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Markets and Commodity figures

05 June 2017

Total Market Turnover Statistics

Standard Turnover REPO 1 Turnover


Deals Nominal Consideration Deals Nominal Consideration
Current Day 1 850 29.47 bn Rbn 33.03 164 28.65 bn Rbn 27.87
Week to Date 5 277 113.60 bn Rbn 123.85 1 490 209.09 bn Rbn 205.12
Month to Date 2 686 52.67 bn Rbn 57.11 342 57.10 bn Rbn 55.40
Year to Date 117 484 2 996.19 bn Rbn 3 192.99 31 317 3 977.32 bn Rbn 3 887.75

Foreign Client Market Turnover Statistics

Standard Turnover REPO 1 Turnover


Party Deals Nominal Consideration Deals Nominal Consideration
Buy 117 3.50 bn Rbn 3.71 16 1.17 bn Rbn 1.17
Current Day Sell 106 4.23 bn Rbn 4.51 5 0.15 bn Rbn 0.15
Net 11 -0.74 bn Rbn -0.79 11 1.02 bn Rbn 1.02
Buy 369 14.28 bn Rbn 15.05 99 6.91 bn Rbn 6.77
Week to Date Sell 350 13.91 bn Rbn 14.84 34 1.83 bn Rbn 1.93
Net 19 0.37 bn Rbn 0.21 65 5.09 bn Rbn 4.83
Buy 192 6.95 bn Rbn 7.45 29 1.42 bn Rbn 1.41
Month to Date Sell 173 6.73 bn Rbn 7.25 12 0.33 bn Rbn 0.31
Net 19 0.22 bn Rbn 0.20 17 1.10 bn Rbn 1.10
Buy 9 828 411.68 bn Rbn 430.99 2 132 199.21 bn Rbn 195.27
Year to Date Sell 7 886 366.11 bn Rbn 386.72 649 75.79 bn Rbn 76.54
Net 1 942 45.57 bn Rbn 44.28 1 483 123.42 bn Rbn 118.73

Index Levels

Code Index Yield Index Previous Return MTD Return YTD


ALBI20 8.835%
All Bond Index Top 565.447
20 Composite 561.572 0.96% 5.99%
GOVI 8.738%Split - 563.886
ALBI20 Issuer Class GOVI 559.992 0.97% 6.11%
OTHI 9.096%
ALBI20 Issuer Class Split - 575.407
OTHI 571.546 0.93% 5.68%
CILI15 2.481%
Composite Inflation 247.106
Linked Index Top 15 247.272 -0.02% 0.59%
ICOR 3.767%
CILI15 Issuer Class 254.614
Split - ICOR 254.538 0.16% 2.41%
IGOV 2.430%
CILI15 Issuer Class 246.542
Split - IGOV 246.722 -0.03% 0.48%
ISOE 3.113%
CILI15 Issuer Class 241.631
Split - ISOE 241.519 0.09% 2.34%
MMI JSE Money Market Index
0 222.134 222.085 0.04% 3.27%

ALBI Constituent Bonds

Bond Issuer Maturity MTM Previous YTD Low YTD High


R159 REPUBLIC OF SOUTH
Dec 2018
AFRICA 7.315% 7.380% 7.28% 7.97%
R203 REPUBLIC OF SOUTH
Jan 2020
AFRICA 7.370% 7.465% 7.33% 8.15%
ES18 ESKOM HOLDINGSAugLIMITED
2020 8.260% 8.345% 8.13% 8.88%
R204 REPUBLIC OF SOUTH
Mar 2021
AFRICA 7.485% 7.585% 7.45% 8.31%
R207 REPUBLIC OF SOUTH
Jan 2023
AFRICA 8.840% 8.945% 8.72% 9.46%
R208 REPUBLIC OF SOUTH
Feb 2023
AFRICA 7.840% 7.945% 7.84% 8.65%
ES23 ESKOM HOLDINGSAprLIMITED
2026 9.580% 9.685% 9.30% 10.09%
DV23 DEVELOPMENT DecBANK
2026
OF SOUTHERN
8.440% AFRICA 8.545% 8.31% 9.00%
R2023 REPUBLIC OF SOUTH
Jan 2030
AFRICA 8.945% 9.035% 8.70% 9.40%
ES26 ESKOM HOLDINGSFebLIMITED
2031 8.990% 9.080% 8.74% 9.44%
R186 REPUBLIC OF SOUTH
Mar 2032
AFRICA 9.090% 9.180% 8.84% 9.56%
R2030 REPUBLIC OF SOUTH
Sep 2033
AFRICA 10.485% 10.575% 10.05% 10.87%
R213 REPUBLIC OF SOUTH
Feb 2035
AFRICA 9.310% 9.400% 9.04% 9.73%
R2032 REPUBLIC OF SOUTH
Mar 2036
AFRICA 9.275% 9.365% 9.03% 9.74%
ES33 ESKOM HOLDINGSJanLIMITED
2037 9.410% 9.500% 9.12% 9.81%
R209 REPUBLIC OF SOUTH
Jan 2040
AFRICA 9.505% 9.595% 9.14% 9.86%
R2037 REPUBLIC OF SOUTH
Feb 2041
AFRICA 9.450% 9.540% 9.10% 9.82%
R214 REPUBLIC OF SOUTH
Apr 2042
AFRICA 10.710% 10.800% 10.18% 11.02%
R2044 REPUBLIC OF SOUTH
Jan 2044
AFRICA 9.570% 9.660% 9.17% 9.89%
R2048 REPUBLIC OF SOUTH
Feb 2048
AFRICA 9.545% 9.635% 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% 7.108% 7.08% 7.12%
JIBAR3 JIBAR 3 Month 7.333% 7.333% 7.33% 7.38%
JIBAR6 JIBAR 6 Month 7.883% 7.883% 7.85% 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 8.25% 0 0 0
RSA 3 year inflation linked retail
3.00%
bond 0 0 0
RSA 5 year inflation linked retail
2.50%
bond 0 0 0
RSA 10 year inflation linked retail
2.50%
bond 0 0 0
Nominal Bond Curves (NACS)
9.62
9.12
8.62
8.12
7.62
7.12 Zero
6.62 Par/Swap
6.12
5.62
5.12
4.62
2015 2020 2026 2031 2037 2042 2048 2053 2059
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