Markets and Commodity figures

19 November 2017

Total Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Deals Nominal Consideration Deals Nominal Consideration
Current Day 1 398 48.55 bn Rbn 47.85 155 21.80 bn Rbn 21.24
Week to Date 6 800 202.69 bn Rbn 202.54 1 606 197.43 bn Rbn 191.55
Month to Date 18 667 523.57 bn Rbn 527.05 3 978 509.36 bn Rbn 485.33
Year to Date 263 161 6 985.88 bn Rbn 7 301.52 70 752 8 699.82 bn Rbn 8 468.77

Foreign Client Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Party Deals Nominal Consideration Deals Nominal Consideration
Buy 320 7.22 bn Rbn 7.02 12 0.94 bn Rbn 0.77
Current Day Sell 113 9.31 bn Rbn 9.02 15 6.75 bn Rbn 7.39
Net 207 -2.09 bn Rbn -2.00 -3 -5.81 bn Rbn -6.62
Buy 733 32.50 bn Rbn 31.78 136 13.38 bn Rbn 12.01
Week to Date Sell 481 31.51 bn Rbn 31.05 86 35.81 bn Rbn 38.32
Net 252 0.99 bn Rbn 0.73 50 -22.44 bn Rbn -26.31
Buy 1 562 68.80 bn Rbn 68.64 398 39.37 bn Rbn 35.23
Month to Date Sell 1 156 73.27 bn Rbn 73.85 195 78.01 bn Rbn 83.22
Net 406 -4.47 bn Rbn -5.21 203 -38.63 bn Rbn -47.99
Buy 21 463 935.89 bn Rbn 964.86 5 298 469.32 bn Rbn 441.57
Year to Date Sell 17 454 879.87 bn Rbn 911.46 2 627 591.54 bn Rbn 613.44
Net 4 009 56.02 bn Rbn 53.40 2 671 -122.23 bn Rbn -171.87

Index Levels

Code Index Yield Index Previous Return MTD Return YTD

ALBI20 9.446%
All Bond Index Top 554.615
20 Composite 554.115 -1.31% 3.96%
GOVI 9.444%Split - 552.969
ALBI20 Issuer Class GOVI 552.431 -1.32% 4.06%
OTHI 9.453%
ALBI20 Issuer Class Split - 564.651
OTHI 564.274 -1.29% 3.71%
CILI15 2.853%
Composite Inflation 241.934
Linked Index Top 15 243.687 -2.69% -1.52%
ICOR 3.781%
CILI15 Issuer Class 263.696
Split - ICOR 264.498 -1.01% 6.06%
IGOV 2.811%
CILI15 Issuer Class 240.807
Split - IGOV 242.614 -2.78% -1.86%
ISOE 3.404%
CILI15 Issuer Class 243.859
Split - ISOE 244.443 -1.18% 3.28%
MMI JSE Money Market Index
0 229.800 229.750 0.33% 6.84%

ALBI Constituent Bonds

Bond Issuer Maturity MTM Previous YTD Low YTD High

R159 REPUBLIC OF SOUTH
Jan 2020
AFRICA 8.020% 8.040% 7.03% 8.19%
R203 REPUBLIC OF SOUTH
Feb 2020
AFRICA 9.120% 9.140% 8.33% 9.75%
ES18 ESKOM HOLDINGS
MarLIMITED
2021 8.270% 8.295% 7.25% 8.43%
R204 REPUBLIC OF SOUTH
Jan 2023
AFRICA 9.670% 9.700% 8.71% 9.83%
R207 REPUBLIC OF SOUTH
Feb 2023
AFRICA 9.880% 9.910% 9.13% 10.27%
R208 REPUBLIC OF SOUTH
Feb 2023
AFRICA 8.630% 8.660% 7.68% 8.79%
ES23 ESKOM HOLDINGSAprLIMITED
2026 10.510% 10.540% 9.30% 10.65%
DV23 DEVELOPMENT DecBANK
2026
OF SOUTHERN
9.320% AFRICA 9.350% 8.31% 9.47%
R2023 REPUBLIC OF SOUTH
Jan 2030
AFRICA 9.815% 9.835% 8.70% 9.92%
ES26 ESKOM HOLDINGSFebLIMITED
2031 9.890% 9.910% 8.74% 10.01%
R186 REPUBLIC OF SOUTH
Mar 2032
AFRICA 10.005% 10.025% 8.84% 10.12%
R2030 REPUBLIC OF SOUTH
Sep 2033
AFRICA 11.370% 11.380% 10.05% 11.42%
R213 REPUBLIC OF SOUTH
Feb 2035
AFRICA 10.210% 10.220% 9.04% 10.26%
R2032 REPUBLIC OF SOUTH
Mar 2036
AFRICA 10.130% 10.140% 9.03% 10.19%
ES33 ESKOM HOLDINGSJanLIMITED
2037 10.290% 10.285% 9.12% 10.32%
R209 REPUBLIC OF SOUTH
Jan 2040
AFRICA 10.385% 10.380% 9.14% 10.41%
R2037 REPUBLIC OF SOUTH
Feb 2041
AFRICA 10.295% 10.290% 9.10% 10.32%
R214 REPUBLIC OF SOUTH
Apr 2042
AFRICA 11.605% 11.600% 10.18% 11.63%
R2044 REPUBLIC OF SOUTH
Jan 2044
AFRICA 10.415% 10.405% 9.17% 10.43%
R2048 REPUBLIC OF SOUTH
Feb 2048
AFRICA 10.370% 10.360% 9.16% 10.38%

Other Rates

Code Description Rate Previous YTD Low YTD High

SAFEX SAFEX Overnight Deposit Rate6.560% 6.560% 6.50% 6.83%
JIBAR1 JIBAR 1 Month 6.842% 6.842% 6.79% 7.12%
JIBAR3 JIBAR 3 Month 7.075% 7.067% 6.98% 7.38%
JIBAR6 JIBAR 6 Month 7.658% 7.658% 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
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