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Markets and Commodity figures

06 September 2017

Total Market Turnover Statistics

Standard Turnover REPO 1 Turnover


Deals Nominal Consideration Deals Nominal Consideration
Current Day 1 113 26.84 bn Rbn 27.51 206 26.44 bn Rbn 25.08
Week to Date 2 954 73.75 bn Rbn 75.24 1 308 156.72 bn Rbn 151.59
Month to Date 4 093 107.75 bn Rbn 110.22 1 491 183.17 bn Rbn 178.09
Year to Date 189 904 4 977.45 bn Rbn 5 239.86 53 124 6 556.69 bn Rbn 6 403.95

Foreign Client Market Turnover Statistics

Standard Turnover REPO 1 Turnover


Party Deals Nominal Consideration Deals Nominal Consideration
Buy 129 5.06 bn Rbn 5.27 30 3.05 bn Rbn 3.14
Current Day Sell 73 4.90 bn Rbn 4.94 14 1.51 bn Rbn 1.65
Net 56 0.16 bn Rbn 0.33 16 1.54 bn Rbn 1.49
Buy 276 11.11 bn Rbn 11.39 97 9.95 bn Rbn 9.88
Week to Date Sell 184 9.06 bn Rbn 9.25 64 12.33 bn Rbn 12.71
Net 92 2.05 bn Rbn 2.14 33 -2.37 bn Rbn -2.84
Buy 355 17.14 bn Rbn 17.85 117 12.73 bn Rbn 12.54
Month to Date Sell 264 13.29 bn Rbn 13.59 77 14.99 bn Rbn 15.17
Net 91 3.86 bn Rbn 4.26 40 -2.26 bn Rbn -2.64
Buy 15 873 679.96 bn Rbn 702.82 3 880 345.53 bn Rbn 328.95
Year to Date Sell 12 998 622.10 bn Rbn 648.69 1 740 333.30 bn Rbn 338.98
Net 2 875 57.86 bn Rbn 54.14 2 140 12.22 bn Rbn -10.03

Index Levels

Code Index Yield Index Previous Return MTD Return YTD


ALBI20 8.895%
All Bond Index Top 574.692
20 Composite 573.849 1.02% 7.73%
GOVI 8.805%Split - 573.494
ALBI20 Issuer Class GOVI 572.663 1.02% 7.92%
OTHI 9.133%
ALBI20 Issuer Class Split - 583.757
OTHI 582.872 1.01% 7.22%
CILI15 2.550%
Composite Inflation 248.024
Linked Index Top 15 247.833 0.22% 0.96%
ICOR 3.611%
CILI15 Issuer Class 263.620
Split - ICOR 263.157 0.18% 6.03%
IGOV 2.505%
CILI15 Issuer Class 247.168
Split - IGOV 246.988 0.23% 0.73%
ISOE 3.118%
CILI15 Issuer Class 245.632
Split - ISOE 245.277 0.12% 4.03%
MMI JSE Money Market Index
0 226.709 226.664 0.12% 5.40%

ALBI Constituent Bonds

Bond Issuer Maturity MTM Previous YTD Low YTD High


R159 REPUBLIC OF SOUTH
Dec 2018
AFRICA 6.845% 6.860% 6.85% 7.97%
R203 REPUBLIC OF SOUTH
Jan 2020
AFRICA 7.095% 7.110% 7.10% 8.15%
ES18 ESKOM HOLDINGS
MarLIMITED
2021 7.295% 7.310% 7.30% 8.31%
R204 REPUBLIC OF SOUTH
Jan 2023
AFRICA 8.750% 8.755% 8.72% 9.46%
R207 REPUBLIC OF SOUTH
Feb 2023
AFRICA 9.220% 9.225% 9.22% 10.27%
R208 REPUBLIC OF SOUTH
Feb 2023
AFRICA 7.720% 7.725% 7.72% 8.65%
ES23 ESKOM HOLDINGSAprLIMITED
2026 9.590% 9.615% 9.30% 10.09%
DV23 DEVELOPMENT DecBANK
2026
OF SOUTHERN
8.425% AFRICA 8.450% 8.31% 9.00%
R2023 REPUBLIC OF SOUTH
Jan 2030
AFRICA 9.000% 9.020% 8.70% 9.47%
ES26 ESKOM HOLDINGSFebLIMITED
2031 9.105% 9.125% 8.74% 9.55%
R186 REPUBLIC OF SOUTH
Mar 2032
AFRICA 9.240% 9.265% 8.84% 9.66%
R2030 REPUBLIC OF SOUTH
Sep 2033
AFRICA 10.660% 10.680% 10.05% 11.01%
R213 REPUBLIC OF SOUTH
Feb 2035
AFRICA 9.480% 9.500% 9.04% 9.83%
R2032 REPUBLIC OF SOUTH
Mar 2036
AFRICA 9.455% 9.475% 9.03% 9.80%
ES33 ESKOM HOLDINGSJanLIMITED
2037 9.590% 9.610% 9.12% 9.91%
R209 REPUBLIC OF SOUTH
Jan 2040
AFRICA 9.715% 9.725% 9.14% 10.00%
R2037 REPUBLIC OF SOUTH
Feb 2041
AFRICA 9.615% 9.630% 9.10% 9.92%
R214 REPUBLIC OF SOUTH
Apr 2042
AFRICA 10.915% 10.930% 10.18% 11.18%
R2044 REPUBLIC OF SOUTH
Jan 2044
AFRICA 9.740% 9.750% 9.17% 10.03%
R2048 REPUBLIC OF SOUTH
Feb 2048
AFRICA 9.700% 9.710% 9.16% 9.99%

Other Rates

Code Description Rate Previous YTD Low YTD High


SAFEX SAFEX Overnight Deposit Rate6.560% 6.550% 6.50% 6.83%
JIBAR1 JIBAR 1 Month 6.817% 6.817% 6.82% 7.12%
JIBAR3 JIBAR 3 Month 7.042% 7.042% 7.04% 7.38%
JIBAR6 JIBAR 6 Month 7.342% 7.350% 7.34% 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