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Markets and Commodity figures

26 March 2018

Total Market Turnover Statistics

Standard Turnover REPO 1 Turnover


Deals Nominal Consideration Deals Nominal Consideration
Current Day 1 392 41.43 bn Rbn 44.98 210 35.15 bn Rbn 36.50
Week to Date 1 392 41.43 bn Rbn 44.98 210 35.15 bn Rbn 36.50
Month to Date 22 134 587.58 bn Rbn 618.02 4 585 652.88 bn Rbn 670.95
Year to Date 73 922 2 481.29 bn Rbn 2 576.29 18 635 2 304.30 bn Rbn 2 338.78

Foreign Client Market Turnover Statistics

Standard Turnover REPO 1 Turnover


Party Deals Nominal Consideration Deals Nominal Consideration
Buy 114 5.42 bn Rbn 5.67 12 2.11 bn Rbn 2.05
Current Day Sell 85 6.13 bn Rbn 6.80 18 5.06 bn Rbn 5.44
Net 29 -0.71 bn Rbn -1.13 -6 -2.94 bn Rbn -3.39
Buy 114 5.42 bn Rbn 5.67 12 2.11 bn Rbn 2.05
Week to Date Sell 85 6.13 bn Rbn 6.80 18 5.06 bn Rbn 5.44
Net 29 -0.71 bn Rbn -1.13 -6 -2.94 bn Rbn -3.39
Buy 1 454 80.91 bn Rbn 84.49 250 36.45 bn Rbn 34.44
Month to Date Sell 1 162 69.11 bn Rbn 74.31 360 112.52 bn Rbn 124.11
Net 292 11.80 bn Rbn 10.19 -110 -76.07 bn Rbn -89.67
Buy 5 341 315.49 bn Rbn 328.65 909 99.28 bn Rbn 94.61
Year to Date Sell 4 839 297.11 bn Rbn 311.89 1 134 350.69 bn Rbn 382.93
Net 502 18.38 bn Rbn 16.76 -225 -251.41 bn Rbn -288.33

Index Levels

Code Index Yield Index Previous Return MTD Return YTD


ALBI20 8.456%
All Bond Index Top 639.351
20 Composite 634.742 2.72% 8.74%
GOVI 8.341%Split - 635.473
ALBI20 Issuer Class GOVI 631.181 2.55% 8.33%
OTHI 8.756%
ALBI20 Issuer Class Split - 656.001
OTHI 650.491 3.16% 9.82%
CILI15 2.303%
Composite Inflation 260.699
Linked Index Top 15 260.361 3.43% 3.16%
ICOR 3.036%
CILI15 Issuer Class 281.766
Split - ICOR 281.592 1.73% 4.03%
IGOV 2.270%
CILI15 Issuer Class 259.630
Split - IGOV 259.283 3.52% 3.12%
ISOE 2.768%
CILI15 Issuer Class 259.684
Split - ISOE 259.547 1.86% 3.64%
MMI JSE Money Market Index
0 235.897 235.746 0.53% 1.77%

ALBI Constituent Bonds

Bond Issuer Maturity MTM Previous YTD Low YTD High


R159 REPUBLIC OF SOUTH
Jan 2020
AFRICA 6.635% 6.670% 6.58% 7.31%
R203 REPUBLIC OF SOUTH
Feb 2020
AFRICA 7.875% 7.910% 7.69% 8.40%
ES18 ESKOM HOLDINGS
MarLIMITED
2021 6.885% 6.950% 6.88% 7.59%
R204 REPUBLIC OF SOUTH
Jan 2023
AFRICA 8.365% 8.440% 8.37% 8.98%
R207 REPUBLIC OF SOUTH
Feb 2023
AFRICA 8.605% 8.630% 8.57% 9.19%
R208 REPUBLIC OF SOUTH
Feb 2023
AFRICA 7.255% 7.330% 7.26% 7.94%
ES23 ESKOM HOLDINGSAprLIMITED
2026 9.190% 9.270% 9.19% 9.85%
DV23 DEVELOPMENT DecBANK
2026
OF SOUTHERN
7.900% AFRICA 7.980% 7.90% 8.64%
R2023 REPUBLIC OF SOUTH
Jan 2030
AFRICA 8.300% 8.390% 8.30% 9.19%
ES26 ESKOM HOLDINGSFebLIMITED
2031 8.375% 8.465% 8.38% 9.25%
R186 REPUBLIC OF SOUTH
Mar 2032
AFRICA 8.480% 8.570% 8.48% 9.39%
R2030 REPUBLIC OF SOUTH
Sep 2033
AFRICA 9.960% 10.060% 9.96% 10.76%
R213 REPUBLIC OF SOUTH
Feb 2035
AFRICA 8.615% 8.710% 8.62% 9.58%
R2032 REPUBLIC OF SOUTH
Mar 2036
AFRICA 8.620% 8.720% 8.62% 9.52%
ES33 ESKOM HOLDINGSJanLIMITED
2037 8.695% 8.795% 8.70% 9.68%
R209 REPUBLIC OF SOUTH
Jan 2040
AFRICA 8.760% 8.860% 8.76% 9.77%
R2037 REPUBLIC OF SOUTH
Feb 2041
AFRICA 8.735% 8.835% 8.74% 9.74%
R214 REPUBLIC OF SOUTH
Apr 2042
AFRICA 10.130% 10.230% 10.13% 11.05%
R2044 REPUBLIC OF SOUTH
Jan 2044
AFRICA 8.805% 8.900% 8.81% 9.82%
R2048 REPUBLIC OF SOUTH
Feb 2048
AFRICA 8.765% 8.865% 8.77% 9.77%

Other Rates

Code Description Rate Previous YTD Low YTD High


SAFEX SAFEX Overnight Deposit Rate6.560% 6.550% 6.50% 6.56%
JIBAR1 JIBAR 1 Month 6.900% 6.900% 6.89% 6.92%
JIBAR3 JIBAR 3 Month 7.125% 7.125% 7.13% 7.16%
JIBAR6 JIBAR 6 Month 7.500% 7.533% 7.50% 7.60%
RSA 2 year retail bond 7.00% 0 0 0
RSA 3 year retail bond 7.25% 0 0 0
RSA 5 year retail bond 8.00% 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
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