Markets and Commodity figures

23 May 2017

Total Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Deals Nominal Consideration Deals Nominal Consideration
Current Day 954 36.90 bn Rbn 39.63 769 84.54 bn Rbn 82.84
Week to Date 1 703 49.20 bn Rbn 52.45 933 121.15 bn Rbn 117.86
Month to Date 17 113 451.30 bn Rbn 481.69 4 561 730.84 bn Rbn 710.70
Year to Date 109 422 2 782.13 bn Rbn 2 961.81 29 336 3 672.84 bn Rbn 3 590.27

Foreign Client Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Party Deals Nominal Consideration Deals Nominal Consideration
Buy 123 6.72 bn Rbn 7.34 24 1.20 bn Rbn 1.21
Current Day Sell 89 3.33 bn Rbn 3.69 8 1.02 bn Rbn 1.06
Net 34 3.39 bn Rbn 3.65 16 0.19 bn Rbn 0.15
Buy 193 9.15 bn Rbn 10.03 45 4.05 bn Rbn 3.92
Week to Date Sell 129 4.48 bn Rbn 4.89 20 2.77 bn Rbn 2.88
Net 64 4.66 bn Rbn 5.15 25 1.28 bn Rbn 1.03
Buy 1 414 62.54 bn Rbn 66.21 281 27.46 bn Rbn 26.48
Month to Date Sell 1 030 54.54 bn Rbn 57.81 85 11.94 bn Rbn 12.34
Net 384 8.00 bn Rbn 8.40 196 15.52 bn Rbn 14.15
Buy 9 205 385.33 bn Rbn 402.97 1 981 189.02 bn Rbn 185.37
Year to Date Sell 7 282 341.61 bn Rbn 360.16 602 73.49 bn Rbn 74.16
Net 1 923 43.73 bn Rbn 42.81 1 379 115.53 bn Rbn 111.21

Index Levels

Code Index Yield Index Previous Return MTD Return YTD

ALBI20 8.876%
All Bond Index Top 561.346
20 Composite 559.279 1.21% 5.23%
GOVI 8.779%Split - 559.687
ALBI20 Issuer Class GOVI 557.650 1.22% 5.32%
OTHI 9.135%
ALBI20 Issuer Class Split - 571.532
OTHI 569.366 1.19% 4.97%
CILI15 2.411%
Composite Inflation 247.368
Linked Index Top 15 247.468 0.05% 0.70%
ICOR 3.593%
CILI15 Issuer Class 255.907
Split - ICOR 255.792 0.80% 2.93%
IGOV 2.362%
CILI15 Issuer Class 246.768
Split - IGOV 246.879 0.01% 0.57%
ISOE 3.012%
CILI15 Issuer Class 242.205
Split - ISOE 242.100 0.52% 2.58%
MMI JSE Money Market Index
0 221.668 221.623 0.52% 3.05%

ALBI Constituent Bonds

Bond Issuer Maturity MTM Previous YTD Low YTD High

R159 REPUBLIC OF SOUTH
Dec 2018
AFRICA 7.350% 7.375% 7.32% 7.97%
R203 REPUBLIC OF SOUTH
Jan 2020
AFRICA 7.390% 7.410% 7.38% 8.15%
ES18 ESKOM HOLDINGSAugLIMITED
2020 8.270% 8.290% 8.13% 8.88%
R204 REPUBLIC OF SOUTH
Mar 2021
AFRICA 7.520% 7.545% 7.52% 8.31%
R207 REPUBLIC OF SOUTH
Jan 2023
AFRICA 8.920% 8.950% 8.72% 9.46%
R208 REPUBLIC OF SOUTH
Feb 2023
AFRICA 7.970% 8.000% 7.88% 8.65%
ES23 ESKOM HOLDINGSAprLIMITED
2026 9.670% 9.720% 9.30% 10.09%
DV23 DEVELOPMENT DecBANK
2026
OF SOUTHERN
8.560% AFRICA 8.610% 8.31% 9.00%
R2023 REPUBLIC OF SOUTH
Jan 2030
AFRICA 9.030% 9.080% 8.70% 9.40%
ES26 ESKOM HOLDINGSFebLIMITED
2031 9.065% 9.115% 8.74% 9.44%
R186 REPUBLIC OF SOUTH
Mar 2032
AFRICA 9.185% 9.240% 8.84% 9.56%
R2030 REPUBLIC OF SOUTH
Sep 2033
AFRICA 10.525% 10.575% 10.05% 10.87%
R213 REPUBLIC OF SOUTH
Feb 2035
AFRICA 9.365% 9.415% 9.04% 9.73%
R2032 REPUBLIC OF SOUTH
Mar 2036
AFRICA 9.335% 9.385% 9.03% 9.74%
ES33 ESKOM HOLDINGSJanLIMITED
2037 9.460% 9.510% 9.12% 9.81%
R209 REPUBLIC OF SOUTH
Jan 2040
AFRICA 9.550% 9.600% 9.14% 9.86%
R2037 REPUBLIC OF SOUTH
Feb 2041
AFRICA 9.495% 9.545% 9.10% 9.82%
R214 REPUBLIC OF SOUTH
Apr 2042
AFRICA 10.755% 10.805% 10.18% 11.02%
R2044 REPUBLIC OF SOUTH
Jan 2044
AFRICA 9.615% 9.665% 9.17% 9.89%
R2048 REPUBLIC OF SOUTH
Feb 2048
AFRICA 9.590% 9.640% 9.16% 9.88%

Other Rates

Code Description Rate Previous YTD Low YTD High

SAFEX SAFEX Overnight Deposit Rate6.800% 6.800% 6.77% 6.83%
JIBAR1 JIBAR 1 Month 7.117% 7.117% 7.08% 7.12%
JIBAR3 JIBAR 3 Month 7.342% 7.342% 7.33% 7.38%
JIBAR6 JIBAR 6 Month 7.883% 7.883% 7.88% 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
1.75%
bond 0 0 0
RSA 5 year inflation linked retail
2.00%
bond 0 0 0
RSA 10 year inflation linked retail
2.25%
bond 0 0 0
 Nominal Bond Curves (NACS)
9.60
9.10
8.60
8.10
7.60
7.10 Zero
6.60 Par/Swap
6.10
5.60
5.10
DATA DISCLAIMER

4.60
To the extent allowed by law, JSE Limited (the JSE) does not (expressly, tacitly or implicitly) guarantee or warrant the availability,
sequence,2015
accuracy, completeness, reliability or any other aspect
2020 2026 of any of the data 2031
(Data), or that any Data is up to date.
2037 2042 2048 2053 2059
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.
Zero
Par/Swap