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Markets and Commodity figures

05 July 2017

Total Market Turnover Statistics

Standard Turnover REPO 1 Turnover


Deals Nominal Consideration Deals Nominal Consideration
Current Day 1 087 23.50 bn Rbn 23.67 777 83.33 bn Rbn 81.04
Week to Date 2 467 54.10 bn Rbn 56.05 1 004 115.82 bn Rbn 113.04
Month to Date 2 467 54.10 bn Rbn 56.05 1 004 115.82 bn Rbn 113.04
Year to Date 141 620 3 640.56 bn Rbn 3 862.52 38 567 4 875.93 bn Rbn 4 769.10

Foreign Client Market Turnover Statistics

Standard Turnover REPO 1 Turnover


Party Deals Nominal Consideration Deals Nominal Consideration
Buy 68 3.17 bn Rbn 3.19 46 3.44 bn Rbn 3.12
Current Day Sell 55 2.18 bn Rbn 2.16 16 5.47 bn Rbn 5.45
Net 13 1.00 bn Rbn 1.03 30 -2.04 bn Rbn -2.34
Buy 154 6.75 bn Rbn 6.84 68 5.51 bn Rbn 4.99
Week to Date Sell 171 7.26 bn Rbn 7.46 29 10.54 bn Rbn 10.88
Net -17 -0.51 bn Rbn -0.61 39 -5.04 bn Rbn -5.88
Buy 154 6.75 bn Rbn 6.84 68 5.51 bn Rbn 4.99
Month to Date Sell 171 7.26 bn Rbn 7.46 29 10.54 bn Rbn 10.88
Net -17 -0.51 bn Rbn -0.61 39 -5.04 bn Rbn -5.88
Buy 11 746 496.87 bn Rbn 517.23 2 687 243.59 bn Rbn 236.58
Year to Date Sell 9 471 453.94 bn Rbn 478.13 933 127.97 bn Rbn 130.98
Net 2 275 42.93 bn Rbn 39.10 1 754 115.63 bn Rbn 105.60

Index Levels

Code Index Yield Index Previous Return MTD Return YTD


ALBI20 9.049%
All Bond Index Top 556.662
20 Composite 554.899 0.34% 4.35%
GOVI 8.946%Split - 555.262
ALBI20 Issuer Class GOVI 553.520 0.33% 4.49%
OTHI 9.325%
ALBI20 Issuer Class Split - 566.090
OTHI 564.255 0.38% 3.97%
CILI15 2.570%
Composite Inflation 246.478
Linked Index Top 15 246.751 -0.07% 0.33%
ICOR 3.867%
CILI15 Issuer Class 255.538
Split - ICOR 255.503 0.13% 2.78%
IGOV 2.518%
CILI15 Issuer Class 245.840
Split - IGOV 246.130 -0.08% 0.19%
ISOE 3.202%
CILI15 Issuer Class 242.262
Split - ISOE 242.233 0.10% 2.61%
MMI JSE Money Market Index
0 223.603 223.558 0.08% 3.95%

ALBI Constituent Bonds

Bond Issuer Maturity MTM Previous YTD Low YTD High


R159 REPUBLIC OF SOUTH
Dec 2018
AFRICA 7.530% 7.555% 7.28% 7.97%
R203 REPUBLIC OF SOUTH
Jan 2020
AFRICA 7.670% 7.685% 7.33% 8.15%
ES18 ESKOM HOLDINGSAugLIMITED
2020 8.560% 8.575% 8.13% 8.88%
R204 REPUBLIC OF SOUTH
Mar 2021
AFRICA 7.770% 7.785% 7.45% 8.31%
R207 REPUBLIC OF SOUTH
Jan 2023
AFRICA 9.170% 9.190% 8.72% 9.46%
R208 REPUBLIC OF SOUTH
Feb 2023
AFRICA 8.170% 8.190% 7.83% 8.65%
ES23 ESKOM HOLDINGSAprLIMITED
2026 9.920% 9.950% 9.30% 10.09%
DV23 DEVELOPMENT DecBANK
2026
OF SOUTHERN
8.780% AFRICA 8.810% 8.31% 9.00%
R2023 REPUBLIC OF SOUTH
Jan 2030
AFRICA 9.305% 9.335% 8.70% 9.40%
ES26 ESKOM HOLDINGSFebLIMITED
2031 9.380% 9.415% 8.74% 9.44%
R186 REPUBLIC OF SOUTH
Mar 2032
AFRICA 9.490% 9.525% 8.84% 9.56%
R2030 REPUBLIC OF SOUTH
Sep 2033
AFRICA 10.850% 10.900% 10.05% 10.91%
R213 REPUBLIC OF SOUTH
Feb 2035
AFRICA 9.670% 9.715% 9.04% 9.73%
R2032 REPUBLIC OF SOUTH
Mar 2036
AFRICA 9.640% 9.690% 9.03% 9.74%
ES33 ESKOM HOLDINGSJanLIMITED
2037 9.750% 9.810% 9.12% 9.82%
R209 REPUBLIC OF SOUTH
Jan 2040
AFRICA 9.830% 9.880% 9.14% 9.89%
R2037 REPUBLIC OF SOUTH
Feb 2041
AFRICA 9.755% 9.805% 9.10% 9.82%
R214 REPUBLIC OF SOUTH
Apr 2042
AFRICA 11.015% 11.065% 10.18% 11.08%
R2044 REPUBLIC OF SOUTH
Jan 2044
AFRICA 9.850% 9.905% 9.17% 9.92%
R2048 REPUBLIC OF SOUTH
Feb 2048
AFRICA 9.805% 9.855% 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 7.083% 7.083% 7.08% 7.12%
JIBAR3 JIBAR 3 Month 7.350% 7.350% 7.32% 7.38%
JIBAR6 JIBAR 6 Month 7.833% 7.825% 7.81% 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
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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