Markets and Commodity figures

22 February 2017

Total Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Deals Nominal Consideration Deals Nominal Consideration
Current Day 1 151 30.56 bn Rbn 32.46 250 22.56 bn Rbn 23.06
Week to Date 3 345 97.13 bn Rbn 101.61 1 283 135.62 bn Rbn 132.53
Month to Date 17 053 505.36 bn Rbn 534.54 5 311 585.54 bn Rbn 573.56
Year to Date 39 180 1 022.23 bn Rbn 1 084.19 11 533 1 176.24 bn Rbn 1 162.26

Foreign Client Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Party Deals Nominal Consideration Deals Nominal Consideration
Buy 96 4.95 bn Rbn 5.33 22 2.08 bn Rbn 2.16
Current Day Sell 66 4.10 bn Rbn 4.40 3 0.51 bn Rbn 0.43
Net 30 0.85 bn Rbn 0.93 19 1.57 bn Rbn 1.73
Buy 249 13.82 bn Rbn 14.54 80 7.64 bn Rbn 7.75
Week to Date Sell 214 12.10 bn Rbn 12.86 24 3.36 bn Rbn 3.27
Net 35 1.72 bn Rbn 1.69 56 4.28 bn Rbn 4.48
Buy 1 413 63.23 bn Rbn 65.33 401 50.99 bn Rbn 50.94
Month to Date Sell 1 117 57.36 bn Rbn 60.29 111 11.12 bn Rbn 10.77
Net 296 5.86 bn Rbn 5.04 290 39.88 bn Rbn 40.18
Buy 3 057 126.48 bn Rbn 130.65 767 76.41 bn Rbn 76.14
Year to Date Sell 2 566 126.00 bn Rbn 131.03 265 27.64 bn Rbn 27.07
Net 491 0.48 bn Rbn -0.38 502 48.76 bn Rbn 49.07

Index Levels

Code Index Yield Index Previous Return MTD Return YTD

ALBI20 8.907%
All Bond Index Top 545.326
20 Composite 544.185 0.88% 2.22%
GOVI 8.838%Split - 543.154
ALBI20 Issuer Class GOVI 541.982 0.87% 2.21%
OTHI 9.088%
ALBI20 Issuer Class Split - 556.741
OTHI 555.674 0.89% 2.25%
CILI15 2.113%
Composite Inflation 250.245
Linked Index Top 15 250.168 0.30% 1.87%
ICOR 3.340%
CILI15 Issuer Class 252.699
Split - ICOR 252.647 0.69% 1.64%
IGOV 2.057%
CILI15 Issuer Class 249.997
Split - IGOV 249.918 0.29% 1.89%
ISOE 2.774%
CILI15 Issuer Class 239.973
Split - ISOE 239.927 0.49% 1.64%
MMI JSE Money Market Index
0 217.555 217.511 0.47% 1.14%

ALBI Constituent Bonds

Bond Issuer Maturity MTM Previous YTD Low YTD High

R159 REPUBLIC OF SOUTH
Dec 2018
AFRICA 7.645% 7.700% 7.54% 7.97%
R203 REPUBLIC OF SOUTH
Jan 2020
AFRICA 7.835% 7.890% 7.71% 8.15%
ES18 ESKOM HOLDINGS
MarLIMITED
2021 7.995% 8.050% 7.87% 8.31%
R204 REPUBLIC OF SOUTH
Jan 2023
AFRICA 9.160% 9.210% 9.03% 9.46%
R207 REPUBLIC OF SOUTH
Feb 2023
AFRICA 9.880% 9.930% 9.75% 10.27%
R208 REPUBLIC OF SOUTH
Feb 2023
AFRICA 8.320% 8.370% 8.19% 8.65%
ES23 ESKOM HOLDINGSAprLIMITED
2026 9.740% 9.780% 9.56% 9.93%
DV23 DEVELOPMENT DecBANK
2026
OF SOUTHERN
8.750% AFRICA 8.790% 8.57% 8.96%
R2023 REPUBLIC OF SOUTH
Jan 2030
AFRICA 9.160% 9.185% 8.96% 9.38%
ES26 ESKOM HOLDINGSFebLIMITED
2031 9.200% 9.230% 8.99% 9.40%
R186 REPUBLIC OF SOUTH
Mar 2032
AFRICA 9.305% 9.335% 9.10% 9.53%
R2030 REPUBLIC OF SOUTH
Sep 2033
AFRICA 10.445% 10.460% 10.23% 10.58%
R213 REPUBLIC OF SOUTH
Feb 2035
AFRICA 9.425% 9.445% 9.23% 9.64%
R2032 REPUBLIC OF SOUTH
Mar 2036
AFRICA 9.425% 9.440% 9.21% 9.58%
ES33 ESKOM HOLDINGSJanLIMITED
2037 9.530% 9.550% 9.32% 9.70%
R209 REPUBLIC OF SOUTH
Jan 2040
AFRICA 9.550% 9.565% 9.33% 9.69%
R2037 REPUBLIC OF SOUTH
Feb 2041
AFRICA 9.510% 9.525% 9.29% 9.63%
R214 REPUBLIC OF SOUTH
Apr 2042
AFRICA 10.595% 10.610% 10.37% 10.71%
R2044 REPUBLIC OF SOUTH
Jan 2044
AFRICA 9.590% 9.605% 9.37% 9.70%
R2048 REPUBLIC OF SOUTH
Feb 2048
AFRICA 9.590% 9.605% 9.36% 9.68%

Other Rates

Code Description Rate Previous YTD Low YTD High

SAFEX SAFEX Overnight Deposit Rate6.800% 6.800% 6.77% 6.80%
JIBAR1 JIBAR 1 Month 7.083% 7.083% 7.08% 7.12%
JIBAR3 JIBAR 3 Month 7.325% 7.325% 7.33% 7.37%
JIBAR6 JIBAR 6 Month 7.908% 7.908% 7.88% 7.97%
RSA 2 year retail bond 8.25% 0 0 0
RSA 3 year retail bond 8.50% 0 0 0
RSA 5 year retail bond 8.75% 0 0 0
RSA 3 year inflation linked retail
1.75%
bond 0 0 0
RSA 5 year inflation linked retail
2.00%
bond 0 0 0
RSA 10 year inflation linked retail
2.25%
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
DATA DISCLAIMER

4.60
To the extent allowed by law, JSE Limited (the JSE) does not (expressly, tacitly or implicitly) guarantee or warrant the availability,
sequence,2015 2020
accuracy, completeness, 2026 of any of the data 2031
reliability or any other aspect 2037
(Data), or that any Data is up to date. 2042 2048 2053 2059
To the extent allowed by law, neither the JSE nor any of its directors, officers, employees, contractors, agents or representatives are
liable in any way to the reader or to any other natural or juristic person (Person) for any loss or damage as a result of (i) the display
of any Data in this bulltetin, or (ii) any Data being unavailable in this bulletin at any time and for any reason, or (iii) any delay,
inaccuracy, error, or omission in relation to any Data, or (iv) any actions taken or not taken by or on behalf of any Person in reliance
on any Data. The JSE is entitled to terminate the production of any Data at any time, without notice and without liability to any Person.
Zero
Par/Swap