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Markets and Commodity figures

01 August 2017

Total Market Turnover Statistics

Standard Turnover REPO 1 Turnover


Deals Nominal Consideration Deals Nominal Consideration
Current Day 1 073 24.65 bn Rbn 25.65 807 81.73 bn Rbn 79.44
Week to Date 1 949 46.75 bn Rbn 48.82 1 060 125.63 bn Rbn 123.78
Month to Date 1 073 24.65 bn Rbn 25.65 807 81.73 bn Rbn 79.44
Year to Date 162 559 4 240.90 bn Rbn 4 481.15 44 941 5 580.84 bn Rbn 5 457.54

Foreign Client Market Turnover Statistics

Standard Turnover REPO 1 Turnover


Party Deals Nominal Consideration Deals Nominal Consideration
Buy 93 3.79 bn Rbn 3.88 50 4.43 bn Rbn 4.00
Current Day Sell 80 3.16 bn Rbn 3.25 21 5.53 bn Rbn 5.69
Net 13 0.63 bn Rbn 0.64 29 -1.10 bn Rbn -1.68
Buy 201 6.89 bn Rbn 6.74 74 7.98 bn Rbn 7.32
Week to Date Sell 197 6.15 bn Rbn 6.43 46 11.52 bn Rbn 11.63
Net 4 0.74 bn Rbn 0.31 28 -3.54 bn Rbn -4.32
Buy 93 3.79 bn Rbn 3.88 50 4.43 bn Rbn 4.00
Month to Date Sell 80 3.16 bn Rbn 3.25 21 5.53 bn Rbn 5.69
Net 13 0.63 bn Rbn 0.64 29 -1.10 bn Rbn -1.68
Buy 13 616 590.09 bn Rbn 611.23 3 243 294.34 bn Rbn 282.46
Year to Date Sell 11 092 535.27 bn Rbn 561.18 1 253 204.34 bn Rbn 209.64
Net 2 524 54.82 bn Rbn 50.05 1 990 90.00 bn Rbn 72.81

Index Levels

Code Index Yield Index Previous Return MTD Return YTD


ALBI20 9.005%
All Bond Index Top 563.199
20 Composite 563.110 0.02% 5.57%
GOVI 8.896%Split - 562.065
ALBI20 Issuer Class GOVI 561.988 0.01% 5.77%
OTHI 9.297%
ALBI20 Issuer Class Split - 571.978
OTHI 571.854 0.02% 5.05%
CILI15 2.553%
Composite Inflation 247.101
Linked Index Top 15 247.050 0.02% 0.59%
ICOR 3.754%
CILI15 Issuer Class 258.106
Split - ICOR 258.071 0.01% 3.81%
IGOV 2.505%
CILI15 Issuer Class 246.393
Split - IGOV 246.341 0.02% 0.42%
ISOE 3.159%
CILI15 Issuer Class 243.624
Split - ISOE 243.596 0.01% 3.18%
MMI JSE Money Market Index
0 225.062 225.024 0.02% 4.63%

ALBI Constituent Bonds

Bond Issuer Maturity MTM Previous YTD Low YTD High


R159 REPUBLIC OF SOUTH
Dec 2018
AFRICA 7.130% 7.130% 7.08% 7.97%
R203 REPUBLIC OF SOUTH
Jan 2020
AFRICA 7.380% 7.370% 7.24% 8.15%
ES18 ESKOM HOLDINGSAugLIMITED
2020 8.270% 8.260% 8.13% 8.88%
R204 REPUBLIC OF SOUTH
Mar 2021
AFRICA 7.535% 7.525% 7.39% 8.31%
R207 REPUBLIC OF SOUTH
Jan 2023
AFRICA 8.990% 8.980% 8.72% 9.46%
R208 REPUBLIC OF SOUTH
Feb 2023
AFRICA 7.960% 7.950% 7.82% 8.65%
ES23 ESKOM HOLDINGSAprLIMITED
2026 9.770% 9.770% 9.30% 10.09%
DV23 DEVELOPMENT DecBANK
2026
OF SOUTHERN
8.610% AFRICA 8.610% 8.31% 9.00%
R2023 REPUBLIC OF SOUTH
Jan 2030
AFRICA 9.160% 9.165% 8.70% 9.47%
ES26 ESKOM HOLDINGSFebLIMITED
2031 9.250% 9.250% 8.74% 9.55%
R186 REPUBLIC OF SOUTH
Mar 2032
AFRICA 9.370% 9.375% 8.84% 9.66%
R2030 REPUBLIC OF SOUTH
Sep 2033
AFRICA 10.805% 10.800% 10.05% 11.01%
R213 REPUBLIC OF SOUTH
Feb 2035
AFRICA 9.630% 9.625% 9.04% 9.83%
R2032 REPUBLIC OF SOUTH
Mar 2036
AFRICA 9.595% 9.590% 9.03% 9.80%
ES33 ESKOM HOLDINGSJanLIMITED
2037 9.710% 9.705% 9.12% 9.91%
R209 REPUBLIC OF SOUTH
Jan 2040
AFRICA 9.870% 9.870% 9.14% 10.00%
R2037 REPUBLIC OF SOUTH
Feb 2041
AFRICA 9.780% 9.780% 9.10% 9.92%
R214 REPUBLIC OF SOUTH
Apr 2042
AFRICA 11.080% 11.080% 10.18% 11.18%
R2044 REPUBLIC OF SOUTH
Jan 2044
AFRICA 9.890% 9.890% 9.17% 10.03%
R2048 REPUBLIC OF SOUTH
Feb 2048
AFRICA 9.855% 9.855% 9.16% 9.99%

Other Rates

Code Description Rate Previous YTD Low YTD High


SAFEX SAFEX Overnight Deposit Rate6.500% 6.560% 6.50% 6.83%
JIBAR1 JIBAR 1 Month 6.825% 6.825% 6.83% 7.12%
JIBAR3 JIBAR 3 Month 7.075% 7.075% 7.08% 7.38%
JIBAR6 JIBAR 6 Month 7.492% 7.475% 7.48% 8.00%
RSA 2 year retail bond 7.50% 0 0 0
RSA 3 year retail bond 7.75% 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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