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Markets and Commodity figures

16 March 2017

Total Market Turnover Statistics

Standard Turnover REPO 1 Turnover


Deals Nominal Consideration Deals Nominal Consideration
Current Day 879 15.58 bn Rbn 16.17 860 98.08 bn Rbn 95.32
Week to Date 1 747 38.30 bn Rbn 40.58 1 055 134.03 bn Rbn 130.93
Month to Date 9 425 217.95 bn Rbn 234.42 3 439 444.07 bn Rbn 431.71
Year to Date 52 876 1 367.30 bn Rbn 1 453.17 16 540 1 803.61 bn Rbn 1 773.02

Foreign Client Market Turnover Statistics

Standard Turnover REPO 1 Turnover


Party Deals Nominal Consideration Deals Nominal Consideration
Buy 66 1.86 bn Rbn 1.85 44 3.76 bn Rbn 3.94
Current Day Sell 38 1.79 bn Rbn 1.91 17 2.44 bn Rbn 2.45
Net 28 0.08 bn Rbn -0.07 27 1.32 bn Rbn 1.48
Buy 131 4.54 bn Rbn 4.68 56 5.42 bn Rbn 5.57
Week to Date Sell 86 3.89 bn Rbn 4.10 19 2.89 bn Rbn 2.90
Net 45 0.65 bn Rbn 0.58 37 2.53 bn Rbn 2.67
Buy 753 29.21 bn Rbn 30.24 255 24.39 bn Rbn 24.72
Month to Date Sell 572 25.92 bn Rbn 27.20 67 7.02 bn Rbn 6.86
Net 181 3.29 bn Rbn 3.05 188 17.36 bn Rbn 17.86
Buy 4 200 172.90 bn Rbn 178.77 1 106 108.68 bn Rbn 108.66
Year to Date Sell 3 467 169.29 bn Rbn 176.27 363 38.70 bn Rbn 37.85
Net 733 3.61 bn Rbn 2.49 743 69.98 bn Rbn 70.82

Index Levels

Code Index Yield Index Previous Return MTD Return YTD


ALBI20 8.854%
All Bond Index Top 551.639
20 Composite 552.788 1.32% 3.41%
GOVI 8.787%Split - 549.424
ALBI20 Issuer Class GOVI 550.583 1.32% 3.39%
OTHI 9.031%
ALBI20 Issuer Class Split - 563.237
OTHI 564.367 1.33% 3.45%
CILI15 2.162%
Composite Inflation 249.690
Linked Index Top 15 249.643 0.00% 1.64%
ICOR 3.375%
CILI15 Issuer Class 253.292
Split - ICOR 253.236 0.22% 1.87%
IGOV 2.106%
CILI15 Issuer Class 249.373
Split - IGOV 249.327 -0.01% 1.63%
ISOE 2.813%
CILI15 Issuer Class 240.371
Split - ISOE 240.321 0.21% 1.80%
MMI JSE Money Market Index
0 218.465 218.418 0.29% 1.57%

ALBI Constituent Bonds

Bond Issuer Maturity MTM Previous YTD Low YTD High


R159 REPUBLIC OF SOUTH
Dec 2018
AFRICA 7.475% 7.435% 7.43% 7.97%
R203 REPUBLIC OF SOUTH
Jan 2020
AFRICA 7.705% 7.665% 7.64% 8.15%
ES18 ESKOM HOLDINGS
MarLIMITED
2021 7.860% 7.820% 7.80% 8.31%
R204 REPUBLIC OF SOUTH
Jan 2023
AFRICA 9.085% 9.040% 8.99% 9.46%
R207 REPUBLIC OF SOUTH
Feb 2023
AFRICA 9.805% 9.760% 9.71% 10.27%
R208 REPUBLIC OF SOUTH
Feb 2023
AFRICA 8.245% 8.200% 8.15% 8.65%
ES23 ESKOM HOLDINGSAprLIMITED
2026 9.680% 9.645% 9.56% 9.93%
DV23 DEVELOPMENT DecBANK
2026
OF SOUTHERN
8.690% AFRICA 8.655% 8.57% 8.96%
R2023 REPUBLIC OF SOUTH
Jan 2030
AFRICA 9.070% 9.035% 8.96% 9.38%
ES26 ESKOM HOLDINGSFebLIMITED
2031 9.110% 9.075% 8.99% 9.40%
R186 REPUBLIC OF SOUTH
Mar 2032
AFRICA 9.210% 9.175% 9.10% 9.53%
R2030 REPUBLIC OF SOUTH
Sep 2033
AFRICA 10.360% 10.330% 10.23% 10.58%
R213 REPUBLIC OF SOUTH
Feb 2035
AFRICA 9.355% 9.320% 9.23% 9.64%
R2032 REPUBLIC OF SOUTH
Mar 2036
AFRICA 9.340% 9.310% 9.21% 9.58%
ES33 ESKOM HOLDINGSJanLIMITED
2037 9.440% 9.410% 9.32% 9.70%
R209 REPUBLIC OF SOUTH
Jan 2040
AFRICA 9.445% 9.420% 9.33% 9.69%
R2037 REPUBLIC OF SOUTH
Feb 2041
AFRICA 9.410% 9.385% 9.29% 9.63%
R214 REPUBLIC OF SOUTH
Apr 2042
AFRICA 10.495% 10.470% 10.37% 10.71%
R2044 REPUBLIC OF SOUTH
Jan 2044
AFRICA 9.485% 9.455% 9.37% 9.70%
R2048 REPUBLIC OF SOUTH
Feb 2048
AFRICA 9.470% 9.445% 9.36% 9.68%

Other Rates

Code Description Rate Previous YTD Low YTD High


SAFEX SAFEX Overnight Deposit Rate6.810% 6.810% 6.77% 6.81%
JIBAR1 JIBAR 1 Month 7.083% 7.083% 7.08% 7.12%
JIBAR3 JIBAR 3 Month 7.342% 7.342% 7.33% 7.37%
JIBAR6 JIBAR 6 Month 7.925% 7.925% 7.88% 7.97%
RSA 2 year retail bond 8.00% 0 0 0
RSA 3 year retail bond 8.25% 0 0 0
RSA 5 year retail bond 8.75% 0 0 0
RSA 3 year inflation linked retail
1.75%
bond 0 0 0
RSA 5 year inflation linked retail
2.00%
bond 0 0 0
RSA 10 year inflation linked retail
2.25%
bond 0 0 0
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
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4.60
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Zero
Par/Swap