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Markets and Commodity figures

12 September 2018

Total Market Turnover Statistics

Standard Turnover REPO 1 Turnover
Deals Nominal Consideration Deals Nominal Consideration
Current Day 814 28.23 bn Rbn 29.25 181 23.92 bn Rbn 22.27
Week to Date 2 845 85.88 bn Rbn 87.05 1 221 160.22 bn Rbn 148.37
Month to Date 9 681 273.88 bn Rbn 278.45 3 070 383.97 bn Rbn 358.39
Year to Date 220 234 6 590.80 bn Rbn 6 847.08 56 429 7 283.95 bn Rbn 7 191.52

Foreign Client Market Turnover Statistics

Standard Turnover REPO 1 Turnover
Party Deals Nominal Consideration Deals Nominal Consideration
Buy 84 2.66 bn Rbn 2.72 12 2.18 bn Rbn 2.05
Current Day Sell 91 4.12 bn Rbn 4.09 9 1.17 bn Rbn 0.94
Net -7 -1.46 bn Rbn -1.38 3 1.01 bn Rbn 1.10
Buy 204 11.25 bn Rbn 11.49 72 7.83 bn Rbn 6.80
Week to Date Sell 249 12.23 bn Rbn 12.43 39 8.08 bn Rbn 7.55
Net -45 -0.98 bn Rbn -0.95 33 -0.25 bn Rbn -0.75
Buy 623 32.53 bn Rbn 33.00 206 21.88 bn Rbn 19.91
Month to Date Sell 696 36.06 bn Rbn 36.64 116 25.93 bn Rbn 23.54
Net -73 -3.53 bn Rbn -3.64 90 -4.04 bn Rbn -3.63
Buy 14 707 810.05 bn Rbn 842.45 3 125 445.19 bn Rbn 418.24
Year to Date Sell 14 142 860.78 bn Rbn 895.80 2 849 748.53 bn Rbn 783.96
Net 565 -50.74 bn Rbn -53.36 276 -303.34 bn Rbn -365.73

Index Levels

Code Index Yield Index Previous Return MTD Return YTD
ALBI20 9.334%
All Bond Index Top 606.066
20 Composite 605.272 -1.36% 3.08%
GOVI 9.498%Split - 600.342
ALBI20 Issuer Class GOVI 599.521 -1.48% 2.34%
OTHI 8.810%
ALBI20 Issuer Class Split - 628.779
OTHI 628.070 -0.95% 5.26%
CILI15 3.033%
Composite Inflation 252.264
Linked Index Top 15 251.847 0.33% -0.18%
ICOR 3.927%
CILI15 Issuer Class 281.662
Split - ICOR 281.516 0.38% 3.99%
IGOV 2.991%
CILI15 Issuer Class 250.895
Split - IGOV 250.467 0.33% -0.35%
ISOE 3.800%
CILI15 Issuer Class 256.399
Split - ISOE 256.226 0.29% 2.33%
MMI JSE Money Market Index
0 243.828 243.785 0.23% 5.19%

ALBI Constituent Bonds

Bond Issuer Maturity MTM Previous YTD Low YTD High
R159 REPUBLIC OF SOUTH
Jan 2020
AFRICA 7.795% 7.835% 6.58% 7.86%
R203 REPUBLIC OF SOUTH
Feb 2020
AFRICA 8.650% 8.855% 7.69% 8.89%
ES18 ESKOM HOLDINGSSepLIMITED
2020 9.275% 9.315% 8.20% 9.45%
R204 REPUBLIC OF SOUTH
Mar 2021
AFRICA 8.075% 8.115% 6.87% 8.14%
R207 REPUBLIC OF SOUTH
Feb 2023
AFRICA 9.845% 9.875% 8.57% 9.90%
R208 REPUBLIC OF SOUTH
Feb 2023
AFRICA 8.595% 8.625% 7.24% 8.65%
ES23 ESKOM HOLDINGSAprLIMITED
2026 10.450% 10.465% 9.17% 10.49%
DV23 DEVELOPMENT DecBANK
2026
OF SOUTHERN
9.190% AFRICA 9.205% 7.88% 9.23%
R2023 REPUBLIC OF SOUTH
Jan 2030
AFRICA 9.580% 9.590% 8.28% 9.61%
ES26 ESKOM HOLDINGSFebLIMITED
2031 9.670% 9.680% 8.36% 9.70%
R186 REPUBLIC OF SOUTH
Mar 2032
AFRICA 9.765% 9.775% 8.46% 9.80%
R2030 REPUBLIC OF SOUTH
Sep 2033
AFRICA 11.175% 11.190% 9.96% 11.21%
R213 REPUBLIC OF SOUTH
Feb 2035
AFRICA 9.900% 9.915% 8.61% 9.94%
R2032 REPUBLIC OF SOUTH
Mar 2036
AFRICA 9.865% 9.880% 8.62% 9.90%
ES33 ESKOM HOLDINGSJanLIMITED
2037 9.965% 9.980% 8.69% 10.00%
R209 REPUBLIC OF SOUTH
Jan 2040
AFRICA 10.045% 10.055% 8.76% 10.08%
R2037 REPUBLIC OF SOUTH
Feb 2041
AFRICA 10.035% 10.050% 8.73% 10.07%
R214 REPUBLIC OF SOUTH
Apr 2042
AFRICA 11.405% 11.420% 10.13% 11.44%
R2044 REPUBLIC OF SOUTH
Jan 2044
AFRICA 10.080% 10.095% 8.80% 10.12%
R2048 REPUBLIC OF SOUTH
Feb 2048
AFRICA 10.070% 10.085% 8.76% 10.10%

Other Rates

Code Description Rate Previous YTD Low YTD High
SAFEX SAFEX Overnight Deposit Rate6.350% 6.350% 6.31% 6.56%
JIBAR1 JIBAR 1 Month 6.783% 6.775% 6.63% 6.92%
JIBAR3 JIBAR 3 Month 7.033% 7.025% 6.87% 7.16%
JIBAR6 JIBAR 6 Month 7.675% 7.675% 7.38% 7.68%
RSA 2 year retail bond 8.00% 0 0 0
RSA 3 year retail bond 8.50% 0 0 0
RSA 5 year retail bond 9.00% 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)
9.62
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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