Markets and Commodity figures

18 October 2017

Total Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Deals Nominal Consideration Deals Nominal Consideration
Current Day 1 436 32.58 bn Rbn 33.59 278 35.22 bn Rbn 32.38
Week to Date 4 051 97.38 bn Rbn 99.36 1 308 173.31 bn Rbn 167.29
Month to Date 16 476 460.68 bn Rbn 474.88 4 687 604.17 bn Rbn 585.90
Year to Date 228 197 6 029.26 bn Rbn 6 333.10 63 286 7 778.80 bn Rbn 7 588.07

Foreign Client Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Party Deals Nominal Consideration Deals Nominal Consideration
Buy 120 3.48 bn Rbn 3.71 27 1.53 bn Rbn 1.36
Current Day Sell 102 3.39 bn Rbn 3.47 16 5.27 bn Rbn 5.57
Net 18 0.09 bn Rbn 0.24 11 -3.74 bn Rbn -4.21
Buy 294 8.91 bn Rbn 9.28 88 7.52 bn Rbn 7.10
Week to Date Sell 238 9.00 bn Rbn 9.25 57 19.03 bn Rbn 20.79
Net 56 -0.10 bn Rbn 0.03 31 -11.51 bn Rbn -13.69
Buy 1 271 57.15 bn Rbn 58.57 365 33.09 bn Rbn 30.69
Month to Date Sell 1 040 56.67 bn Rbn 58.44 226 69.94 bn Rbn 75.49
Net 231 0.48 bn Rbn 0.14 139 -36.84 bn Rbn -44.79
Buy 18 686 817.58 bn Rbn 845.91 4 633 406.81 bn Rbn 385.29
Year to Date Sell 15 170 747.24 bn Rbn 778.28 2 233 458.05 bn Rbn 471.29
Net 3 516 70.34 bn Rbn 67.63 2 400 -51.24 bn Rbn -86.00

Index Levels

Code Index Yield Index Previous Return MTD Return YTD

ALBI20 9.067%
All Bond Index Top 570.240
20 Composite 570.122 -0.86% 6.89%
GOVI 8.979%Split - 568.855
ALBI20 Issuer Class GOVI 568.755 -0.86% 7.05%
OTHI 9.299%
ALBI20 Issuer Class Split - 579.761
OTHI 579.595 -0.85% 6.48%
CILI15 2.500%
Composite Inflation 250.656
Linked Index Top 15 250.566 0.22% 2.03%
ICOR 3.462%
CILI15 Issuer Class 267.532
Split - ICOR 267.375 0.38% 7.60%
IGOV 2.458%
CILI15 Issuer Class 249.770
Split - IGOV 249.683 0.21% 1.80%
ISOE 3.077%
CILI15 Issuer Class 247.959
Split - ISOE 247.836 0.35% 5.02%
MMI JSE Money Market Index
0 228.525 228.483 0.36% 6.24%

ALBI Constituent Bonds

Bond Issuer Maturity MTM Previous YTD Low YTD High

R159 REPUBLIC OF SOUTH
Dec 2018
AFRICA 7.130% 7.130% 6.82% 7.97%
R203 REPUBLIC OF SOUTH
Jan 2020
AFRICA 7.415% 7.405% 7.03% 8.15%
ES18 ESKOM HOLDINGS
MarLIMITED
2021 7.650% 7.640% 7.25% 8.31%
R204 REPUBLIC OF SOUTH
Jan 2023
AFRICA 9.065% 9.060% 8.71% 9.46%
R207 REPUBLIC OF SOUTH
Feb 2023
AFRICA 9.435% 9.430% 9.13% 10.27%
R208 REPUBLIC OF SOUTH
Feb 2023
AFRICA 8.035% 8.030% 7.68% 8.65%
ES23 ESKOM HOLDINGSAprLIMITED
2026 9.915% 9.900% 9.30% 10.09%
DV23 DEVELOPMENT DecBANK
2026
OF SOUTHERN
8.745% AFRICA 8.730% 8.31% 9.00%
R2023 REPUBLIC OF SOUTH
Jan 2030
AFRICA 9.340% 9.330% 8.70% 9.47%
ES26 ESKOM HOLDINGSFebLIMITED
2031 9.425% 9.420% 8.74% 9.55%
R186 REPUBLIC OF SOUTH
Mar 2032
AFRICA 9.545% 9.540% 8.84% 9.66%
R2030 REPUBLIC OF SOUTH
Sep 2033
AFRICA 10.890% 10.895% 10.05% 11.01%
R213 REPUBLIC OF SOUTH
Feb 2035
AFRICA 9.730% 9.735% 9.04% 9.83%
R2032 REPUBLIC OF SOUTH
Mar 2036
AFRICA 9.685% 9.690% 9.03% 9.80%
ES33 ESKOM HOLDINGSJanLIMITED
2037 9.825% 9.830% 9.12% 9.91%
R209 REPUBLIC OF SOUTH
Jan 2040
AFRICA 9.895% 9.895% 9.14% 10.00%
R2037 REPUBLIC OF SOUTH
Feb 2041
AFRICA 9.815% 9.820% 9.10% 9.92%
R214 REPUBLIC OF SOUTH
Apr 2042
AFRICA 11.115% 11.120% 10.18% 11.18%
R2044 REPUBLIC OF SOUTH
Jan 2044
AFRICA 9.920% 9.930% 9.17% 10.03%
R2048 REPUBLIC OF SOUTH
Feb 2048
AFRICA 9.860% 9.870% 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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