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Markets and Commodity figures

04 February 2018

Total Market Turnover Statistics

Standard Turnover REPO 1 Turnover


Deals Nominal Consideration Deals Nominal Consideration
Current Day 1 148 46.90 bn Rbn 47.20 220 29.53 bn Rbn 29.41
Week to Date 7 470 308.59 bn Rbn 310.27 1 940 209.16 bn Rbn 207.53
Month to Date 3 185 136.29 bn Rbn 135.72 435 51.27 bn Rbn 50.85
Year to Date 27 881 980.07 bn Rbn 1 003.34 7 505 855.70 bn Rbn 858.60

Foreign Client Market Turnover Statistics

Standard Turnover REPO 1 Turnover


Party Deals Nominal Consideration Deals Nominal Consideration
Buy 72 3.53 bn Rbn 3.51 15 0.89 bn Rbn 0.81
Current Day Sell 71 3.50 bn Rbn 3.64 20 5.92 bn Rbn 6.19
Net 1 0.04 bn Rbn -0.13 -5 -5.03 bn Rbn -5.38
Buy 501 26.47 bn Rbn 27.43 110 9.10 bn Rbn 8.73
Week to Date Sell 438 24.03 bn Rbn 25.14 96 26.41 bn Rbn 27.68
Net 63 2.44 bn Rbn 2.28 14 -17.31 bn Rbn -18.95
Buy 213 10.02 bn Rbn 10.09 30 2.03 bn Rbn 1.80
Month to Date Sell 176 8.18 bn Rbn 8.51 34 11.26 bn Rbn 11.28
Net 37 1.84 bn Rbn 1.57 -4 -9.23 bn Rbn -9.48
Buy 2 095 119.58 bn Rbn 123.95 381 31.89 bn Rbn 30.47
Year to Date Sell 2 018 125.14 bn Rbn 129.31 441 141.37 bn Rbn 151.76
Net 77 -5.56 bn Rbn -5.36 -60 -109.49 bn Rbn -121.29

Index Levels

Code Index Yield Index Previous Return MTD Return YTD


ALBI20 8.917%
All Bond Index Top 599.395
20 Composite 601.009 0.08% 1.94%
GOVI 8.765%Split - 597.913
ALBI20 Issuer Class GOVI 599.485 0.05% 1.93%
OTHI 9.320%
ALBI20 Issuer Class Split - 609.198
OTHI 610.939 0.17% 1.98%
CILI15 2.747%
Composite Inflation 247.063
Linked Index Top 15 248.715 -0.88% -2.24%
ICOR 3.561%
CILI15 Issuer Class 271.148
Split - ICOR 271.691 -0.32% 0.11%
IGOV 2.710%
CILI15 Issuer Class 245.845
Split - IGOV 247.552 -0.91% -2.36%
ISOE 3.259%
CILI15 Issuer Class 249.767
Split - ISOE 250.300 -0.36% -0.32%
MMI JSE Money Market Index
0 233.425 233.381 0.04% 0.70%

ALBI Constituent Bonds

Bond Issuer Maturity MTM Previous YTD Low YTD High


R159 REPUBLIC OF SOUTH
Jan 2020
AFRICA 7.060% 7.025% 6.97% 7.31%
R203 REPUBLIC OF SOUTH
Feb 2020
AFRICA 8.150% 8.115% 8.06% 8.40%
ES18 ESKOM HOLDINGS
MarLIMITED
2021 7.350% 7.315% 7.26% 7.59%
R204 REPUBLIC OF SOUTH
Jan 2023
AFRICA 8.800% 8.760% 8.70% 8.98%
R207 REPUBLIC OF SOUTH
Feb 2023
AFRICA 9.010% 8.970% 8.91% 9.19%
R208 REPUBLIC OF SOUTH
Feb 2023
AFRICA 7.760% 7.720% 7.66% 7.94%
ES23 ESKOM HOLDINGSAprLIMITED
2026 9.695% 9.655% 9.56% 9.85%
DV23 DEVELOPMENT DecBANK
2026
OF SOUTHERN
8.475% AFRICA 8.435% 8.35% 8.64%
R2023 REPUBLIC OF SOUTH
Jan 2030
AFRICA 8.980% 8.935% 8.87% 9.19%
ES26 ESKOM HOLDINGSFebLIMITED
2031 9.060% 9.015% 8.94% 9.25%
R186 REPUBLIC OF SOUTH
Mar 2032
AFRICA 9.190% 9.145% 9.07% 9.39%
R2030 REPUBLIC OF SOUTH
Sep 2033
AFRICA 10.655% 10.620% 10.56% 10.76%
R213 REPUBLIC OF SOUTH
Feb 2035
AFRICA 9.365% 9.325% 9.30% 9.58%
R2032 REPUBLIC OF SOUTH
Mar 2036
AFRICA 9.360% 9.325% 9.27% 9.52%
ES33 ESKOM HOLDINGSJanLIMITED
2037 9.455% 9.420% 9.38% 9.68%
R209 REPUBLIC OF SOUTH
Jan 2040
AFRICA 9.555% 9.515% 9.44% 9.77%
R2037 REPUBLIC OF SOUTH
Feb 2041
AFRICA 9.520% 9.480% 9.41% 9.74%
R214 REPUBLIC OF SOUTH
Apr 2042
AFRICA 10.830% 10.790% 10.72% 11.05%
R2044 REPUBLIC OF SOUTH
Jan 2044
AFRICA 9.580% 9.540% 9.46% 9.82%
R2048 REPUBLIC OF SOUTH
Feb 2048
AFRICA 9.550% 9.510% 9.44% 9.77%

Other Rates

Code Description Rate Previous YTD Low YTD High


SAFEX SAFEX Overnight Deposit Rate6.550% 6.550% 6.53% 6.55%
JIBAR1 JIBAR 1 Month 6.900% 6.900% 6.90% 6.92%
JIBAR3 JIBAR 3 Month 7.133% 7.133% 7.13% 7.16%
JIBAR6 JIBAR 6 Month 7.592% 7.583% 7.56% 7.60%
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
3.25%
bond 0 0 0
RSA 10 year inflation linked retail
3.50%
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