Markets and Commodity figures

09 August 2018

Total Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Deals Nominal Consideration Deals Nominal Consideration
Current Day 955 28.37 bn Rbn 28.50 200 22.91 bn Rbn 22.67
Week to Date 2 541 89.79 bn Rbn 89.61 1 323 176.34 bn Rbn 165.02
Month to Date 6 756 255.04 bn Rbn 261.75 2 055 284.76 bn Rbn 268.92
Year to Date 189 405 5 807.05 bn Rbn 6 044.08 48 187 6 206.15 bn Rbn 6 173.99

Foreign Client Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Party Deals Nominal Consideration Deals Nominal Consideration
Buy 55 2.86 bn Rbn 2.79 22 3.93 bn Rbn 3.58
Current Day Sell 62 4.43 bn Rbn 4.56 4 0.18 bn Rbn 0.19
Net -7 -1.57 bn Rbn -1.78 18 3.76 bn Rbn 3.39
Buy 155 8.62 bn Rbn 8.61 69 17.66 bn Rbn 16.06
Week to Date Sell 174 10.90 bn Rbn 11.11 33 5.33 bn Rbn 5.40
Net -19 -2.28 bn Rbn -2.50 36 12.34 bn Rbn 10.66
Buy 498 31.32 bn Rbn 31.82 135 30.36 bn Rbn 27.97
Month to Date Sell 432 31.03 bn Rbn 31.79 47 6.99 bn Rbn 7.06
Net 66 0.28 bn Rbn 0.03 88 23.38 bn Rbn 20.91
Buy 13 057 729.73 bn Rbn 760.31 2 587 377.72 bn Rbn 356.26
Year to Date Sell 12 298 758.15 bn Rbn 790.62 2 560 676.33 bn Rbn 717.04
Net 759 -28.42 bn Rbn -30.31 27 -298.60 bn Rbn -360.78

Index Levels

Code Index Yield Index Previous Return MTD Return YTD

ALBI20 9.009%
All Bond Index Top 622.099
20 Composite 621.485 -0.64% 5.81%
GOVI 9.143%Split - 617.846
ALBI20 Issuer Class GOVI 617.176 -0.67% 5.32%
OTHI 8.575%
ALBI20 Issuer Class Split - 640.025
OTHI 639.594 -0.53% 7.14%
CILI15 2.950%
Composite Inflation 252.960
Linked Index Top 15 253.387 0.40% 0.09%
ICOR 3.826%
CILI15 Issuer Class 281.496
Split - ICOR 281.623 0.28% 3.93%
IGOV 2.908%
CILI15 Issuer Class 251.632
Split - IGOV 252.075 0.41% -0.06%
ISOE 3.685%
CILI15 Issuer Class 256.111
Split - ISOE 256.070 0.33% 2.21%
MMI JSE Money Market Index
0 242.214 242.165 0.16% 4.49%

ALBI Constituent Bonds

Bond Issuer Maturity MTM Previous YTD Low YTD High

R159 REPUBLIC OF SOUTH
Jan 2020
AFRICA 7.480% 7.480% 6.58% 7.81%
R203 REPUBLIC OF SOUTH
Feb 2020
AFRICA 8.500% 8.500% 7.69% 8.89%
ES18 ESKOM HOLDINGSSepLIMITED
2020 9.010% 9.015% 8.20% 9.45%
R204 REPUBLIC OF SOUTH
Mar 2021
AFRICA 7.770% 7.775% 6.87% 8.10%
R207 REPUBLIC OF SOUTH
Feb 2023
AFRICA 9.385% 9.390% 8.57% 9.82%
R208 REPUBLIC OF SOUTH
Feb 2023
AFRICA 8.125% 8.130% 7.24% 8.50%
ES23 ESKOM HOLDINGSAprLIMITED
2026 9.960% 9.960% 9.17% 10.44%
DV23 DEVELOPMENT DecBANK
2026
OF SOUTHERN
8.680% AFRICA 8.680% 7.88% 9.16%
R2023 REPUBLIC OF SOUTH
Jan 2030
AFRICA 9.105% 9.105% 8.28% 9.57%
ES26 ESKOM HOLDINGSFebLIMITED
2031 9.200% 9.200% 8.36% 9.64%
R186 REPUBLIC OF SOUTH
Mar 2032
AFRICA 9.290% 9.290% 8.46% 9.74%
R2030 REPUBLIC OF SOUTH
Sep 2033
AFRICA 10.715% 10.730% 9.96% 11.14%
R213 REPUBLIC OF SOUTH
Feb 2035
AFRICA 9.400% 9.415% 8.61% 9.82%
R2032 REPUBLIC OF SOUTH
Mar 2036
AFRICA 9.385% 9.400% 8.62% 9.81%
ES33 ESKOM HOLDINGSJanLIMITED
2037 9.470% 9.485% 8.69% 9.88%
R209 REPUBLIC OF SOUTH
Jan 2040
AFRICA 9.560% 9.575% 8.76% 9.95%
R2037 REPUBLIC OF SOUTH
Feb 2041
AFRICA 9.545% 9.560% 8.73% 9.94%
R214 REPUBLIC OF SOUTH
Apr 2042
AFRICA 10.935% 10.950% 10.13% 11.33%
R2044 REPUBLIC OF SOUTH
Jan 2044
AFRICA 9.595% 9.610% 8.80% 9.98%
R2048 REPUBLIC OF SOUTH
Feb 2048
AFRICA 9.580% 9.600% 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 6.975% 6.975% 6.87% 7.16%
JIBAR6 JIBAR 6 Month 7.525% 7.525% 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)
9.60
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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Zero
Par/Swap