Markets and Commodity figures

24 May 2017

Total Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Deals Nominal Consideration Deals Nominal Consideration
Current Day 899 39.75 bn Rbn 43.14 145 28.88 bn Rbn 27.67
Week to Date 2 602 88.95 bn Rbn 95.60 1 078 150.03 bn Rbn 145.53
Month to Date 18 012 491.06 bn Rbn 524.83 4 706 759.73 bn Rbn 738.38
Year to Date 110 321 2 821.88 bn Rbn 3 004.95 29 481 3 701.72 bn Rbn 3 617.95

Foreign Client Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Party Deals Nominal Consideration Deals Nominal Consideration
Buy 101 5.61 bn Rbn 6.11 13 1.25 bn Rbn 1.15
Current Day Sell 92 5.63 bn Rbn 6.31 9 0.32 bn Rbn 0.32
Net 9 -0.03 bn Rbn -0.19 4 0.93 bn Rbn 0.82
Buy 291 14.78 bn Rbn 16.18 64 5.57 bn Rbn 5.35
Week to Date Sell 224 10.08 bn Rbn 11.16 23 2.83 bn Rbn 2.92
Net 67 4.70 bn Rbn 5.02 41 2.74 bn Rbn 2.42
Buy 1 512 68.18 bn Rbn 72.36 300 28.98 bn Rbn 27.91
Month to Date Sell 1 125 60.14 bn Rbn 64.09 88 12.00 bn Rbn 12.38
Net 387 8.04 bn Rbn 8.27 212 16.98 bn Rbn 15.54
Buy 9 303 390.97 bn Rbn 409.11 2 000 190.54 bn Rbn 186.80
Year to Date Sell 7 377 347.21 bn Rbn 366.43 605 73.55 bn Rbn 74.20
Net 1 926 43.76 bn Rbn 42.68 1 395 116.99 bn Rbn 112.60

Index Levels

Code Index Yield Index Previous Return MTD Return YTD

ALBI20 8.832%
All Bond Index Top 564.249
20 Composite 561.346 1.74% 5.77%
GOVI 8.735%Split - 562.601
ALBI20 Issuer Class GOVI 559.687 1.75% 5.87%
OTHI 9.090%
ALBI20 Issuer Class Split - 574.433
OTHI 571.532 1.70% 5.50%
CILI15 2.415%
Composite Inflation 247.424
Linked Index Top 15 247.368 0.07% 0.72%
ICOR 3.593%
CILI15 Issuer Class 256.022
Split - ICOR 255.907 0.85% 2.97%
IGOV 2.367%
CILI15 Issuer Class 246.821
Split - IGOV 246.768 0.03% 0.59%
ISOE 3.013%
CILI15 Issuer Class 242.309
Split - ISOE 242.205 0.56% 2.63%
MMI JSE Money Market Index
0 221.723 221.668 0.54% 3.08%

ALBI Constituent Bonds

Bond Issuer Maturity MTM Previous YTD Low YTD High

R159 REPUBLIC OF SOUTH
Dec 2018
AFRICA 7.280% 7.350% 7.28% 7.97%
R203 REPUBLIC OF SOUTH
Jan 2020
AFRICA 7.325% 7.390% 7.33% 8.15%
ES18 ESKOM HOLDINGSAugLIMITED
2020 8.205% 8.270% 8.13% 8.88%
R204 REPUBLIC OF SOUTH
Mar 2021
AFRICA 7.450% 7.520% 7.45% 8.31%
R207 REPUBLIC OF SOUTH
Jan 2023
AFRICA 8.825% 8.920% 8.72% 9.46%
R208 REPUBLIC OF SOUTH
Feb 2023
AFRICA 7.875% 7.970% 7.88% 8.65%
ES23 ESKOM HOLDINGSAprLIMITED
2026 9.590% 9.670% 9.30% 10.09%
DV23 DEVELOPMENT DecBANK
2026
OF SOUTHERN
8.480% AFRICA 8.560% 8.31% 9.00%
R2023 REPUBLIC OF SOUTH
Jan 2030
AFRICA 8.960% 9.030% 8.70% 9.40%
ES26 ESKOM HOLDINGSFebLIMITED
2031 8.995% 9.065% 8.74% 9.44%
R186 REPUBLIC OF SOUTH
Mar 2032
AFRICA 9.115% 9.185% 8.84% 9.56%
R2030 REPUBLIC OF SOUTH
Sep 2033
AFRICA 10.455% 10.525% 10.05% 10.87%
R213 REPUBLIC OF SOUTH
Feb 2035
AFRICA 9.295% 9.365% 9.04% 9.73%
R2032 REPUBLIC OF SOUTH
Mar 2036
AFRICA 9.265% 9.335% 9.03% 9.74%
ES33 ESKOM HOLDINGSJanLIMITED
2037 9.395% 9.460% 9.12% 9.81%
R209 REPUBLIC OF SOUTH
Jan 2040
AFRICA 9.490% 9.550% 9.14% 9.86%
R2037 REPUBLIC OF SOUTH
Feb 2041
AFRICA 9.435% 9.495% 9.10% 9.82%
R214 REPUBLIC OF SOUTH
Apr 2042
AFRICA 10.695% 10.755% 10.18% 11.02%
R2044 REPUBLIC OF SOUTH
Jan 2044
AFRICA 9.555% 9.615% 9.17% 9.89%
R2048 REPUBLIC OF SOUTH
Feb 2048
AFRICA 9.530% 9.590% 9.16% 9.88%

Other Rates

Code Description Rate Previous YTD Low YTD High

SAFEX SAFEX Overnight Deposit Rate6.800% 6.800% 6.77% 6.83%
JIBAR1 JIBAR 1 Month 7.117% 7.117% 7.08% 7.12%
JIBAR3 JIBAR 3 Month 7.342% 7.342% 7.33% 7.38%
JIBAR6 JIBAR 6 Month 7.875% 7.883% 7.88% 8.00%
RSA 2 year retail bond 7.75% 0 0 0
RSA 3 year retail bond 8.00% 0 0 0
RSA 5 year retail bond 8.50% 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
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Zero
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