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Markets and Commodity figures

04 March 2018

Total Market Turnover Statistics

Standard Turnover REPO 1 Turnover


Deals Nominal Consideration Deals Nominal Consideration
Current Day 1 293 27.86 bn Rbn 29.49 133 20.52 bn Rbn 20.86
Week to Date 6 779 193.86 bn Rbn 204.39 1 604 203.84 bn Rbn 212.77
Month to Date 2 733 65.74 bn Rbn 68.83 338 52.10 bn Rbn 53.54
Year to Date 54 521 1 959.45 bn Rbn 2 027.10 14 388 1 703.52 bn Rbn 1 721.37

Foreign Client Market Turnover Statistics

Standard Turnover REPO 1 Turnover


Party Deals Nominal Consideration Deals Nominal Consideration
Buy 55 3.06 bn Rbn 3.21 16 1.87 bn Rbn 1.81
Current Day Sell 40 2.88 bn Rbn 3.07 14 3.31 bn Rbn 3.68
Net 15 0.18 bn Rbn 0.14 2 -1.44 bn Rbn -1.87
Buy 491 22.92 bn Rbn 24.16 68 7.56 bn Rbn 7.24
Week to Date Sell 471 20.31 bn Rbn 21.24 94 26.53 bn Rbn 30.12
Net 20 2.61 bn Rbn 2.92 -26 -18.97 bn Rbn -22.88
Buy 182 8.24 bn Rbn 8.62 30 3.75 bn Rbn 3.58
Month to Date Sell 133 7.42 bn Rbn 7.86 25 6.43 bn Rbn 7.20
Net 49 0.82 bn Rbn 0.77 5 -2.68 bn Rbn -3.62
Buy 4 069 242.82 bn Rbn 252.78 689 66.59 bn Rbn 63.75
Year to Date Sell 3 810 235.42 bn Rbn 245.44 799 244.60 bn Rbn 266.02
Net 259 7.40 bn Rbn 7.34 -110 -178.01 bn Rbn -202.27

Index Levels

Code Index Yield Index Previous Return MTD Return YTD


ALBI20 8.697%
All Bond Index Top 618.471
20 Composite 621.176 -0.64% 5.19%
GOVI 8.558%Split - 616.226
ALBI20 Issuer Class GOVI 618.613 -0.56% 5.05%
OTHI 9.060%
ALBI20 Issuer Class Split - 630.511
OTHI 634.098 -0.85% 5.55%
CILI15 2.591%
Composite Inflation 250.188
Linked Index Top 15 251.972 -0.74% -1.00%
ICOR 3.243%
CILI15 Issuer Class 276.754
Split - ICOR 277.163 -0.08% 2.18%
IGOV 2.562%
CILI15 Issuer Class 248.853
Split - IGOV 250.702 -0.77% -1.16%
ISOE 2.982%
CILI15 Issuer Class 254.604
Split - ISOE 255.131 -0.13% 1.61%
MMI JSE Money Market Index
0 234.760 234.706 0.04% 1.28%

ALBI Constituent Bonds

Bond Issuer Maturity MTM Previous YTD Low YTD High


R159 REPUBLIC OF SOUTH
Jan 2020
AFRICA 6.740% 6.720% 6.58% 7.31%
R203 REPUBLIC OF SOUTH
Feb 2020
AFRICA 7.970% 7.830% 7.69% 8.40%
ES18 ESKOM HOLDINGS
MarLIMITED
2021 7.070% 7.040% 6.88% 7.59%
R204 REPUBLIC OF SOUTH
Jan 2023
AFRICA 8.630% 8.590% 8.43% 8.98%
R207 REPUBLIC OF SOUTH
Feb 2023
AFRICA 8.770% 8.730% 8.57% 9.19%
R208 REPUBLIC OF SOUTH
Feb 2023
AFRICA 7.520% 7.480% 7.32% 7.94%
ES23 ESKOM HOLDINGSAprLIMITED
2026 9.460% 9.415% 9.26% 9.85%
DV23 DEVELOPMENT DecBANK
2026
OF SOUTHERN
8.170% AFRICA 8.125% 7.97% 8.64%
R2023 REPUBLIC OF SOUTH
Jan 2030
AFRICA 8.630% 8.580% 8.40% 9.19%
ES26 ESKOM HOLDINGSFebLIMITED
2031 8.725% 8.675% 8.48% 9.25%
R186 REPUBLIC OF SOUTH
Mar 2032
AFRICA 8.840% 8.790% 8.61% 9.39%
R2030 REPUBLIC OF SOUTH
Sep 2033
AFRICA 10.420% 10.345% 10.14% 10.76%
R213 REPUBLIC OF SOUTH
Feb 2035
AFRICA 9.020% 8.945% 8.75% 9.58%
R2032 REPUBLIC OF SOUTH
Mar 2036
AFRICA 9.020% 8.945% 8.74% 9.52%
ES33 ESKOM HOLDINGSJanLIMITED
2037 9.115% 9.045% 8.84% 9.68%
R209 REPUBLIC OF SOUTH
Jan 2040
AFRICA 9.165% 9.095% 8.89% 9.77%
R2037 REPUBLIC OF SOUTH
Feb 2041
AFRICA 9.145% 9.070% 8.87% 9.74%
R214 REPUBLIC OF SOUTH
Apr 2042
AFRICA 10.555% 10.480% 10.28% 11.05%
R2044 REPUBLIC OF SOUTH
Jan 2044
AFRICA 9.210% 9.135% 8.91% 9.82%
R2048 REPUBLIC OF SOUTH
Feb 2048
AFRICA 9.180% 9.115% 8.89% 9.77%

Other Rates

Code Description Rate Previous YTD Low YTD High


SAFEX SAFEX Overnight Deposit Rate6.560% 6.560% 6.50% 6.56%
JIBAR1 JIBAR 1 Month 6.892% 6.892% 6.89% 6.92%
JIBAR3 JIBAR 3 Month 7.125% 7.125% 7.13% 7.16%
JIBAR6 JIBAR 6 Month 7.550% 7.558% 7.53% 7.60%
RSA 2 year retail bond 7.00% 0 0 0
RSA 3 year retail bond 7.25% 0 0 0
RSA 5 year retail bond 8.00% 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