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Markets and Commodity figures

12 April 2017

Total Market Turnover Statistics

Standard Turnover REPO 1 Turnover


Deals Nominal Consideration Deals Nominal Consideration
Current Day 798 21.50 bn Rbn 21.68 611 88.56 bn Rbn 84.17
Week to Date 1 842 38.22 bn Rbn 40.29 813 120.54 bn Rbn 116.13
Month to Date 9 739 224.69 bn Rbn 236.39 2 240 311.67 bn Rbn 299.55
Year to Date 81 768 2 068.85 bn Rbn 2 201.63 22 421 2 583.63 bn Rbn 2 531.91

Foreign Client Market Turnover Statistics

Standard Turnover REPO 1 Turnover


Party Deals Nominal Consideration Deals Nominal Consideration
Buy 76 3.22 bn Rbn 3.17 24 2.45 bn Rbn 2.19
Current Day Sell 66 2.26 bn Rbn 2.39 10 1.30 bn Rbn 1.37
Net 10 0.97 bn Rbn 0.79 14 1.15 bn Rbn 0.82
Buy 173 5.98 bn Rbn 6.07 47 5.19 bn Rbn 4.77
Week to Date Sell 128 4.61 bn Rbn 4.90 13 2.33 bn Rbn 2.32
Net 45 1.37 bn Rbn 1.17 34 2.85 bn Rbn 2.45
Buy 953 39.15 bn Rbn 40.57 165 16.87 bn Rbn 15.37
Month to Date Sell 757 26.87 bn Rbn 28.33 39 6.41 bn Rbn 6.40
Net 196 12.28 bn Rbn 12.24 126 10.47 bn Rbn 8.97
Buy 6 824 282.66 bn Rbn 294.92 1 521 145.15 bn Rbn 144.12
Year to Date Sell 5 501 251.18 bn Rbn 264.27 477 53.23 bn Rbn 52.59
Net 1 323 31.48 bn Rbn 30.65 1 044 91.92 bn Rbn 91.53

Index Levels

Code Index Yield Index Previous Return MTD Return YTD


ALBI20 9.049%
All Bond Index Top 544.061
20 Composite 541.833 -0.47% 1.99%
GOVI 8.968%Split - 542.418
ALBI20 Issuer Class GOVI 540.181 -0.41% 2.07%
OTHI 9.267%
ALBI20 Issuer Class Split - 554.031
OTHI 551.807 -0.61% 1.76%
CILI15 2.367%
Composite Inflation 245.439
Linked Index Top 15 245.381 0.46% -0.09%
ICOR 3.560%
CILI15 Issuer Class 252.447
Split - ICOR 252.372 0.82% 1.53%
IGOV 2.311%
CILI15 Issuer Class 244.912
Split - IGOV 244.856 0.45% -0.18%
ISOE 3.011%
CILI15 Issuer Class 239.276
Split - ISOE 239.197 0.39% 1.34%
MMI JSE Money Market Index
0 219.700 219.653 0.22% 2.14%

ALBI Constituent Bonds

Bond Issuer Maturity MTM Previous YTD Low YTD High


R159 REPUBLIC OF SOUTH
Dec 2018
AFRICA 7.590% 7.625% 7.32% 7.97%
R203 REPUBLIC OF SOUTH
Jan 2020
AFRICA 7.765% 7.810% 7.38% 8.15%
ES18 ESKOM HOLDINGS
MarLIMITED
2021 7.910% 7.955% 7.52% 8.31%
R204 REPUBLIC OF SOUTH
Jan 2023
AFRICA 9.250% 9.295% 8.72% 9.46%
R207 REPUBLIC OF SOUTH
Feb 2023
AFRICA 9.870% 9.915% 9.44% 10.27%
R208 REPUBLIC OF SOUTH
Feb 2023
AFRICA 8.310% 8.355% 7.88% 8.65%
ES23 ESKOM HOLDINGSAprLIMITED
2026 10.030% 10.090% 9.30% 10.09%
DV23 DEVELOPMENT DecBANK
2026
OF SOUTHERN
8.930% AFRICA 8.990% 8.31% 9.00%
R2023 REPUBLIC OF SOUTH
Jan 2030
AFRICA 9.320% 9.380% 8.70% 9.40%
ES26 ESKOM HOLDINGSFebLIMITED
2031 9.365% 9.425% 8.74% 9.44%
R186 REPUBLIC OF SOUTH
Mar 2032
AFRICA 9.495% 9.555% 8.84% 9.56%
R2030 REPUBLIC OF SOUTH
Sep 2033
AFRICA 10.815% 10.870% 10.05% 10.87%
R213 REPUBLIC OF SOUTH
Feb 2035
AFRICA 9.670% 9.720% 9.04% 9.73%
R2032 REPUBLIC OF SOUTH
Mar 2036
AFRICA 9.665% 9.720% 9.03% 9.74%
ES33 ESKOM HOLDINGSJanLIMITED
2037 9.750% 9.800% 9.12% 9.81%
R209 REPUBLIC OF SOUTH
Jan 2040
AFRICA 9.805% 9.855% 9.14% 9.86%
R2037 REPUBLIC OF SOUTH
Feb 2041
AFRICA 9.760% 9.810% 9.10% 9.82%
R214 REPUBLIC OF SOUTH
Apr 2042
AFRICA 10.970% 11.020% 10.18% 11.02%
R2044 REPUBLIC OF SOUTH
Jan 2044
AFRICA 9.825% 9.880% 9.17% 9.89%
R2048 REPUBLIC OF SOUTH
Feb 2048
AFRICA 9.820% 9.870% 9.16% 9.88%

Other Rates

Code Description Rate Previous YTD Low YTD High


SAFEX SAFEX Overnight Deposit Rate6.800% 6.800% 6.77% 6.83%
JIBAR1 JIBAR 1 Month 7.117% 7.117% 7.08% 7.12%
JIBAR3 JIBAR 3 Month 7.358% 7.358% 7.33% 7.38%
JIBAR6 JIBAR 6 Month 7.983% 7.992% 7.88% 8.00%
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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2037 2042 2048 2053 2059
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Zero
Par/Swap