Markets and Commodity figures

21 May 2018

Total Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Deals Nominal Consideration Deals Nominal Consideration
Current Day 1 428 46.82 bn Rbn 50.14 289 46.92 bn Rbn 45.08
Week to Date 1 428 46.82 bn Rbn 50.14 289 46.92 bn Rbn 45.08
Month to Date 19 059 604.66 bn Rbn 642.63 3 980 514.60 bn Rbn 509.62
Year to Date 119 336 3 758.53 bn Rbn 3 937.17 29 024 3 710.20 bn Rbn 3 768.18

Foreign Client Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Party Deals Nominal Consideration Deals Nominal Consideration
Buy 55 2.57 bn Rbn 2.96 18 2.17 bn Rbn 1.99
Current Day Sell 76 6.29 bn Rbn 6.45 22 5.02 bn Rbn 4.57
Net -21 -3.72 bn Rbn -3.49 -4 -2.85 bn Rbn -2.58
Buy 55 2.57 bn Rbn 2.96 18 2.17 bn Rbn 1.99
Week to Date Sell 76 6.29 bn Rbn 6.45 22 5.02 bn Rbn 4.57
Net -21 -3.72 bn Rbn -3.49 -4 -2.85 bn Rbn -2.58
Buy 1 280 67.11 bn Rbn 70.59 187 20.97 bn Rbn 19.58
Month to Date Sell 1 401 92.58 bn Rbn 98.20 280 54.12 bn Rbn 54.07
Net -121 -25.47 bn Rbn -27.60 -93 -33.15 bn Rbn -34.49
Buy 8 285 466.46 bn Rbn 488.65 1 373 160.96 bn Rbn 153.51
Year to Date Sell 7 772 472.67 bn Rbn 498.95 1 917 560.71 bn Rbn 604.56
Net 513 -6.21 bn Rbn -10.31 -544 -399.74 bn Rbn -451.04

Index Levels

Code Index Yield Index Previous Return MTD Return YTD

ALBI20 8.988%
All Bond Index Top 611.507
20 Composite 613.058 -3.07% 4.00%
GOVI 9.041%Split - 607.281
ALBI20 Issuer Class GOVI 608.948 -3.21% 3.52%
OTHI 8.830%
ALBI20 Issuer Class Split - 629.255
OTHI 630.457 -2.64% 5.34%
CILI15 2.600%
Composite Inflation 255.789
Linked Index Top 15 256.122 -0.12% 1.21%
ICOR 3.487%
CILI15 Issuer Class 281.623
Split - ICOR 281.926 0.27% 3.98%
IGOV 2.559%
CILI15 Issuer Class 254.587
Split - IGOV 254.927 -0.14% 1.11%
ISOE 3.235%
CILI15 Issuer Class 255.962
Split - ISOE 255.877 0.43% 2.15%
MMI JSE Money Market Index
0 238.542 238.414 0.40% 2.91%

ALBI Constituent Bonds

Bond Issuer Maturity MTM Previous YTD Low YTD High

R159 REPUBLIC OF SOUTH
Jan 2020
AFRICA 7.420% 7.390% 6.58% 7.42%
R203 REPUBLIC OF SOUTH
Feb 2020
AFRICA 8.545% 8.630% 7.69% 8.63%
ES18 ESKOM HOLDINGS
MarLIMITED
2021 7.660% 7.630% 6.87% 7.66%
R204 REPUBLIC OF SOUTH
Jan 2023
AFRICA 9.175% 9.125% 8.35% 9.18%
R207 REPUBLIC OF SOUTH
Feb 2023
AFRICA 9.400% 9.310% 8.57% 9.40%
R208 REPUBLIC OF SOUTH
Feb 2023
AFRICA 8.035% 7.985% 7.24% 8.04%
ES23 ESKOM HOLDINGSAprLIMITED
2026 9.945% 9.890% 9.17% 9.95%
DV23 DEVELOPMENT DecBANK
2026
OF SOUTHERN
8.665% AFRICA 8.610% 7.88% 8.67%
R2023 REPUBLIC OF SOUTH
Jan 2030
AFRICA 9.075% 9.030% 8.28% 9.19%
ES26 ESKOM HOLDINGSFebLIMITED
2031 9.155% 9.110% 8.36% 9.25%
R186 REPUBLIC OF SOUTH
Mar 2032
AFRICA 9.250% 9.205% 8.46% 9.39%
R2030 REPUBLIC OF SOUTH
Sep 2033
AFRICA 10.710% 10.675% 9.96% 10.76%
R213 REPUBLIC OF SOUTH
Feb 2035
AFRICA 9.365% 9.335% 8.61% 9.58%
R2032 REPUBLIC OF SOUTH
Mar 2036
AFRICA 9.380% 9.345% 8.62% 9.52%
ES33 ESKOM HOLDINGSJanLIMITED
2037 9.450% 9.415% 8.69% 9.68%
R209 REPUBLIC OF SOUTH
Jan 2040
AFRICA 9.525% 9.495% 8.76% 9.77%
R2037 REPUBLIC OF SOUTH
Feb 2041
AFRICA 9.520% 9.490% 8.73% 9.74%
R214 REPUBLIC OF SOUTH
Apr 2042
AFRICA 10.910% 10.880% 10.13% 11.05%
R2044 REPUBLIC OF SOUTH
Jan 2044
AFRICA 9.565% 9.535% 8.80% 9.82%
R2048 REPUBLIC OF SOUTH
Feb 2048
AFRICA 9.540% 9.510% 8.76% 9.77%

Other Rates

Code Description Rate Previous YTD Low YTD High

SAFEX SAFEX Overnight Deposit Rate6.320% 6.320% 6.31% 6.56%
JIBAR1 JIBAR 1 Month 6.675% 6.675% 6.63% 6.92%
JIBAR3 JIBAR 3 Month 6.900% 6.900% 6.87% 7.16%
JIBAR6 JIBAR 6 Month 7.408% 7.400% 7.38% 7.60%
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
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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