Markets and Commodity figures

04 January 2017

Total Market Turnover Statistics

Deals
482
938
938
938

Current Day
Week to Date
Month to Date
Year to Date

Standard Turnover
Nominal
Consideration
16.74 bn Rbn
16.77
25.65 bn Rbn
25.97
25.65 bn Rbn
25.97
25.65 bn Rbn
25.97

61
214
214
214

REPO 1 Turnover
Nominal
Consideration
5.34 bn Rbn
5.14
16.44 bn Rbn
16.18
16.44 bn Rbn
16.18
16.44 bn Rbn
16.18

13
1
12
38
9
29
38
9
29
38
9
29

REPO 1 Turnover
Nominal
Consideration
1.30 bn Rbn
1.27
0.12 bn Rbn
0.13
1.18 bn Rbn
1.13
2.82 bn Rbn
2.72
0.65 bn Rbn
0.65
2.18 bn Rbn
2.07
2.82 bn Rbn
2.72
0.65 bn Rbn
0.65
2.18 bn Rbn
2.07
2.82 bn Rbn
2.72
0.65 bn Rbn
0.65
2.18 bn Rbn
2.07

Deals

Foreign Client Market Turnover Statistics

Party
Current Day

Week to Date

Month to Date

Year to Date

Buy
Sell
Net
Buy
Sell
Net
Buy
Sell
Net
Buy
Sell
Net

Deals
52
49
3
127
114
13
127
114
13
127
114
13

Standard Turnover
Nominal
Consideration
2.45 bn Rbn
2.42
3.27 bn Rbn
3.23
-0.82 bn Rbn
-0.81
3.83 bn Rbn
3.87
5.14 bn Rbn
5.09
-1.32 bn Rbn
-1.22
3.83 bn Rbn
3.87
5.14 bn Rbn
5.09
-1.32 bn Rbn
-1.22
3.83 bn Rbn
3.87
5.14 bn Rbn
5.09
-1.32 bn Rbn
-1.22

Deals

Index Levels
Code
ALBI20
GOVI
OTHI
CILI15
ICOR
IGOV

Index
Yield
Index
All Bond Index Top
20 Composite
8.994%
532.937
ALBI20 Issuer Class
GOVI
8.934%Split - 530.914
ALBI20 Issuer Class
Split
OTHI
9.160%
543.822
Composite Inflation
Linked Index
Top 15
2.198%
245.750
CILI15 Issuer Class
Split - ICOR
3.410%
248.854
CILI15 Issuer Class
Split - IGOV
2.133%
245.446

Previous
531.935
529.887
542.884
245.794
248.792
245.498

Return MTD
-0.10%
-0.09%
-0.12%
0.04%
0.09%
0.03%

Return YTD
-0.10%
-0.09%
-0.12%
0.04%
0.09%
0.03%

ISOE
MMI

CILI15 Issuer Class

Split - ISOE
2.849%
236.306
JSE Money Market Index
0
215.321

236.251
215.278

0.08%
0.10%

0.08%
0.10%

Previous
8.655%
7.965%
8.145%
8.305%
9.455%
8.645%
9.930%
8.960%
9.380%
9.400%
9.530%
10.575%
9.635%
9.580%
9.695%
9.690%
9.630%
10.705%
9.695%
9.675%

YTD Low
8.62%
7.93%
8.10%
8.26%
9.43%
8.62%
9.88%
8.91%
9.33%
9.35%
9.48%
10.52%
9.58%
9.53%
9.64%
9.64%
9.58%
10.65%
9.64%
9.62%

YTD High
8.66%
7.97%
8.15%
8.31%
9.46%
8.65%
9.93%
8.96%
9.38%
9.40%
9.53%
10.58%
9.64%
9.58%
9.70%
9.69%
9.63%
10.71%
9.70%
9.68%

Previous
6.770%
7.117%
7.358%
7.958%
0
0
0
0
0
0

YTD Low
6.77%
7.12%
7.36%
7.96%
0
0
0
0
0
0

YTD High
6.78%
7.12%
7.36%
7.97%
0
0
0
0
0
0

ALBI Constituent Bonds

Bond
R159
R203
ES18
R204
R207
R208
ES23
DV23
R2023
ES26
R186
R2030
R213
R2032
ES33
R209
R2037
R214
R2044
R2048

Issuer
Maturity
MTM
REPUBLIC OF SOUTH
Apr 2018
AFRICA 8.615%
REPUBLIC OF SOUTH
Dec 2018
AFRICA 7.925%
ESKOM HOLDINGS
JanLIMITED
2020
8.100%
REPUBLIC OF SOUTH
Mar 2021
AFRICA 8.260%
REPUBLIC OF SOUTH
Jan 2023
AFRICA 9.425%
REPUBLIC OF SOUTH
Feb 2023
AFRICA 8.615%
ESKOM HOLDINGS
AprLIMITED
2026
9.885%
DEVELOPMENT Dec
BANK
2026
OF SOUTHERN
8.915% AFRICA
REPUBLIC OF SOUTH
Jan 2030
AFRICA 9.340%
ESKOM HOLDINGS
FebLIMITED
2031
9.365%
REPUBLIC OF SOUTH
Mar 2032
AFRICA 9.495%
REPUBLIC OF SOUTH
Sep 2033
AFRICA 10.560%
REPUBLIC OF SOUTH
Feb 2035
AFRICA 9.620%
REPUBLIC OF SOUTH
Mar 2036
AFRICA 9.565%
ESKOM HOLDINGS
JanLIMITED
2037
9.680%
REPUBLIC OF SOUTH
Jan 2040
AFRICA 9.680%
REPUBLIC OF SOUTH
Feb 2041
AFRICA 9.620%
REPUBLIC OF SOUTH
Apr 2042
AFRICA 10.695%
REPUBLIC OF SOUTH
Jan 2044
AFRICA 9.695%
REPUBLIC OF SOUTH
Feb 2048
AFRICA 9.675%

Other Rates
Code
SAFEX
JIBAR1
JIBAR3
JIBAR6

Description
Rate
SAFEX Overnight Deposit Rate6.780%
JIBAR 1 Month
7.117%
JIBAR 3 Month
7.358%
JIBAR 6 Month
7.967%
RSA 2 year retail bond
8.50%
RSA 3 year retail bond
8.75%
RSA 5 year retail bond
9.00%
RSA 3 year inflation linked retail
1.75%
bond
RSA 5 year inflation linked retail
2.00%
bond
RSA 10 year inflation linked retail
2.25%
bond

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
DATA
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4.60
sequence,2015
accuracy, completeness,
reliability or any other aspect
(Data), or that any Data is
up to date.
2020
2026 of any of the data 2031
2037

2042

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2048

2053

2059

Zero
Par/Swap