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Markets and Commodity figures

07 August 2017

Total Market Turnover Statistics

Standard Turnover REPO 1 Turnover


Deals Nominal Consideration Deals Nominal Consideration
Current Day 951 18.46 bn Rbn 20.21 757 87.56 bn Rbn 86.41
Week to Date 951 18.46 bn Rbn 20.21 757 87.56 bn Rbn 86.41
Month to Date 5 165 149.04 bn Rbn 157.78 2 209 265.65 bn Rbn 258.56
Year to Date 166 651 4 365.29 bn Rbn 4 613.28 46 343 5 764.75 bn Rbn 5 636.66

Foreign Client Market Turnover Statistics

Standard Turnover REPO 1 Turnover


Party Deals Nominal Consideration Deals Nominal Consideration
Buy 53 1.31 bn Rbn 1.39 36 2.83 bn Rbn 2.71
Current Day Sell 43 3.26 bn Rbn 3.44 30 7.12 bn Rbn 7.27
Net 10 -1.95 bn Rbn -2.05 6 -4.30 bn Rbn -4.57
Buy 53 1.31 bn Rbn 1.39 36 2.83 bn Rbn 2.71
Week to Date Sell 43 3.26 bn Rbn 3.44 30 7.12 bn Rbn 7.27
Net 10 -1.95 bn Rbn -2.05 6 -4.30 bn Rbn -4.57
Buy 394 13.73 bn Rbn 14.05 149 10.95 bn Rbn 9.93
Month to Date Sell 335 17.58 bn Rbn 17.33 109 28.93 bn Rbn 29.96
Net 59 -3.85 bn Rbn -3.28 40 -17.98 bn Rbn -20.04
Buy 13 918 600.03 bn Rbn 621.40 3 342 300.86 bn Rbn 288.38
Year to Date Sell 11 346 549.69 bn Rbn 575.27 1 341 227.74 bn Rbn 233.92
Net 2 572 50.34 bn Rbn 46.13 2 001 73.12 bn Rbn 54.46

Index Levels

Code Index Yield Index Previous Return MTD Return YTD


ALBI20 8.969%
All Bond Index Top 565.981
20 Composite 562.792 0.51% 6.09%
GOVI 8.878%Split - 564.847
ALBI20 Issuer Class GOVI 561.640 0.51% 6.29%
OTHI 9.211%
ALBI20 Issuer Class Split - 574.784
OTHI 571.614 0.51% 5.57%
CILI15 2.522%
Composite Inflation 248.405
Linked Index Top 15 247.852 0.55% 1.12%
ICOR 3.817%
CILI15 Issuer Class 258.895
Split - ICOR 258.361 0.32% 4.13%
IGOV 2.471%
CILI15 Issuer Class 247.723
Split - IGOV 247.170 0.56% 0.96%
ISOE 3.129%
CILI15 Issuer Class 244.390
Split - ISOE 243.844 0.33% 3.51%
MMI JSE Money Market Index
0 225.336 225.204 0.14% 4.76%

ALBI Constituent Bonds

Bond Issuer Maturity MTM Previous YTD Low YTD High


R159 REPUBLIC OF SOUTH
Dec 2018
AFRICA 7.085% 7.125% 7.08% 7.97%
R203 REPUBLIC OF SOUTH
Jan 2020
AFRICA 7.330% 7.410% 7.24% 8.15%
ES18 ESKOM HOLDINGS
MarLIMITED
2021 7.480% 7.560% 7.39% 8.31%
R204 REPUBLIC OF SOUTH
Jan 2023
AFRICA 8.930% 9.010% 8.72% 9.46%
R207 REPUBLIC OF SOUTH
Feb 2023
AFRICA 9.450% 9.530% 9.41% 10.27%
R208 REPUBLIC OF SOUTH
Feb 2023
AFRICA 7.900% 7.980% 7.82% 8.65%
ES23 ESKOM HOLDINGSAprLIMITED
2026 9.720% 9.800% 9.30% 10.09%
DV23 DEVELOPMENT DecBANK
2026
OF SOUTHERN
8.560% AFRICA 8.640% 8.31% 9.00%
R2023 REPUBLIC OF SOUTH
Jan 2030
AFRICA 9.095% 9.175% 8.70% 9.47%
ES26 ESKOM HOLDINGSFebLIMITED
2031 9.200% 9.280% 8.74% 9.55%
R186 REPUBLIC OF SOUTH
Mar 2032
AFRICA 9.320% 9.400% 8.84% 9.66%
R2030 REPUBLIC OF SOUTH
Sep 2033
AFRICA 10.765% 10.840% 10.05% 11.01%
R213 REPUBLIC OF SOUTH
Feb 2035
AFRICA 9.585% 9.660% 9.04% 9.83%
R2032 REPUBLIC OF SOUTH
Mar 2036
AFRICA 9.555% 9.630% 9.03% 9.80%
ES33 ESKOM HOLDINGSJanLIMITED
2037 9.670% 9.750% 9.12% 9.91%
R209 REPUBLIC OF SOUTH
Jan 2040
AFRICA 9.820% 9.895% 9.14% 10.00%
R2037 REPUBLIC OF SOUTH
Feb 2041
AFRICA 9.735% 9.805% 9.10% 9.92%
R214 REPUBLIC OF SOUTH
Apr 2042
AFRICA 11.035% 11.105% 10.18% 11.18%
R2044 REPUBLIC OF SOUTH
Jan 2044
AFRICA 9.845% 9.920% 9.17% 10.03%
R2048 REPUBLIC OF SOUTH
Feb 2048
AFRICA 9.805% 9.875% 9.16% 9.99%

Other Rates

Code Description Rate Previous YTD Low YTD High


SAFEX SAFEX Overnight Deposit Rate6.550% 6.560% 6.50% 6.83%
JIBAR1 JIBAR 1 Month 6.825% 6.825% 6.83% 7.12%
JIBAR3 JIBAR 3 Month 7.067% 7.067% 7.07% 7.38%
JIBAR6 JIBAR 6 Month 7.467% 7.475% 7.47% 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)
9.60
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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Zero
Par/Swap