Markets and Commodity figures

17 October 2017

Total Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Deals Nominal Consideration Deals Nominal Consideration
Current Day 1 428 37.72 bn Rbn 38.61 788 91.46 bn Rbn 89.19
Week to Date 2 616 64.80 bn Rbn 65.77 1 030 138.09 bn Rbn 134.91
Month to Date 15 041 428.10 bn Rbn 441.29 4 409 568.95 bn Rbn 553.52
Year to Date 226 762 5 996.69 bn Rbn 6 299.51 63 008 7 743.58 bn Rbn 7 555.68

Foreign Client Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Party Deals Nominal Consideration Deals Nominal Consideration
Buy 94 2.82 bn Rbn 2.89 34 3.38 bn Rbn 3.25
Current Day Sell 73 2.55 bn Rbn 2.71 24 4.13 bn Rbn 4.48
Net 21 0.27 bn Rbn 0.19 10 -0.75 bn Rbn -1.23
Buy 175 5.63 bn Rbn 5.79 62 5.99 bn Rbn 5.74
Week to Date Sell 135 5.41 bn Rbn 5.56 40 13.76 bn Rbn 15.22
Net 40 0.22 bn Rbn 0.23 22 -7.77 bn Rbn -9.48
Buy 1 152 53.87 bn Rbn 55.08 339 31.56 bn Rbn 29.33
Month to Date Sell 937 53.08 bn Rbn 54.75 209 64.66 bn Rbn 69.92
Net 215 0.79 bn Rbn 0.33 130 -33.10 bn Rbn -40.58
Buy 18 567 814.31 bn Rbn 842.42 4 607 405.28 bn Rbn 383.93
Year to Date Sell 15 067 743.65 bn Rbn 774.59 2 216 452.78 bn Rbn 465.72
Net 3 500 70.66 bn Rbn 67.83 2 391 -47.50 bn Rbn -81.79

Index Levels

Code Index Yield Index Previous Return MTD Return YTD

ALBI20 9.067%
All Bond Index Top 570.122
20 Composite 574.119 -0.88% 6.87%
GOVI 8.979%Split - 568.755
ALBI20 Issuer Class GOVI 572.704 -0.88% 7.03%
OTHI 9.300%
ALBI20 Issuer Class Split - 579.595
OTHI 583.762 -0.88% 6.45%
CILI15 2.506%
Composite Inflation 250.566
Linked Index Top 15 250.669 0.18% 2.00%
ICOR 3.470%
CILI15 Issuer Class 267.375
Split - ICOR 267.325 0.32% 7.54%
IGOV 2.463%
CILI15 Issuer Class 249.683
Split - IGOV 249.793 0.17% 1.76%
ISOE 3.084%
CILI15 Issuer Class 247.836
Split - ISOE 247.792 0.30% 4.97%
MMI JSE Money Market Index
0 228.483 228.438 0.34% 6.22%

ALBI Constituent Bonds

Bond Issuer Maturity MTM Previous YTD Low YTD High

R159 REPUBLIC OF SOUTH
Dec 2018
AFRICA 7.130% 7.035% 6.82% 7.97%
R203 REPUBLIC OF SOUTH
Jan 2020
AFRICA 7.405% 7.310% 7.03% 8.15%
ES18 ESKOM HOLDINGS
MarLIMITED
2021 7.640% 7.545% 7.25% 8.31%
R204 REPUBLIC OF SOUTH
Jan 2023
AFRICA 9.060% 8.965% 8.71% 9.46%
R207 REPUBLIC OF SOUTH
Feb 2023
AFRICA 9.430% 9.335% 9.13% 10.27%
R208 REPUBLIC OF SOUTH
Feb 2023
AFRICA 8.030% 7.935% 7.68% 8.65%
ES23 ESKOM HOLDINGSAprLIMITED
2026 9.900% 9.790% 9.30% 10.09%
DV23 DEVELOPMENT DecBANK
2026
OF SOUTHERN
8.730% AFRICA 8.620% 8.31% 9.00%
R2023 REPUBLIC OF SOUTH
Jan 2030
AFRICA 9.330% 9.220% 8.70% 9.47%
ES26 ESKOM HOLDINGSFebLIMITED
2031 9.420% 9.305% 8.74% 9.55%
R186 REPUBLIC OF SOUTH
Mar 2032
AFRICA 9.540% 9.435% 8.84% 9.66%
R2030 REPUBLIC OF SOUTH
Sep 2033
AFRICA 10.895% 10.780% 10.05% 11.01%
R213 REPUBLIC OF SOUTH
Feb 2035
AFRICA 9.735% 9.620% 9.04% 9.83%
R2032 REPUBLIC OF SOUTH
Mar 2036
AFRICA 9.690% 9.575% 9.03% 9.80%
ES33 ESKOM HOLDINGSJanLIMITED
2037 9.830% 9.725% 9.12% 9.91%
R209 REPUBLIC OF SOUTH
Jan 2040
AFRICA 9.895% 9.805% 9.14% 10.00%
R2037 REPUBLIC OF SOUTH
Feb 2041
AFRICA 9.820% 9.720% 9.10% 9.92%
R214 REPUBLIC OF SOUTH
Apr 2042
AFRICA 11.120% 11.020% 10.18% 11.18%
R2044 REPUBLIC OF SOUTH
Jan 2044
AFRICA 9.930% 9.840% 9.17% 10.03%
R2048 REPUBLIC OF SOUTH
Feb 2048
AFRICA 9.870% 9.785% 9.16% 9.99%

Other Rates

Code Description Rate Previous YTD Low YTD High

SAFEX SAFEX Overnight Deposit Rate6.560% 6.560% 6.50% 6.83%
JIBAR1 JIBAR 1 Month 6.825% 6.825% 6.79% 7.12%
JIBAR3 JIBAR 3 Month 7.025% 7.025% 6.98% 7.38%
JIBAR6 JIBAR 6 Month 7.458% 7.458% 7.32% 8.00%
RSA 2 year retail bond 7.75% 0 0 0
RSA 3 year retail bond 8.00% 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
2.50%
bond 0 0 0
RSA 10 year inflation linked retail
2.50%
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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