Markets and Commodity figures

14 September 2017

Total Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Deals Nominal Consideration Deals Nominal Consideration
Current Day 1 057 29.42 bn Rbn 30.91 180 22.88 bn Rbn 21.33
Week to Date 3 580 105.89 bn Rbn 111.49 1 487 169.71 bn Rbn 164.35
Month to Date 13 160 287.89 bn Rbn 298.48 3 399 388.77 bn Rbn 377.47
Year to Date 198 971 5 157.59 bn Rbn 5 428.12 55 032 6 762.29 bn Rbn 6 603.33

Foreign Client Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Party Deals Nominal Consideration Deals Nominal Consideration
Buy 72 3.47 bn Rbn 3.71 17 0.84 bn Rbn 0.74
Current Day Sell 70 3.98 bn Rbn 4.29 9 1.48 bn Rbn 1.61
Net 2 -0.51 bn Rbn -0.58 8 -0.64 bn Rbn -0.87
Buy 275 17.23 bn Rbn 18.20 93 7.24 bn Rbn 6.81
Week to Date Sell 206 11.36 bn Rbn 12.16 74 17.21 bn Rbn 17.03
Net 69 5.86 bn Rbn 6.04 19 -9.96 bn Rbn -10.22
Buy 824 44.26 bn Rbn 46.13 259 23.39 bn Rbn 22.65
Month to Date Sell 596 32.21 bn Rbn 33.84 177 36.83 bn Rbn 36.90
Net 228 12.05 bn Rbn 12.29 82 -13.44 bn Rbn -14.24
Buy 16 342 707.07 bn Rbn 731.11 4 022 356.18 bn Rbn 339.07
Year to Date Sell 13 330 641.02 bn Rbn 668.93 1 840 355.14 bn Rbn 360.70
Net 3 012 66.05 bn Rbn 62.17 2 182 1.04 bn Rbn -21.63

Index Levels

Code Index Yield Index Previous Return MTD Return YTD

ALBI20 8.897%
All Bond Index Top 575.758
20 Composite 574.945 1.21% 7.93%
GOVI 8.807%Split - 574.551
ALBI20 Issuer Class GOVI 573.745 1.21% 8.12%
OTHI 9.137%
ALBI20 Issuer Class Split - 584.856
OTHI 584.019 1.20% 7.42%
CILI15 2.534%
Composite Inflation 248.640
Linked Index Top 15 248.606 0.47% 1.21%
ICOR 3.553%
CILI15 Issuer Class 264.696
Split - ICOR 264.653 0.59% 6.46%
IGOV 2.490%
CILI15 Issuer Class 247.770
Split - IGOV 247.737 0.47% 0.98%
ISOE 3.098%
CILI15 Issuer Class 246.258
Split - ISOE 246.222 0.37% 4.30%
MMI JSE Money Market Index
0 227.063 227.019 0.28% 5.56%

ALBI Constituent Bonds

Bond Issuer Maturity MTM Previous YTD Low YTD High

R159 REPUBLIC OF SOUTH
Dec 2018
AFRICA 6.845% 6.855% 6.83% 7.97%
R203 REPUBLIC OF SOUTH
Jan 2020
AFRICA 7.090% 7.120% 7.07% 8.15%
ES18 ESKOM HOLDINGS
MarLIMITED
2021 7.295% 7.315% 7.27% 8.31%
R204 REPUBLIC OF SOUTH
Jan 2023
AFRICA 8.760% 8.780% 8.72% 9.46%
R207 REPUBLIC OF SOUTH
Feb 2023
AFRICA 9.180% 9.200% 9.18% 10.27%
R208 REPUBLIC OF SOUTH
Feb 2023
AFRICA 7.730% 7.750% 7.70% 8.65%
ES23 ESKOM HOLDINGSAprLIMITED
2026 9.575% 9.595% 9.30% 10.09%
DV23 DEVELOPMENT DecBANK
2026
OF SOUTHERN
8.410% AFRICA 8.430% 8.31% 9.00%
R2023 REPUBLIC OF SOUTH
Jan 2030
AFRICA 9.000% 9.020% 8.70% 9.47%
ES26 ESKOM HOLDINGSFebLIMITED
2031 9.095% 9.115% 8.74% 9.55%
R186 REPUBLIC OF SOUTH
Mar 2032
AFRICA 9.230% 9.250% 8.84% 9.66%
R2030 REPUBLIC OF SOUTH
Sep 2033
AFRICA 10.655% 10.670% 10.05% 11.01%
R213 REPUBLIC OF SOUTH
Feb 2035
AFRICA 9.485% 9.500% 9.04% 9.83%
R2032 REPUBLIC OF SOUTH
Mar 2036
AFRICA 9.450% 9.465% 9.03% 9.80%
ES33 ESKOM HOLDINGSJanLIMITED
2037 9.600% 9.605% 9.12% 9.91%
R209 REPUBLIC OF SOUTH
Jan 2040
AFRICA 9.725% 9.740% 9.14% 10.00%
R2037 REPUBLIC OF SOUTH
Feb 2041
AFRICA 9.625% 9.640% 9.10% 9.92%
R214 REPUBLIC OF SOUTH
Apr 2042
AFRICA 10.925% 10.940% 10.18% 11.18%
R2044 REPUBLIC OF SOUTH
Jan 2044
AFRICA 9.745% 9.760% 9.17% 10.03%
R2048 REPUBLIC OF SOUTH
Feb 2048
AFRICA 9.715% 9.730% 9.16% 9.99%

Other Rates

Code Description Rate Previous YTD Low YTD High

SAFEX SAFEX Overnight Deposit Rate6.560% 6.560% 6.50% 6.83%
JIBAR1 JIBAR 1 Month 6.817% 6.817% 6.82% 7.12%
JIBAR3 JIBAR 3 Month 7.042% 7.042% 7.04% 7.38%
JIBAR6 JIBAR 6 Month 7.333% 7.333% 7.33% 8.00%
RSA 2 year retail bond 7.50% 0 0 0
RSA 3 year retail bond 7.75% 0 0 0
RSA 5 year retail bond 8.25% 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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