Markets and Commodity figures

23 March 2017

Total Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Deals Nominal Consideration Deals Nominal Consideration
Current Day 1 409 49.13 bn Rbn 54.16 165 25.29 bn Rbn 25.75
Week to Date 2 186 67.93 bn Rbn 75.30 885 85.66 bn Rbn 88.14
Month to Date 14 813 374.84 bn Rbn 404.83 4 913 604.61 bn Rbn 593.55
Year to Date 58 264 1 524.19 bn Rbn 1 623.58 18 014 1 964.15 bn Rbn 1 934.86

Foreign Client Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Party Deals Nominal Consideration Deals Nominal Consideration
Buy 170 9.30 bn Rbn 9.81 18 1.16 bn Rbn 1.22
Current Day Sell 94 5.44 bn Rbn 5.82 7 1.23 bn Rbn 1.21
Net 76 3.86 bn Rbn 3.99 11 -0.07 bn Rbn 0.01
Buy 222 11.35 bn Rbn 12.03 56 5.31 bn Rbn 5.63
Week to Date Sell 130 8.53 bn Rbn 9.14 32 3.86 bn Rbn 3.91
Net 92 2.82 bn Rbn 2.89 24 1.45 bn Rbn 1.72
Buy 1 233 51.53 bn Rbn 53.85 344 31.81 bn Rbn 32.43
Month to Date Sell 891 45.64 bn Rbn 48.62 113 12.22 bn Rbn 12.06
Net 342 5.89 bn Rbn 5.23 231 19.58 bn Rbn 20.38
Buy 4 680 195.22 bn Rbn 202.38 1 195 116.10 bn Rbn 116.38
Year to Date Sell 3 786 189.01 bn Rbn 197.70 409 43.90 bn Rbn 43.04
Net 894 6.21 bn Rbn 4.68 786 72.20 bn Rbn 73.34

Index Levels

Code Index Yield Index Previous Return MTD Return YTD

ALBI20 8.644%
All Bond Index Top 565.920
20 Composite 562.523 3.95% 6.08%
GOVI 8.576%Split - 563.774
ALBI20 Issuer Class GOVI 560.337 3.97% 6.09%
OTHI 8.822%
ALBI20 Issuer Class Split - 577.476
OTHI 574.154 3.89% 6.06%
CILI15 2.156%
Composite Inflation 250.143
Linked Index Top 15 250.046 0.18% 1.82%
ICOR 3.380%
CILI15 Issuer Class 253.670
Split - ICOR 253.614 0.37% 2.03%
IGOV 2.101%
CILI15 Issuer Class 249.827
Split - IGOV 249.730 0.17% 1.82%
ISOE 2.795%
CILI15 Issuer Class 240.804
Split - ISOE 240.717 0.39% 1.99%
MMI JSE Money Market Index
0 218.841 218.749 0.47% 1.74%

ALBI Constituent Bonds

Bond Issuer Maturity MTM Previous YTD Low YTD High

R159 REPUBLIC OF SOUTH
Dec 2018
AFRICA 7.320% 7.370% 7.32% 7.97%
R203 REPUBLIC OF SOUTH
Jan 2020
AFRICA 7.395% 7.490% 7.40% 8.15%
ES18 ESKOM HOLDINGS
MarLIMITED
2021 7.535% 7.630% 7.54% 8.31%
R204 REPUBLIC OF SOUTH
Jan 2023
AFRICA 8.740% 8.840% 8.74% 9.46%
R207 REPUBLIC OF SOUTH
Feb 2023
AFRICA 9.460% 9.560% 9.46% 10.27%
R208 REPUBLIC OF SOUTH
Feb 2023
AFRICA 7.900% 8.000% 7.90% 8.65%
ES23 ESKOM HOLDINGSAprLIMITED
2026 9.330% 9.430% 9.33% 9.93%
DV23 DEVELOPMENT DecBANK
2026
OF SOUTHERN
8.340% AFRICA 8.440% 8.34% 8.96%
R2023 REPUBLIC OF SOUTH
Jan 2030
AFRICA 8.725% 8.820% 8.73% 9.38%
ES26 ESKOM HOLDINGSFebLIMITED
2031 8.770% 8.860% 8.77% 9.40%
R186 REPUBLIC OF SOUTH
Mar 2032
AFRICA 8.865% 8.960% 8.87% 9.53%
R2030 REPUBLIC OF SOUTH
Sep 2033
AFRICA 10.055% 10.120% 10.06% 10.58%
R213 REPUBLIC OF SOUTH
Feb 2035
AFRICA 9.045% 9.115% 9.05% 9.64%
R2032 REPUBLIC OF SOUTH
Mar 2036
AFRICA 9.035% 9.100% 9.04% 9.58%
ES33 ESKOM HOLDINGSJanLIMITED
2037 9.125% 9.195% 9.13% 9.70%
R209 REPUBLIC OF SOUTH
Jan 2040
AFRICA 9.140% 9.205% 9.14% 9.69%
R2037 REPUBLIC OF SOUTH
Feb 2041
AFRICA 9.100% 9.165% 9.10% 9.63%
R214 REPUBLIC OF SOUTH
Apr 2042
AFRICA 10.185% 10.250% 10.19% 10.71%
R2044 REPUBLIC OF SOUTH
Jan 2044
AFRICA 9.175% 9.240% 9.18% 9.70%
R2048 REPUBLIC OF SOUTH
Feb 2048
AFRICA 9.160% 9.220% 9.16% 9.68%

Other Rates

Code Description Rate Previous YTD Low YTD High

SAFEX SAFEX Overnight Deposit Rate6.810% 6.800% 6.77% 6.81%
JIBAR1 JIBAR 1 Month 7.083% 7.083% 7.08% 7.12%
JIBAR3 JIBAR 3 Month 7.333% 7.333% 7.33% 7.37%
JIBAR6 JIBAR 6 Month 7.900% 7.900% 7.88% 7.97%
RSA 2 year retail bond 8.00% 0 0 0
RSA 3 year retail bond 8.25% 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
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