUBLIC OF SOUTH
Jan 2040
AFRICA 9.790% 9.780% 9.51% 10.05%
R2037 REPUBLIC OF SOUTH
Feb 2041
AFRICA 9.760% 9.750% 9.54% 10.04%
R214 REPUBLIC OF SOUTH
Apr 2042
AFRICA 11.090% 11.080% 10.88% 11.38%
R2044 REPUBLIC OF SOUTH
Jan 2044
AFRICA 9.845% 9.835% 9.58% 10.09%
R2048 REPUBLIC OF SOUTH
Feb 2048
AFRICA 9.815% 9.810% 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% 7.250% 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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