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Markets and Commodity figures

09 May 2017

Total Market Turnover Statistics

Standard Turnover REPO 1 Turnover


Deals Nominal Consideration Deals Nominal Consideration
Current Day 1 139 27.22 bn Rbn 29.80 651 80.46 bn Rbn 78.46
Week to Date 2 079 45.63 bn Rbn 48.58 797 117.52 bn Rbn 114.54
Month to Date 7 328 189.41 bn Rbn 205.00 1 906 313.78 bn Rbn 306.47
Year to Date 99 637 2 520.23 bn Rbn 2 685.12 26 681 3 255.78 bn Rbn 3 186.04

Foreign Client Market Turnover Statistics

Standard Turnover REPO 1 Turnover


Party Deals Nominal Consideration Deals Nominal Consideration
Buy 75 3.26 bn Rbn 3.52 25 1.76 bn Rbn 1.70
Current Day Sell 65 4.88 bn Rbn 5.19 6 -0.03 bn Rbn -0.03
Net 10 -1.62 bn Rbn -1.67 19 1.79 bn Rbn 1.73
Buy 109 4.96 bn Rbn 5.20 43 4.87 bn Rbn 4.66
Week to Date Sell 106 7.54 bn Rbn 8.00 8 0.13 bn Rbn 0.12
Net 3 -2.57 bn Rbn -2.80 35 4.74 bn Rbn 4.54
Buy 465 19.35 bn Rbn 20.11 120 11.21 bn Rbn 10.73
Month to Date Sell 341 18.56 bn Rbn 19.46 34 4.82 bn Rbn 5.08
Net 124 0.79 bn Rbn 0.65 86 6.40 bn Rbn 5.65
Buy 8 256 342.14 bn Rbn 356.87 1 820 172.77 bn Rbn 169.62
Year to Date Sell 6 593 305.63 bn Rbn 321.81 551 66.36 bn Rbn 66.91
Net 1 663 36.52 bn Rbn 35.06 1 269 106.41 bn Rbn 102.71

Index Levels

Code Index Yield Index Previous Return MTD Return YTD


ALBI20 9.016%
All Bond Index Top 550.972
20 Composite 554.612 -0.66% 3.28%
GOVI 8.920%Split - 549.258
ALBI20 Issuer Class GOVI 552.882 -0.66% 3.36%
OTHI 9.274%
ALBI20 Issuer Class Split - 561.204
OTHI 564.926 -0.64% 3.07%
CILI15 2.352%
Composite Inflation 247.394
Linked Index Top 15 247.307 0.06% 0.71%
ICOR 3.543%
CILI15 Issuer Class 254.999
Split - ICOR 254.746 0.44% 2.56%
IGOV 2.303%
CILI15 Issuer Class 246.827
Split - IGOV 246.747 0.04% 0.60%
ISOE 2.947%
CILI15 Issuer Class 241.941
Split - ISOE 241.755 0.41% 2.47%
MMI JSE Money Market Index
0 221.023 220.982 0.22% 2.75%

ALBI Constituent Bonds

Bond Issuer Maturity MTM Previous YTD Low YTD High


R159 REPUBLIC OF SOUTH
Dec 2018
AFRICA 7.525% 7.460% 7.32% 7.97%
R203 REPUBLIC OF SOUTH
Jan 2020
AFRICA 7.645% 7.555% 7.38% 8.15%
ES18 ESKOM HOLDINGSAugLIMITED
2020 8.515% 8.425% 8.13% 8.88%
R204 REPUBLIC OF SOUTH
Mar 2021
AFRICA 7.795% 7.705% 7.52% 8.31%
R207 REPUBLIC OF SOUTH
Jan 2023
AFRICA 9.160% 9.070% 8.72% 9.46%
R208 REPUBLIC OF SOUTH
Feb 2023
AFRICA 8.220% 8.130% 7.88% 8.65%
ES23 ESKOM HOLDINGSAprLIMITED
2026 9.905% 9.815% 9.30% 10.09%
DV23 DEVELOPMENT DecBANK
2026
OF SOUTHERN
8.805% AFRICA 8.715% 8.31% 9.00%
R2023 REPUBLIC OF SOUTH
Jan 2030
AFRICA 9.250% 9.150% 8.70% 9.40%
ES26 ESKOM HOLDINGSFebLIMITED
2031 9.290% 9.185% 8.74% 9.44%
R186 REPUBLIC OF SOUTH
Mar 2032
AFRICA 9.410% 9.305% 8.84% 9.56%
R2030 REPUBLIC OF SOUTH
Sep 2033
AFRICA 10.690% 10.595% 10.05% 10.87%
R213 REPUBLIC OF SOUTH
Feb 2035
AFRICA 9.575% 9.480% 9.04% 9.73%
R2032 REPUBLIC OF SOUTH
Mar 2036
AFRICA 9.540% 9.445% 9.03% 9.74%
ES33 ESKOM HOLDINGSJanLIMITED
2037 9.655% 9.555% 9.12% 9.81%
R209 REPUBLIC OF SOUTH
Jan 2040
AFRICA 9.745% 9.650% 9.14% 9.86%
R2037 REPUBLIC OF SOUTH
Feb 2041
AFRICA 9.695% 9.600% 9.10% 9.82%
R214 REPUBLIC OF SOUTH
Apr 2042
AFRICA 10.945% 10.850% 10.18% 11.02%
R2044 REPUBLIC OF SOUTH
Jan 2044
AFRICA 9.800% 9.705% 9.17% 9.89%
R2048 REPUBLIC OF SOUTH
Feb 2048
AFRICA 9.790% 9.695% 9.16% 9.88%

Other Rates

Code Description Rate Previous YTD Low YTD High


SAFEX SAFEX Overnight Deposit Rate6.810% 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 7.892% 7.883% 7.88% 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
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