Markets and Commodity figures

13 August 2020

Total Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Deals Nominal Consideration Deals Nominal Consideration
Current Day 1,776 42.82 bn Rbn 42.54 101 25.65 bn Rbn 24.68
Week to Date 4,941 145.82 bn Rbn 143.14 948 157.59 bn Rbn 148.79
Month to Date 12,068 343.99 bn Rbn 329.19 2,250 396.85 bn Rbn 373.72
Year to Date 225,677 7,457.24 bn Rbn 7,178.27 49,080 7,104.02 bn Rbn 6,949.04

Foreign Client Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Party Deals Nominal Consideration Deals Nominal Consideration
Buy 55 4.91 bn Rbn 4.77 9 1.01 bn Rbn 0.79
Current Day Sell 59 4.86 bn Rbn 4.92 16 9.00 bn Rbn 9.69
Net -4 0.05 bn Rbn -0.15 -7 -7.99 bn Rbn -8.90
Buy 189 17.06 bn Rbn 16.91 31 2.44 bn Rbn 2.15
Week to Date Sell 181 15.71 bn Rbn 16.27 63 37.97 bn Rbn 40.21
Net 8 1.35 bn Rbn 0.64 -32 -35.52 bn Rbn -38.06
Buy 473 32.73 bn Rbn 31.70 67 4.22 bn Rbn 3.56
Month to Date Sell 464 33.85 bn Rbn 33.15 181 100.49 bn Rbn 104.80
Net 9 -1.13 bn Rbn -1.44 -114 -96.26 bn Rbn -101.24
Buy 13,365 939.35 bn Rbn 904.43 2,411 379.67 bn Rbn 331.63
Year to Date Sell 14,056 1,002.63 bn Rbn 960.42 1,819 876.19 bn Rbn 917.73
Net -691 -63.29 bn Rbn -55.99 592 -496.52 bn Rbn -586.10

Index Levels

Code Index Yield Index Previous Return MTD Return YTD

ALBI20 9.656%
All Bond Index Top 707.937
20 Composite 705.373 0.38% 1.35%
GOVI 9.653%Split - 699.342
ALBI20 Issuer Class GOVI 696.869 0.39% 1.24%
OTHI 9.678%
ALBI20 Issuer Class Split - 743.292
OTHI 740.225 0.31% 1.98%
CILI15 3.989%
Composite Inflation 252.838
Linked Index Top 15 252.526 0.60% -2.77%
ICOR 4.473%
CILI15 Issuer Class 320.189
Split - ICOR 319.726 0.13% 3.46%
IGOV 3.960%
CILI15 Issuer Class 250.158
Split - IGOV 249.865 0.62% -2.99%
ISOE 5.220%
CILI15 Issuer Class 275.792
Split - ISOE 274.140 0.13% 0.18%
MMI JSE Money Market Index
0 279.646 279.618 0.20% 4.30%

ALBI Constituent Bonds

Bond Issuer Maturity MTM Previous YTD Low YTD High

R159 REPUBLIC OF SOUTH
Jan 2023
AFRICA 5.620% 5.580% 5.58% 8.76%
R203 REPUBLIC OF SOUTH
Feb 2023
AFRICA 6.080% 6.040% 6.04% 8.99%
ES18 ESKOM HOLDINGSFebLIMITED
2023 4.440% 4.400% 4.40% 7.77%
R204 REPUBLIC OF SOUTH
Aug 2025
AFRICA 8.945% 8.950% 8.81% 12.56%
R207 REPUBLIC OF SOUTH
Apr 2026
AFRICA 8.415% 8.420% 8.25% 12.19%
R208 REPUBLIC OF SOUTH
Dec 2026
AFRICA 7.375% 7.380% 7.21% 11.15%
ES23 ESKOM HOLDINGS
NovLIMITED
2027 9.325% 9.380% 9.09% 12.77%
DV23 DEVELOPMENT NovBANK
2028
OF SOUTHERN
9.325% AFRICA 9.330% 9.16% 13.13%
R2023 REPUBLIC OF SOUTH
Jan 2030
AFRICA 9.240% 9.275% 8.64% 12.34%
ES26 ESKOM HOLDINGSFebLIMITED
2031 9.705% 9.745% 8.91% 12.61%
R186 REPUBLIC OF SOUTH
Mar 2032
AFRICA 10.170% 10.200% 9.11% 12.86%
R2030 REPUBLIC OF SOUTH
Sep 2033
AFRICA 11.795% 11.885% 10.66% 14.17%
R213 REPUBLIC OF SOUTH
Feb 2035
AFRICA 10.895% 10.985% 9.52% 13.05%
R2032 REPUBLIC OF SOUTH
Mar 2036
AFRICA 10.795% 10.865% 9.58% 13.10%
ES33 ESKOM HOLDINGSJanLIMITED
2037 11.180% 11.265% 9.70% 13.20%
R209 REPUBLIC OF SOUTH
Jan 2040
AFRICA 11.410% 11.480% 9.85% 13.31%
R2037 REPUBLIC OF SOUTH
Feb 2041
AFRICA 11.065% 11.135% 9.81% 13.26%
R214 REPUBLIC OF SOUTH
Apr 2042
AFRICA 12.215% 12.285% 11.03% 14.48%
R2044 REPUBLIC OF SOUTH
Jan 2044
AFRICA 11.490% 11.580% 9.92% 13.33%
R2048 REPUBLIC OF SOUTH
Feb 2048
AFRICA 11.475% 11.545% 9.93% 13.31%

Other Rates

Code Description Rate Previous YTD Low YTD High

SAFEX SAFEX Overnight Deposit Rate3.343% 3.340% 3.34% 6.35%
JIBAR1 JIBAR 1 Month 3.392% 3.392% 3.39% 6.63%
JIBAR3 JIBAR 3 Month 3.442% 3.442% 3.44% 6.80%
JIBAR6 JIBAR 6 Month 3.500% 3.500% 3.50% 7.31%
RSA 2 year retail bond 5.25% 0 0 0
RSA 3 year retail bond 6.00% 0 0 0
RSA 5 year retail bond 8.00% 0 0 0
RSA 3 year inflation linked retail
3.50%
bond 0 0 0
RSA 5 year inflation linked retail
4.50%
bond 0 0 0
RSA 10 year inflation linked retail
5.00%
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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