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Markets and Commodity figures

25 May 2017

Total Market Turnover Statistics

Standard Turnover REPO 1 Turnover


Deals Nominal Consideration Deals Nominal Consideration
Current Day 1 074 36.25 bn Rbn 37.73 158 33.03 bn Rbn 32.42
Week to Date 3 676 125.20 bn Rbn 133.33 1 236 183.07 bn Rbn 177.95
Month to Date 19 086 527.31 bn Rbn 562.57 4 864 792.76 bn Rbn 770.79
Year to Date 111 395 2 858.13 bn Rbn 3 042.68 29 639 3 734.75 bn Rbn 3 650.36

Foreign Client Market Turnover Statistics

Standard Turnover REPO 1 Turnover


Party Deals Nominal Consideration Deals Nominal Consideration
Buy 95 4.07 bn Rbn 4.23 15 0.46 bn Rbn 0.41
Current Day Sell 100 2.31 bn Rbn 2.51 6 0.24 bn Rbn 0.24
Net -5 1.76 bn Rbn 1.72 9 0.22 bn Rbn 0.17
Buy 390 18.86 bn Rbn 20.42 79 6.02 bn Rbn 5.76
Week to Date Sell 320 12.39 bn Rbn 13.67 29 3.07 bn Rbn 3.17
Net 70 6.47 bn Rbn 6.75 50 2.96 bn Rbn 2.59
Buy 1 611 72.25 bn Rbn 76.60 315 29.44 bn Rbn 28.32
Month to Date Sell 1 221 62.45 bn Rbn 66.59 94 12.24 bn Rbn 12.62
Net 390 9.81 bn Rbn 10.01 221 17.19 bn Rbn 15.71
Buy 9 402 395.05 bn Rbn 413.35 2 015 190.99 bn Rbn 187.21
Year to Date Sell 7 473 349.52 bn Rbn 368.94 611 73.79 bn Rbn 74.44
Net 1 929 45.53 bn Rbn 44.42 1 404 117.20 bn Rbn 112.77

Index Levels

Code Index Yield Index Previous Return MTD Return YTD


ALBI20 8.854%
All Bond Index Top 562.996
20 Composite 564.249 1.51% 5.54%
GOVI 8.757%Split - 561.330
ALBI20 Issuer Class GOVI 562.601 1.52% 5.63%
OTHI 9.112%
ALBI20 Issuer Class Split - 573.220
OTHI 574.433 1.49% 5.28%
CILI15 2.412%
Composite Inflation 247.671
Linked Index Top 15 247.424 0.17% 0.82%
ICOR 3.593%
CILI15 Issuer Class 256.136
Split - ICOR 256.022 0.89% 3.02%
IGOV 2.364%
CILI15 Issuer Class 247.075
Split - IGOV 246.821 0.14% 0.70%
ISOE 3.013%
CILI15 Issuer Class 242.414
Split - ISOE 242.309 0.60% 2.67%
MMI JSE Money Market Index
0 221.778 221.723 0.57% 3.11%

ALBI Constituent Bonds

Bond Issuer Maturity MTM Previous YTD Low YTD High


R159 REPUBLIC OF SOUTH
Dec 2018
AFRICA 7.330% 7.280% 7.28% 7.97%
R203 REPUBLIC OF SOUTH
Jan 2020
AFRICA 7.400% 7.325% 7.33% 8.15%
ES18 ESKOM HOLDINGSAugLIMITED
2020 8.280% 8.205% 8.13% 8.88%
R204 REPUBLIC OF SOUTH
Mar 2021
AFRICA 7.520% 7.450% 7.45% 8.31%
R207 REPUBLIC OF SOUTH
Jan 2023
AFRICA 8.880% 8.825% 8.72% 9.46%
R208 REPUBLIC OF SOUTH
Feb 2023
AFRICA 7.900% 7.875% 7.88% 8.65%
ES23 ESKOM HOLDINGSAprLIMITED
2026 9.610% 9.590% 9.30% 10.09%
DV23 DEVELOPMENT DecBANK
2026
OF SOUTHERN
8.500% AFRICA 8.480% 8.31% 9.00%
R2023 REPUBLIC OF SOUTH
Jan 2030
AFRICA 8.990% 8.960% 8.70% 9.40%
ES26 ESKOM HOLDINGSFebLIMITED
2031 9.025% 8.995% 8.74% 9.44%
R186 REPUBLIC OF SOUTH
Mar 2032
AFRICA 9.140% 9.115% 8.84% 9.56%
R2030 REPUBLIC OF SOUTH
Sep 2033
AFRICA 10.490% 10.455% 10.05% 10.87%
R213 REPUBLIC OF SOUTH
Feb 2035
AFRICA 9.335% 9.295% 9.04% 9.73%
R2032 REPUBLIC OF SOUTH
Mar 2036
AFRICA 9.300% 9.265% 9.03% 9.74%
ES33 ESKOM HOLDINGSJanLIMITED
2037 9.435% 9.395% 9.12% 9.81%
R209 REPUBLIC OF SOUTH
Jan 2040
AFRICA 9.525% 9.490% 9.14% 9.86%
R2037 REPUBLIC OF SOUTH
Feb 2041
AFRICA 9.465% 9.435% 9.10% 9.82%
R214 REPUBLIC OF SOUTH
Apr 2042
AFRICA 10.725% 10.695% 10.18% 11.02%
R2044 REPUBLIC OF SOUTH
Jan 2044
AFRICA 9.590% 9.555% 9.17% 9.89%
R2048 REPUBLIC OF SOUTH
Feb 2048
AFRICA 9.575% 9.530% 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 7.108% 7.117% 7.08% 7.12%
JIBAR3 JIBAR 3 Month 7.333% 7.342% 7.33% 7.38%
JIBAR6 JIBAR 6 Month 7.858% 7.875% 7.86% 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