Markets and Commodity figures

27 April 2017

Total Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Deals Nominal Consideration Deals Nominal Consideration
Current Day 1 399 36.27 bn Rbn 39.36 218 21.53 bn Rbn 20.42
Week to Date 3 656 84.48 bn Rbn 90.98 971 137.05 bn Rbn 132.10
Month to Date 19 599 468.94 bn Rbn 494.91 4 461 634.89 bn Rbn 612.84
Year to Date 91 628 2 313.10 bn Rbn 2 460.15 24 642 2 906.85 bn Rbn 2 845.20

Foreign Client Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Party Deals Nominal Consideration Deals Nominal Consideration
Buy 116 6.22 bn Rbn 6.75 15 1.04 bn Rbn 0.90
Current Day Sell 91 6.91 bn Rbn 7.52 2 0.32 bn Rbn 0.39
Net 25 -0.68 bn Rbn -0.77 13 0.72 bn Rbn 0.51
Buy 329 13.67 bn Rbn 14.61 56 5.84 bn Rbn 5.17
Week to Date Sell 241 13.03 bn Rbn 14.20 16 5.04 bn Rbn 5.69
Net 88 0.64 bn Rbn 0.42 40 0.80 bn Rbn -0.52
Buy 1 841 77.29 bn Rbn 80.42 328 31.84 bn Rbn 28.74
Month to Date Sell 1 437 59.56 bn Rbn 63.17 79 14.72 bn Rbn 15.63
Net 404 17.73 bn Rbn 17.24 249 17.12 bn Rbn 13.11
Buy 7 712 320.80 bn Rbn 334.76 1 684 160.12 bn Rbn 157.49
Year to Date Sell 6 182 283.87 bn Rbn 299.12 517 61.55 bn Rbn 61.82
Net 1 530 36.93 bn Rbn 35.64 1 167 98.58 bn Rbn 95.67

Index Levels

Code Index Yield Index Previous Return MTD Return YTD

ALBI20 8.936%
All Bond Index Top 552.811
20 Composite 554.403 1.14% 3.63%
GOVI 8.855%Split - 551.168
ALBI20 Issuer Class GOVI 552.744 1.20% 3.72%
OTHI 9.154%
ALBI20 Issuer Class Split - 562.868
OTHI 564.520 0.98% 3.38%
CILI15 2.324%
Composite Inflation 247.572
Linked Index Top 15 247.661 1.33% 0.78%
ICOR 3.560%
CILI15 Issuer Class 253.571
Split - ICOR 253.496 1.27% 1.99%
IGOV 2.267%
CILI15 Issuer Class 247.089
Split - IGOV 247.188 1.35% 0.70%
ISOE 2.976%
CILI15 Issuer Class 240.808
Split - ISOE 240.763 1.03% 1.99%
MMI JSE Money Market Index
0 220.436 220.392 0.55% 2.48%

ALBI Constituent Bonds

Bond Issuer Maturity MTM Previous YTD Low YTD High

R159 REPUBLIC OF SOUTH
Dec 2018
AFRICA 7.485% 7.450% 7.32% 7.97%
R203 REPUBLIC OF SOUTH
Jan 2020
AFRICA 7.535% 7.530% 7.38% 8.15%
ES18 ESKOM HOLDINGS
MarLIMITED
2021 7.715% 7.695% 7.52% 8.31%
R204 REPUBLIC OF SOUTH
Jan 2023
AFRICA 9.070% 9.030% 8.72% 9.46%
R207 REPUBLIC OF SOUTH
Feb 2023
AFRICA 9.730% 9.690% 9.44% 10.27%
R208 REPUBLIC OF SOUTH
Feb 2023
AFRICA 8.130% 8.090% 7.88% 8.65%
ES23 ESKOM HOLDINGSAprLIMITED
2026 9.820% 9.770% 9.30% 10.09%
DV23 DEVELOPMENT DecBANK
2026
OF SOUTHERN
8.720% AFRICA 8.670% 8.31% 9.00%
R2023 REPUBLIC OF SOUTH
Jan 2030
AFRICA 9.150% 9.100% 8.70% 9.40%
ES26 ESKOM HOLDINGSFebLIMITED
2031 9.185% 9.140% 8.74% 9.44%
R186 REPUBLIC OF SOUTH
Mar 2032
AFRICA 9.310% 9.265% 8.84% 9.56%
R2030 REPUBLIC OF SOUTH
Sep 2033
AFRICA 10.615% 10.570% 10.05% 10.87%
R213 REPUBLIC OF SOUTH
Feb 2035
AFRICA 9.495% 9.450% 9.04% 9.73%
R2032 REPUBLIC OF SOUTH
Mar 2036
AFRICA 9.465% 9.420% 9.03% 9.74%
ES33 ESKOM HOLDINGSJanLIMITED
2037 9.570% 9.525% 9.12% 9.81%
R209 REPUBLIC OF SOUTH
Jan 2040
AFRICA 9.650% 9.610% 9.14% 9.86%
R2037 REPUBLIC OF SOUTH
Feb 2041
AFRICA 9.610% 9.570% 9.10% 9.82%
R214 REPUBLIC OF SOUTH
Apr 2042
AFRICA 10.860% 10.790% 10.18% 11.02%
R2044 REPUBLIC OF SOUTH
Jan 2044
AFRICA 9.700% 9.660% 9.17% 9.89%
R2048 REPUBLIC OF SOUTH
Feb 2048
AFRICA 9.690% 9.650% 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% 7.875% 7.88% 8.00%
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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Zero
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