Markets and Commodity figures

14 December 2017

Total Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Deals Nominal Consideration Deals Nominal Consideration
Current Day 900 27.07 bn Rbn 27.14 99 21.32 bn Rbn 22.51
Week to Date 3 602 89.40 bn Rbn 88.20 1 047 148.93 bn Rbn 144.46
Month to Date 10 518 265.08 bn Rbn 270.51 2 385 352.07 bn Rbn 341.94
Year to Date 284 704 7 649.29 bn Rbn 7 969.70 75 725 9 395.58 bn Rbn 9 141.57

Foreign Client Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Party Deals Nominal Consideration Deals Nominal Consideration
Buy 67 3.20 bn Rbn 3.18 23 1.37 bn Rbn 1.31
Current Day Sell 72 3.76 bn Rbn 3.69 11 4.55 bn Rbn 4.81
Net -5 -0.56 bn Rbn -0.52 12 -3.18 bn Rbn -3.51
Buy 244 10.29 bn Rbn 10.25 96 6.94 bn Rbn 6.49
Week to Date Sell 248 12.68 bn Rbn 12.51 54 24.24 bn Rbn 25.49
Net -4 -2.39 bn Rbn -2.25 42 -17.30 bn Rbn -19.00
Buy 938 38.01 bn Rbn 37.68 238 18.65 bn Rbn 17.13
Month to Date Sell 871 42.90 bn Rbn 42.65 129 67.03 bn Rbn 72.42
Net 67 -4.89 bn Rbn -4.97 109 -48.38 bn Rbn -55.29
Buy 23 379 1 033.77 bn Rbn 1 061.52 5 751 509.48 bn Rbn 477.90
Year to Date Sell 19 261 985.37 bn Rbn 1 016.85 2 885 718.47 bn Rbn 750.81
Net 4 118 48.40 bn Rbn 44.67 2 866 -208.99 bn Rbn -272.91

Index Levels

Code Index Yield Index Previous Return MTD Return YTD

ALBI20 9.336%
All Bond Index Top 564.942
20 Composite 565.102 1.52% 5.90%
GOVI 9.336%Split - 563.093
ALBI20 Issuer Class GOVI 563.301 1.51% 5.96%
OTHI 9.337%
ALBI20 Issuer Class Split - 575.728
OTHI 575.734 1.55% 5.74%
CILI15 2.773%
Composite Inflation 244.964
Linked Index Top 15 244.865 1.72% -0.28%
ICOR 3.692%
CILI15 Issuer Class 266.447
Split - ICOR 266.379 0.92% 7.17%
IGOV 2.732%
CILI15 Issuer Class 243.851
Split - IGOV 243.752 1.76% -0.62%
ISOE 3.320%
CILI15 Issuer Class 246.361
Split - ISOE 246.300 1.00% 4.34%
MMI JSE Money Market Index
0 231.022 230.976 0.28% 7.40%

ALBI Constituent Bonds

Bond Issuer Maturity MTM Previous YTD Low YTD High

R159 REPUBLIC OF SOUTH
Jan 2020
AFRICA 8.050% 8.065% 7.03% 8.19%
R203 REPUBLIC OF SOUTH
Feb 2020
AFRICA 9.140% 9.155% 8.33% 9.75%
ES18 ESKOM HOLDINGS
MarLIMITED
2021 8.295% 8.305% 7.25% 8.43%
R204 REPUBLIC OF SOUTH
Jan 2023
AFRICA 9.655% 9.640% 8.71% 9.83%
R207 REPUBLIC OF SOUTH
Feb 2023
AFRICA 9.865% 9.850% 9.13% 10.27%
R208 REPUBLIC OF SOUTH
Feb 2023
AFRICA 8.615% 8.600% 7.68% 8.79%
ES23 ESKOM HOLDINGSAprLIMITED
2026 10.420% 10.410% 9.30% 10.65%
DV23 DEVELOPMENT DecBANK
2026
OF SOUTHERN
9.230% AFRICA 9.220% 8.31% 9.47%
R2023 REPUBLIC OF SOUTH
Jan 2030
AFRICA 9.700% 9.685% 8.70% 9.95%
ES26 ESKOM HOLDINGSFebLIMITED
2031 9.755% 9.745% 8.74% 10.02%
R186 REPUBLIC OF SOUTH
Mar 2032
AFRICA 9.865% 9.855% 8.84% 10.14%
R2030 REPUBLIC OF SOUTH
Sep 2033
AFRICA 11.160% 11.150% 10.05% 11.49%
R213 REPUBLIC OF SOUTH
Feb 2035
AFRICA 9.980% 9.975% 9.04% 10.33%
R2032 REPUBLIC OF SOUTH
Mar 2036
AFRICA 9.920% 9.910% 9.03% 10.25%
ES33 ESKOM HOLDINGSJanLIMITED
2037 10.070% 10.060% 9.12% 10.41%
R209 REPUBLIC OF SOUTH
Jan 2040
AFRICA 10.150% 10.150% 9.14% 10.51%
R2037 REPUBLIC OF SOUTH
Feb 2041
AFRICA 10.090% 10.085% 9.10% 10.43%
R214 REPUBLIC OF SOUTH
Apr 2042
AFRICA 11.400% 11.395% 10.18% 11.74%
R2044 REPUBLIC OF SOUTH
Jan 2044
AFRICA 10.195% 10.190% 9.17% 10.55%
R2048 REPUBLIC OF SOUTH
Feb 2048
AFRICA 10.145% 10.140% 9.16% 10.50%

Other Rates

Code Description Rate Previous YTD Low YTD High

SAFEX SAFEX Overnight Deposit Rate6.550% 6.550% 6.50% 6.83%
JIBAR1 JIBAR 1 Month 6.875% 6.875% 6.79% 7.12%
JIBAR3 JIBAR 3 Month 7.142% 7.133% 6.98% 7.38%
JIBAR6 JIBAR 6 Month 7.733% 7.733% 7.32% 8.00%
RSA 2 year retail bond 8.25% 0 0 0
RSA 3 year retail bond 8.50% 0 0 0
RSA 5 year retail bond 9.00% 0 0 0
RSA 3 year inflation linked retail
3.00%
bond 0 0 0
RSA 5 year inflation linked retail
3.25%
bond 0 0 0
RSA 10 year inflation linked retail
3.50%
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
DATA DISCLAIMER
To the extent allowed by law, JSE Limited (the JSE) does not (expressly, tacitly or implicitly) guarantee or warrant the availability,
sequence, accuracy, completeness, reliability or any other aspect of any of the data (Data), or that any Data is up to date.
To the extent allowed by law, neither the JSE nor any of its directors, officers, employees, contractors, agents or representatives are
liable in any way to the reader or to any other natural or juristic person (Person) for any loss or damage as a result of (i) the display
of any Data in this bulltetin, or (ii) any Data being unavailable in this bulletin at any time and for any reason, or (iii) any delay,
inaccuracy, error, or omission in relation to any Data, or (iv) any actions taken or not taken by or on behalf of any Person in reliance
on any Data. The JSE is entitled to terminate the production of any Data at any time, without notice and without liability to any Person.

These figures are supplied by parties external to Business Day. Business Day will not warrant the accuracy of the figures.