Markets and Commodity figures

04 May 2017

Total Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Deals Nominal Consideration Deals Nominal Consideration
Current Day 1 612 74.43 bn Rbn 79.84 120 20.76 bn Rbn 19.79
Week to Date 3 016 119.74 bn Rbn 130.39 930 140.53 bn Rbn 138.61
Month to Date 3 016 119.74 bn Rbn 130.39 930 140.53 bn Rbn 138.61
Year to Date 95 325 2 450.56 bn Rbn 2 610.51 25 705 3 082.52 bn Rbn 3 018.18

Foreign Client Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Party Deals Nominal Consideration Deals Nominal Consideration
Buy 78 4.00 bn Rbn 3.98 14 1.13 bn Rbn 1.09
Current Day Sell 64 3.81 bn Rbn 3.94
Net 14 0.19 bn Rbn 0.04 14 1.13 bn Rbn 1.09
Buy 248 9.83 bn Rbn 10.13 64 5.32 bn Rbn 5.02
Week to Date Sell 191 9.14 bn Rbn 9.50 25 4.64 bn Rbn 4.90
Net 57 0.70 bn Rbn 0.63 39 0.68 bn Rbn 0.12
Buy 248 9.83 bn Rbn 10.13 64 5.32 bn Rbn 5.02
Month to Date Sell 191 9.14 bn Rbn 9.50 25 4.64 bn Rbn 4.90
Net 57 0.70 bn Rbn 0.63 39 0.68 bn Rbn 0.12
Buy 8 039 332.62 bn Rbn 346.89 1 764 166.88 bn Rbn 163.91
Year to Date Sell 6 443 296.21 bn Rbn 311.84 542 66.19 bn Rbn 66.73
Net 1 596 36.42 bn Rbn 35.04 1 222 100.69 bn Rbn 97.19

Index Levels

Code Index Yield Index Previous Return MTD Return YTD

ALBI20 8.937%
All Bond Index Top 555.088
20 Composite 555.874 0.08% 4.05%
GOVI 8.841%Split - 553.394
ALBI20 Issuer Class GOVI 554.203 0.08% 4.14%
OTHI 9.194%
ALBI20 Issuer Class Split - 565.306
OTHI 566.039 0.08% 3.83%
CILI15 2.333%
Composite Inflation 247.627
Linked Index Top 15 247.524 0.15% 0.80%
ICOR 3.553%
CILI15 Issuer Class 254.289
Split - ICOR 254.175 0.16% 2.28%
IGOV 2.284%
CILI15 Issuer Class 247.107
Split - IGOV 247.005 0.15% 0.71%
ISOE 2.953%
CILI15 Issuer Class 241.338
Split - ISOE 241.233 0.16% 2.21%
MMI JSE Money Market Index
0 220.802 220.755 0.12% 2.65%

ALBI Constituent Bonds

Bond Issuer Maturity MTM Previous YTD Low YTD High

R159 REPUBLIC OF SOUTH
Dec 2018
AFRICA 7.445% 7.430% 7.32% 7.97%
R203 REPUBLIC OF SOUTH
Jan 2020
AFRICA 7.515% 7.470% 7.38% 8.15%
ES18 ESKOM HOLDINGSAugLIMITED
2020 8.385% 8.340% 8.13% 8.88%
R204 REPUBLIC OF SOUTH
Mar 2021
AFRICA 7.670% 7.635% 7.52% 8.31%
R207 REPUBLIC OF SOUTH
Jan 2023
AFRICA 9.025% 8.985% 8.72% 9.46%
R208 REPUBLIC OF SOUTH
Feb 2023
AFRICA 8.085% 8.045% 7.88% 8.65%
ES23 ESKOM HOLDINGSAprLIMITED
2026 9.780% 9.755% 9.30% 10.09%
DV23 DEVELOPMENT DecBANK
2026
OF SOUTHERN
8.680% AFRICA 8.655% 8.31% 9.00%
R2023 REPUBLIC OF SOUTH
Jan 2030
AFRICA 9.115% 9.090% 8.70% 9.40%
ES26 ESKOM HOLDINGSFebLIMITED
2031 9.155% 9.130% 8.74% 9.44%
R186 REPUBLIC OF SOUTH
Mar 2032
AFRICA 9.280% 9.255% 8.84% 9.56%
R2030 REPUBLIC OF SOUTH
Sep 2033
AFRICA 10.570% 10.550% 10.05% 10.87%
R213 REPUBLIC OF SOUTH
Feb 2035
AFRICA 9.455% 9.440% 9.04% 9.73%
R2032 REPUBLIC OF SOUTH
Mar 2036
AFRICA 9.420% 9.400% 9.03% 9.74%
ES33 ESKOM HOLDINGSJanLIMITED
2037 9.535% 9.515% 9.12% 9.81%
R209 REPUBLIC OF SOUTH
Jan 2040
AFRICA 9.625% 9.605% 9.14% 9.86%
R2037 REPUBLIC OF SOUTH
Feb 2041
AFRICA 9.585% 9.565% 9.10% 9.82%
R214 REPUBLIC OF SOUTH
Apr 2042
AFRICA 10.835% 10.815% 10.18% 11.02%
R2044 REPUBLIC OF SOUTH
Jan 2044
AFRICA 9.690% 9.670% 9.17% 9.89%
R2048 REPUBLIC OF SOUTH
Feb 2048
AFRICA 9.680% 9.660% 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 7.883% 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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4.60
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Zero
Par/Swap