Markets and Commodity figures

11 July 2017

Total Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Deals Nominal Consideration Deals Nominal Consideration
Current Day 913 25.85 bn Rbn 25.87 828 80.75 bn Rbn 78.90
Week to Date 1 845 60.86 bn Rbn 64.40 1 087 117.90 bn Rbn 117.53
Month to Date 8 265 214.32 bn Rbn 221.99 2 663 297.28 bn Rbn 290.15
Year to Date 147 418 3 800.79 bn Rbn 4 028.46 40 226 5 057.39 bn Rbn 4 946.22

Foreign Client Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Party Deals Nominal Consideration Deals Nominal Consideration
Buy 83 4.55 bn Rbn 4.68 57 6.75 bn Rbn 6.05
Current Day Sell 59 3.02 bn Rbn 3.12 20 4.18 bn Rbn 4.16
Net 24 1.53 bn Rbn 1.56 37 2.57 bn Rbn 1.88
Buy 183 9.92 bn Rbn 10.21 83 9.03 bn Rbn 8.14
Week to Date Sell 152 7.81 bn Rbn 7.82 39 10.33 bn Rbn 10.44
Net 31 2.11 bn Rbn 2.40 44 -1.30 bn Rbn -2.30
Buy 655 30.67 bn Rbn 30.92 223 20.81 bn Rbn 18.90
Month to Date Sell 676 33.80 bn Rbn 34.20 124 35.27 bn Rbn 36.13
Net -21 -3.12 bn Rbn -3.28 99 -14.46 bn Rbn -17.23
Buy 12 247 520.79 bn Rbn 541.31 2 842 258.90 bn Rbn 250.49
Year to Date Sell 9 976 480.47 bn Rbn 504.88 1 028 152.69 bn Rbn 156.24
Net 2 271 40.32 bn Rbn 36.43 1 814 106.20 bn Rbn 94.26

Index Levels

Code Index Yield Index Previous Return MTD Return YTD

ALBI20 9.143%
All Bond Index Top 552.145
20 Composite 553.356 -0.47% 3.50%
GOVI 9.036%Split - 550.781
ALBI20 Issuer Class GOVI 551.979 -0.48% 3.65%
OTHI 9.426%
ALBI20 Issuer Class Split - 561.434
OTHI 562.693 -0.45% 3.12%
CILI15 2.620%
Composite Inflation 245.133
Linked Index Top 15 245.381 -0.62% -0.21%
ICOR 3.910%
CILI15 Issuer Class 255.230
Split - ICOR 255.194 0.00% 2.65%
IGOV 2.570%
CILI15 Issuer Class 244.435
Split - IGOV 244.697 -0.65% -0.38%
ISOE 3.222%
CILI15 Issuer Class 242.228
Split - ISOE 242.199 0.08% 2.59%
MMI JSE Money Market Index
0 223.929 223.881 0.22% 4.11%

ALBI Constituent Bonds

Bond Issuer Maturity MTM Previous YTD Low YTD High

R159 REPUBLIC OF SOUTH
Dec 2018
AFRICA 7.540% 7.530% 7.28% 7.97%
R203 REPUBLIC OF SOUTH
Jan 2020
AFRICA 7.735% 7.710% 7.33% 8.15%
ES18 ESKOM HOLDINGSAugLIMITED
2020 8.625% 8.600% 8.13% 8.88%
R204 REPUBLIC OF SOUTH
Mar 2021
AFRICA 7.865% 7.835% 7.45% 8.31%
R207 REPUBLIC OF SOUTH
Jan 2023
AFRICA 9.305% 9.290% 8.72% 9.46%
R208 REPUBLIC OF SOUTH
Feb 2023
AFRICA 8.275% 8.260% 7.83% 8.65%
ES23 ESKOM HOLDINGSAprLIMITED
2026 10.030% 10.000% 9.30% 10.09%
DV23 DEVELOPMENT DecBANK
2026
OF SOUTHERN
8.890% AFRICA 8.860% 8.31% 9.00%
R2023 REPUBLIC OF SOUTH
Jan 2030
AFRICA 9.430% 9.395% 8.70% 9.47%
ES26 ESKOM HOLDINGSFebLIMITED
2031 9.505% 9.470% 8.74% 9.55%
R186 REPUBLIC OF SOUTH
Mar 2032
AFRICA 9.620% 9.585% 8.84% 9.66%
R2030 REPUBLIC OF SOUTH
Sep 2033
AFRICA 11.000% 10.960% 10.05% 11.01%
R213 REPUBLIC OF SOUTH
Feb 2035
AFRICA 9.820% 9.780% 9.04% 9.83%
R2032 REPUBLIC OF SOUTH
Mar 2036
AFRICA 9.790% 9.750% 9.03% 9.80%
ES33 ESKOM HOLDINGSJanLIMITED
2037 9.900% 9.860% 9.12% 9.91%
R209 REPUBLIC OF SOUTH
Jan 2040
AFRICA 9.990% 9.955% 9.14% 10.00%
R2037 REPUBLIC OF SOUTH
Feb 2041
AFRICA 9.920% 9.880% 9.10% 9.92%
R214 REPUBLIC OF SOUTH
Apr 2042
AFRICA 11.180% 11.140% 10.18% 11.18%
R2044 REPUBLIC OF SOUTH
Jan 2044
AFRICA 10.020% 9.985% 9.17% 10.03%
R2048 REPUBLIC OF SOUTH
Feb 2048
AFRICA 9.990% 9.950% 9.16% 9.99%

Other Rates

Code Description Rate Previous YTD Low YTD High

SAFEX SAFEX Overnight Deposit Rate6.810% 6.800% 6.77% 6.83%
JIBAR1 JIBAR 1 Month 7.083% 7.083% 7.08% 7.12%
JIBAR3 JIBAR 3 Month 7.342% 7.342% 7.32% 7.38%
JIBAR6 JIBAR 6 Month 7.833% 7.842% 7.81% 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
3.00%
bond 0 0 0
RSA 5 year inflation linked retail
2.50%
bond 0 0 0
RSA 10 year inflation linked retail
2.50%
bond 0 0 0
 Nominal Bond Curves (NACS)
9.62
9.12
8.62
8.12
7.62
7.12 Zero
6.62 Par/Swap
6.12
5.62
5.12
4.62
2015 2020 2026 2031 2037 2042 2048 2053 2059
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