Markets and Commodity figures

11 December 2017

Total Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Deals Nominal Consideration Deals Nominal Consideration
Current Day 1 089 23.49 bn Rbn 23.66 141 31.41 bn Rbn 30.43
Week to Date 1 089 23.49 bn Rbn 23.66 141 31.41 bn Rbn 30.43
Month to Date 7 995 199.15 bn Rbn 205.95 1 479 234.55 bn Rbn 227.92
Year to Date 282 181 7 583.37 bn Rbn 7 905.14 74 819 9 278.05 bn Rbn 9 027.54

Foreign Client Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Party Deals Nominal Consideration Deals Nominal Consideration
Buy 67 2.62 bn Rbn 2.66 12 0.40 bn Rbn 0.38
Current Day Sell 57 4.16 bn Rbn 4.16 7 5.09 bn Rbn 5.41
Net 10 -1.55 bn Rbn -1.50 5 -4.69 bn Rbn -5.03
Buy 67 2.62 bn Rbn 2.66 12 0.40 bn Rbn 0.38
Week to Date Sell 57 4.16 bn Rbn 4.16 7 5.09 bn Rbn 5.41
Net 10 -1.55 bn Rbn -1.50 5 -4.69 bn Rbn -5.03
Buy 759 30.29 bn Rbn 30.03 154 12.12 bn Rbn 11.01
Month to Date Sell 682 34.44 bn Rbn 34.36 82 47.88 bn Rbn 52.34
Net 77 -4.15 bn Rbn -4.33 72 -35.76 bn Rbn -41.33
Buy 23 200 1 026.04 bn Rbn 1 053.87 5 667 502.95 bn Rbn 471.79
Year to Date Sell 19 072 976.91 bn Rbn 1 008.56 2 838 699.33 bn Rbn 730.73
Net 4 128 49.13 bn Rbn 45.31 2 829 -196.38 bn Rbn -258.94

Index Levels

Code Index Yield Index Previous Return MTD Return YTD

ALBI20 9.332%
All Bond Index Top 564.810
20 Composite 563.216 1.49% 5.88%
GOVI 9.331%Split - 563.005
ALBI20 Issuer Class GOVI 561.440 1.49% 5.95%
OTHI 9.335%
ALBI20 Issuer Class Split - 575.453
OTHI 573.750 1.50% 5.69%
CILI15 2.801%
Composite Inflation 244.072
Linked Index Top 15 243.937 1.35% -0.65%
ICOR 3.715%
CILI15 Issuer Class 265.924
Split - ICOR 265.934 0.73% 6.96%
IGOV 2.760%
CILI15 Issuer Class 242.939
Split - IGOV 242.795 1.38% -0.99%
ISOE 3.338%
CILI15 Issuer Class 245.947
Split - ISOE 246.015 0.83% 4.17%
MMI JSE Money Market Index
0 230.884 230.748 0.22% 7.34%

ALBI Constituent Bonds

Bond Issuer Maturity MTM Previous YTD Low YTD High

R159 REPUBLIC OF SOUTH
Jan 2020
AFRICA 8.065% 8.100% 7.03% 8.19%
R203 REPUBLIC OF SOUTH
Feb 2020
AFRICA 9.155% 9.190% 8.33% 9.75%
ES18 ESKOM HOLDINGS
MarLIMITED
2021 8.315% 8.350% 7.25% 8.43%
R204 REPUBLIC OF SOUTH
Jan 2023
AFRICA 9.650% 9.680% 8.71% 9.83%
R207 REPUBLIC OF SOUTH
Feb 2023
AFRICA 9.860% 9.890% 9.13% 10.27%
R208 REPUBLIC OF SOUTH
Feb 2023
AFRICA 8.610% 8.640% 7.68% 8.79%
ES23 ESKOM HOLDINGSAprLIMITED
2026 10.405% 10.440% 9.30% 10.65%
DV23 DEVELOPMENT DecBANK
2026
OF SOUTHERN
9.215% AFRICA 9.250% 8.31% 9.47%
R2023 REPUBLIC OF SOUTH
Jan 2030
AFRICA 9.675% 9.705% 8.70% 9.95%
ES26 ESKOM HOLDINGSFebLIMITED
2031 9.740% 9.775% 8.74% 10.02%
R186 REPUBLIC OF SOUTH
Mar 2032
AFRICA 9.850% 9.885% 8.84% 10.14%
R2030 REPUBLIC OF SOUTH
Sep 2033
AFRICA 11.145% 11.185% 10.05% 11.49%
R213 REPUBLIC OF SOUTH
Feb 2035
AFRICA 9.970% 10.010% 9.04% 10.33%
R2032 REPUBLIC OF SOUTH
Mar 2036
AFRICA 9.905% 9.945% 9.03% 10.25%
ES33 ESKOM HOLDINGSJanLIMITED
2037 10.060% 10.100% 9.12% 10.41%
R209 REPUBLIC OF SOUTH
Jan 2040
AFRICA 10.150% 10.195% 9.14% 10.51%
R2037 REPUBLIC OF SOUTH
Feb 2041
AFRICA 10.085% 10.125% 9.10% 10.43%
R214 REPUBLIC OF SOUTH
Apr 2042
AFRICA 11.395% 11.435% 10.18% 11.74%
R2044 REPUBLIC OF SOUTH
Jan 2044
AFRICA 10.200% 10.240% 9.17% 10.55%
R2048 REPUBLIC OF SOUTH
Feb 2048
AFRICA 10.150% 10.185% 9.16% 10.50%

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 6.875% 6.867% 6.79% 7.12%
JIBAR3 JIBAR 3 Month 7.125% 7.125% 6.98% 7.38%
JIBAR6 JIBAR 6 Month 7.733% 7.733% 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
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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