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Markets and Commodity figures

10 April 2018

Total Market Turnover Statistics

Standard Turnover REPO 1 Turnover


Deals Nominal Consideration Deals Nominal Consideration
Current Day 1 326 25.65 bn Rbn 27.60 740 82.25 bn Rbn 85.00
Week to Date 1 944 44.58 bn Rbn 49.50 943 120.81 bn Rbn 124.24
Month to Date 7 260 159.17 bn Rbn 169.58 2 119 286.87 bn Rbn 296.06
Year to Date 85 516 2 740.11 bn Rbn 2 854.24 21 408 2 676.25 bn Rbn 2 726.06

Foreign Client Market Turnover Statistics

Standard Turnover REPO 1 Turnover


Party Deals Nominal Consideration Deals Nominal Consideration
Buy 74 3.65 bn Rbn 3.90 20 4.26 bn Rbn 4.13
Current Day Sell 57 2.71 bn Rbn 3.00 46 12.02 bn Rbn 13.07
Net 17 0.93 bn Rbn 0.90 -26 -7.76 bn Rbn -8.94
Buy 110 4.98 bn Rbn 5.26 28 4.45 bn Rbn 4.32
Week to Date Sell 98 4.62 bn Rbn 5.06 81 22.09 bn Rbn 23.57
Net 12 0.36 bn Rbn 0.20 -53 -17.64 bn Rbn -19.25
Buy 412 18.90 bn Rbn 19.97 98 12.93 bn Rbn 12.56
Month to Date Sell 368 20.11 bn Rbn 21.67 173 56.66 bn Rbn 60.65
Net 44 -1.21 bn Rbn -1.70 -75 -43.74 bn Rbn -48.09
Buy 6 076 352.05 bn Rbn 367.37 1 037 115.50 bn Rbn 110.57
Year to Date Sell 5 494 332.59 bn Rbn 350.23 1 356 420.47 bn Rbn 457.80
Net 582 19.46 bn Rbn 17.14 -319 -304.96 bn Rbn -347.23

Index Levels

Code Index Yield Index Previous Return MTD Return YTD


ALBI20 8.619%
All Bond Index Top 630.907
20 Composite 631.659 -0.70% 7.30%
GOVI 8.498%Split - 627.648
ALBI20 Issuer Class GOVI 628.403 -0.65% 7.00%
OTHI 8.927%
ALBI20 Issuer Class Split - 645.819
OTHI 646.570 -0.82% 8.11%
CILI15 2.309%
Composite Inflation 261.443
Linked Index Top 15 0.000 -0.63% 3.45%
ICOR 3.127%
CILI15 Issuer Class 281.523
Split - ICOR 0.000 -0.53% 3.94%
IGOV 2.269%
CILI15 Issuer Class 260.456
Split - IGOV 0.000 -0.65% 3.45%
ISOE 2.956%
CILI15 Issuer Class 258.286
Split - ISOE 0.000 0.01% 3.08%
MMI JSE Money Market Index
0 236.662 236.616 0.23% 2.10%

ALBI Constituent Bonds

Bond Issuer Maturity MTM Previous YTD Low YTD High


R159 REPUBLIC OF SOUTH
Jan 2020
AFRICA 6.940% 6.915% 6.58% 7.31%
R203 REPUBLIC OF SOUTH
Feb 2020
AFRICA 8.180% 8.155% 7.69% 8.40%
ES18 ESKOM HOLDINGS
MarLIMITED
2021 7.165% 7.145% 6.87% 7.59%
R204 REPUBLIC OF SOUTH
Jan 2023
AFRICA 8.630% 8.605% 8.35% 8.98%
R207 REPUBLIC OF SOUTH
Feb 2023
AFRICA 8.870% 8.845% 8.57% 9.19%
R208 REPUBLIC OF SOUTH
Feb 2023
AFRICA 7.520% 7.495% 7.24% 7.94%
ES23 ESKOM HOLDINGSAprLIMITED
2026 9.375% 9.355% 9.17% 9.85%
DV23 DEVELOPMENT DecBANK
2026
OF SOUTHERN
8.095% AFRICA 8.075% 7.88% 8.64%
R2023 REPUBLIC OF SOUTH
Jan 2030
AFRICA 8.485% 8.465% 8.28% 9.19%
ES26 ESKOM HOLDINGSFebLIMITED
2031 8.555% 8.535% 8.36% 9.25%
R186 REPUBLIC OF SOUTH
Mar 2032
AFRICA 8.665% 8.645% 8.46% 9.39%
R2030 REPUBLIC OF SOUTH
Sep 2033
AFRICA 10.190% 10.170% 9.96% 10.76%
R213 REPUBLIC OF SOUTH
Feb 2035
AFRICA 8.830% 8.810% 8.61% 9.58%
R2032 REPUBLIC OF SOUTH
Mar 2036
AFRICA 8.860% 8.840% 8.62% 9.52%
ES33 ESKOM HOLDINGSJanLIMITED
2037 8.925% 8.910% 8.69% 9.68%
R209 REPUBLIC OF SOUTH
Jan 2040
AFRICA 8.985% 8.970% 8.76% 9.77%
R2037 REPUBLIC OF SOUTH
Feb 2041
AFRICA 8.970% 8.955% 8.73% 9.74%
R214 REPUBLIC OF SOUTH
Apr 2042
AFRICA 10.365% 10.350% 10.13% 11.05%
R2044 REPUBLIC OF SOUTH
Jan 2044
AFRICA 9.035% 9.020% 8.80% 9.82%
R2048 REPUBLIC OF SOUTH
Feb 2048
AFRICA 9.000% 8.980% 8.76% 9.77%

Other Rates

Code Description Rate Previous YTD Low YTD High


SAFEX SAFEX Overnight Deposit Rate6.320% 6.320% 6.32% 6.56%
JIBAR1 JIBAR 1 Month 6.675% 6.675% 6.63% 6.92%
JIBAR3 JIBAR 3 Month 6.900% 6.900% 6.87% 7.16%
JIBAR6 JIBAR 6 Month 7.400% 7.400% 7.38% 7.60%
RSA 2 year retail bond 6.75% 0 0 0
RSA 3 year retail bond 7.00% 0 0 0
RSA 5 year retail bond 7.75% 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)
9.62
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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