Markets and Commodity figures

20 April 2017

Total Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Deals Nominal Consideration Deals Nominal Consideration
Current Day 1 101 35.20 bn Rbn 36.61 144 29.48 bn Rbn 28.07
Week to Date 3 208 88.06 bn Rbn 91.82 821 113.12 bn Rbn 110.05
Month to Date 14 921 352.56 bn Rbn 370.00 3 348 472.05 bn Rbn 456.82
Year to Date 86 950 2 196.72 bn Rbn 2 335.24 23 529 2 744.00 bn Rbn 2 689.17

Foreign Client Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Party Deals Nominal Consideration Deals Nominal Consideration
Buy 116 6.23 bn Rbn 6.48 14 1.03 bn Rbn 1.03
Current Day Sell 76 4.26 bn Rbn 4.55 2 0.05 bn Rbn 0.06
Net 40 1.97 bn Rbn 1.93 12 0.98 bn Rbn 0.98
Buy 316 14.59 bn Rbn 14.92 62 5.21 bn Rbn 4.76
Week to Date Sell 256 11.33 bn Rbn 11.83 11 1.59 bn Rbn 1.79
Net 60 3.26 bn Rbn 3.09 51 3.62 bn Rbn 2.96
Buy 1 405 58.67 bn Rbn 60.46 254 24.45 bn Rbn 22.21
Month to Date Sell 1 124 42.60 bn Rbn 44.59 60 9.65 bn Rbn 9.90
Net 281 16.06 bn Rbn 15.87 194 14.80 bn Rbn 12.31
Buy 7 276 302.17 bn Rbn 314.81 1 610 152.73 bn Rbn 150.96
Year to Date Sell 5 869 266.92 bn Rbn 280.54 498 56.48 bn Rbn 56.09
Net 1 407 35.25 bn Rbn 34.27 1 112 96.25 bn Rbn 94.87

Index Levels

Code Index Yield Index Previous Return MTD Return YTD

ALBI20 8.908%
All Bond Index Top 553.747
20 Composite 549.598 1.31% 3.80%
GOVI 8.827%Split - 552.113
ALBI20 Issuer Class GOVI 547.980 1.37% 3.90%
OTHI 9.125%
ALBI20 Issuer Class Split - 563.791
OTHI 559.555 1.14% 3.55%
CILI15 2.317%
Composite Inflation 247.379
Linked Index Top 15 247.085 1.25% 0.70%
ICOR 3.540%
CILI15 Issuer Class 253.400
Split - ICOR 253.046 1.20% 1.92%
IGOV 2.261%
CILI15 Issuer Class 246.903
Split - IGOV 246.608 1.27% 0.63%
ISOE 2.963%
CILI15 Issuer Class 240.460
Split - ISOE 240.229 0.88% 1.84%
MMI JSE Money Market Index
0 220.144 220.079 0.42% 2.35%

ALBI Constituent Bonds

Bond Issuer Maturity MTM Previous YTD Low YTD High

R159 REPUBLIC OF SOUTH
Dec 2018
AFRICA 7.455% 7.515% 7.32% 7.97%
R203 REPUBLIC OF SOUTH
Jan 2020
AFRICA 7.555% 7.655% 7.38% 8.15%
ES18 ESKOM HOLDINGS
MarLIMITED
2021 7.710% 7.810% 7.52% 8.31%
R204 REPUBLIC OF SOUTH
Jan 2023
AFRICA 9.040% 9.140% 8.72% 9.46%
R207 REPUBLIC OF SOUTH
Feb 2023
AFRICA 9.700% 9.800% 9.44% 10.27%
R208 REPUBLIC OF SOUTH
Feb 2023
AFRICA 8.100% 8.200% 7.88% 8.65%
ES23 ESKOM HOLDINGSAprLIMITED
2026 9.780% 9.880% 9.30% 10.09%
DV23 DEVELOPMENT DecBANK
2026
OF SOUTHERN
8.680% AFRICA 8.780% 8.31% 9.00%
R2023 REPUBLIC OF SOUTH
Jan 2030
AFRICA 9.115% 9.210% 8.70% 9.40%
ES26 ESKOM HOLDINGSFebLIMITED
2031 9.155% 9.255% 8.74% 9.44%
R186 REPUBLIC OF SOUTH
Mar 2032
AFRICA 9.280% 9.380% 8.84% 9.56%
R2030 REPUBLIC OF SOUTH
Sep 2033
AFRICA 10.580% 10.685% 10.05% 10.87%
R213 REPUBLIC OF SOUTH
Feb 2035
AFRICA 9.460% 9.565% 9.04% 9.73%
R2032 REPUBLIC OF SOUTH
Mar 2036
AFRICA 9.430% 9.535% 9.03% 9.74%
ES33 ESKOM HOLDINGSJanLIMITED
2037 9.530% 9.630% 9.12% 9.81%
R209 REPUBLIC OF SOUTH
Jan 2040
AFRICA 9.600% 9.705% 9.14% 9.86%
R2037 REPUBLIC OF SOUTH
Feb 2041
AFRICA 9.555% 9.655% 9.10% 9.82%
R214 REPUBLIC OF SOUTH
Apr 2042
AFRICA 10.765% 10.865% 10.18% 11.02%
R2044 REPUBLIC OF SOUTH
Jan 2044
AFRICA 9.630% 9.735% 9.17% 9.89%
R2048 REPUBLIC OF SOUTH
Feb 2048
AFRICA 9.620% 9.725% 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 7.342% 7.342% 7.33% 7.38%
JIBAR6 JIBAR 6 Month 7.917% 7.967% 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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Zero
Par/Swap