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Markets and Commodity figures

05 September 2017

Total Market Turnover Statistics

Standard Turnover REPO 1 Turnover


Deals Nominal Consideration Deals Nominal Consideration
Current Day 1 127 32.42 bn Rbn 32.45 847 91.03 bn Rbn 88.07
Week to Date 1 841 46.92 bn Rbn 47.73 1 102 130.28 bn Rbn 126.51
Month to Date 2 980 80.92 bn Rbn 82.71 1 285 156.73 bn Rbn 153.02
Year to Date 188 791 4 950.62 bn Rbn 5 212.35 52 918 6 530.25 bn Rbn 6 378.87

Foreign Client Market Turnover Statistics

Standard Turnover REPO 1 Turnover


Party Deals Nominal Consideration Deals Nominal Consideration
Buy 91 4.57 bn Rbn 4.71 43 4.53 bn Rbn 4.41
Current Day Sell 63 3.27 bn Rbn 3.35 34 6.93 bn Rbn 6.73
Net 28 1.30 bn Rbn 1.36 9 -2.40 bn Rbn -2.32
Buy 147 6.04 bn Rbn 6.10 67 6.90 bn Rbn 6.74
Week to Date Sell 111 4.16 bn Rbn 4.32 50 10.82 bn Rbn 11.06
Net 36 1.88 bn Rbn 1.78 17 -3.91 bn Rbn -4.32
Buy 226 12.08 bn Rbn 12.56 87 9.68 bn Rbn 9.39
Month to Date Sell 191 8.39 bn Rbn 8.66 63 13.48 bn Rbn 13.52
Net 35 3.69 bn Rbn 3.90 24 -3.80 bn Rbn -4.13
Buy 15 744 674.89 bn Rbn 697.54 3 850 342.48 bn Rbn 325.81
Year to Date Sell 12 925 617.20 bn Rbn 643.76 1 726 331.79 bn Rbn 337.32
Net 2 819 57.69 bn Rbn 53.78 2 124 10.68 bn Rbn -11.51

Index Levels

Code Index Yield Index Previous Return MTD Return YTD


ALBI20 8.906%
All Bond Index Top 573.849
20 Composite 570.933 0.87% 7.57%
GOVI 8.816%Split - 572.663
ALBI20 Issuer Class GOVI 569.788 0.88% 7.76%
OTHI 9.145%
ALBI20 Issuer Class Split - 582.872
OTHI 579.818 0.86% 7.05%
CILI15 2.561%
Composite Inflation 247.833
Linked Index Top 15 247.799 0.15% 0.88%
ICOR 3.642%
CILI15 Issuer Class 263.157
Split - ICOR 263.219 0.00% 5.84%
IGOV 2.515%
CILI15 Issuer Class 246.988
Split - IGOV 246.950 0.15% 0.66%
ISOE 3.142%
CILI15 Issuer Class 245.277
Split - ISOE 245.320 -0.03% 3.88%
MMI JSE Money Market Index
0 226.664 226.615 0.10% 5.38%

ALBI Constituent Bonds

Bond Issuer Maturity MTM Previous YTD Low YTD High


R159 REPUBLIC OF SOUTH
Dec 2018
AFRICA 6.860% 6.925% 6.86% 7.97%
R203 REPUBLIC OF SOUTH
Jan 2020
AFRICA 7.110% 7.150% 7.11% 8.15%
ES18 ESKOM HOLDINGS
MarLIMITED
2021 7.310% 7.340% 7.31% 8.31%
R204 REPUBLIC OF SOUTH
Jan 2023
AFRICA 8.755% 8.785% 8.72% 9.46%
R207 REPUBLIC OF SOUTH
Feb 2023
AFRICA 9.225% 9.255% 9.23% 10.27%
R208 REPUBLIC OF SOUTH
Feb 2023
AFRICA 7.725% 7.755% 7.73% 8.65%
ES23 ESKOM HOLDINGSAprLIMITED
2026 9.615% 9.645% 9.30% 10.09%
DV23 DEVELOPMENT DecBANK
2026
OF SOUTHERN
8.450% AFRICA 8.480% 8.31% 9.00%
R2023 REPUBLIC OF SOUTH
Jan 2030
AFRICA 9.020% 9.050% 8.70% 9.47%
ES26 ESKOM HOLDINGSFebLIMITED
2031 9.125% 9.155% 8.74% 9.55%
R186 REPUBLIC OF SOUTH
Mar 2032
AFRICA 9.265% 9.295% 8.84% 9.66%
R2030 REPUBLIC OF SOUTH
Sep 2033
AFRICA 10.680% 10.730% 10.05% 11.01%
R213 REPUBLIC OF SOUTH
Feb 2035
AFRICA 9.500% 9.550% 9.04% 9.83%
R2032 REPUBLIC OF SOUTH
Mar 2036
AFRICA 9.475% 9.525% 9.03% 9.80%
ES33 ESKOM HOLDINGSJanLIMITED
2037 9.610% 9.660% 9.12% 9.91%
R209 REPUBLIC OF SOUTH
Jan 2040
AFRICA 9.725% 9.780% 9.14% 10.00%
R2037 REPUBLIC OF SOUTH
Feb 2041
AFRICA 9.630% 9.685% 9.10% 9.92%
R214 REPUBLIC OF SOUTH
Apr 2042
AFRICA 10.930% 10.985% 10.18% 11.18%
R2044 REPUBLIC OF SOUTH
Jan 2044
AFRICA 9.750% 9.800% 9.17% 10.03%
R2048 REPUBLIC OF SOUTH
Feb 2048
AFRICA 9.710% 9.765% 9.16% 9.99%

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 6.817% 6.817% 6.82% 7.12%
JIBAR3 JIBAR 3 Month 7.042% 7.042% 7.04% 7.38%
JIBAR6 JIBAR 6 Month 7.350% 7.358% 7.35% 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)
9.60
9.10
8.60
8.10
7.60
7.10 Zero
6.60 Par/Swap
6.10
5.60
5.10
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4.60
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Zero
Par/Swap