Markets and Commodity figures

06 March 2018

Total Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Deals Nominal Consideration Deals Nominal Consideration
Current Day 1 543 58.41 bn Rbn 61.42 773 86.31 bn Rbn 86.75
Week to Date 2 475 82.50 bn Rbn 87.40 1 136 142.39 bn Rbn 143.78
Month to Date 5 208 148.24 bn Rbn 156.22 1 474 194.49 bn Rbn 197.32
Year to Date 56 996 2 041.95 bn Rbn 2 114.49 15 524 1 845.92 bn Rbn 1 865.15

Foreign Client Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Party Deals Nominal Consideration Deals Nominal Consideration
Buy 124 10.69 bn Rbn 11.17 29 7.53 bn Rbn 7.13
Current Day Sell 91 6.84 bn Rbn 7.34 43 12.12 bn Rbn 13.25
Net 33 3.85 bn Rbn 3.83 -14 -4.59 bn Rbn -6.12
Buy 209 14.54 bn Rbn 15.24 48 11.05 bn Rbn 10.52
Week to Date Sell 142 8.90 bn Rbn 9.55 71 21.96 bn Rbn 24.39
Net 67 5.64 bn Rbn 5.69 -23 -10.91 bn Rbn -13.87
Buy 390 22.77 bn Rbn 23.86 78 14.80 bn Rbn 14.10
Month to Date Sell 276 16.34 bn Rbn 17.42 96 28.39 bn Rbn 31.58
Net 114 6.44 bn Rbn 6.44 -18 -13.59 bn Rbn -17.48
Buy 4 277 257.35 bn Rbn 268.02 737 77.64 bn Rbn 74.27
Year to Date Sell 3 953 244.34 bn Rbn 255.01 870 266.56 bn Rbn 290.40
Net 324 13.01 bn Rbn 13.01 -133 -188.92 bn Rbn -216.14

Index Levels

Code Index Yield Index Previous Return MTD Return YTD

ALBI20 8.620%
All Bond Index Top 624.481
20 Composite 617.834 0.33% 6.21%
GOVI 8.489%Split - 621.783
ALBI20 Issuer Class GOVI 615.607 0.34% 6.00%
OTHI 8.965%
ALBI20 Issuer Class Split - 637.800
OTHI 629.818 0.30% 6.77%
CILI15 2.589%
Composite Inflation 250.415
Linked Index Top 15 250.317 -0.65% -0.91%
ICOR 3.249%
CILI15 Issuer Class 276.970
Split - ICOR 276.797 0.00% 2.26%
IGOV 2.559%
CILI15 Issuer Class 249.080
Split - IGOV 248.987 -0.68% -1.07%
ISOE 2.984%
CILI15 Issuer Class 254.854
Split - ISOE 254.621 -0.03% 1.71%
MMI JSE Money Market Index
0 234.945 234.896 0.12% 1.36%

ALBI Constituent Bonds

Bond Issuer Maturity MTM Previous YTD Low YTD High

R159 REPUBLIC OF SOUTH
Jan 2020
AFRICA 6.675% 6.760% 6.58% 7.31%
R203 REPUBLIC OF SOUTH
Feb 2020
AFRICA 7.905% 7.990% 7.69% 8.40%
ES18 ESKOM HOLDINGS
MarLIMITED
2021 6.990% 7.090% 6.88% 7.59%
R204 REPUBLIC OF SOUTH
Jan 2023
AFRICA 8.545% 8.650% 8.43% 8.98%
R207 REPUBLIC OF SOUTH
Feb 2023
AFRICA 8.685% 8.790% 8.57% 9.19%
R208 REPUBLIC OF SOUTH
Feb 2023
AFRICA 7.435% 7.540% 7.32% 7.94%
ES23 ESKOM HOLDINGSAprLIMITED
2026 9.370% 9.480% 9.26% 9.85%
DV23 DEVELOPMENT DecBANK
2026
OF SOUTHERN
8.080% AFRICA 8.190% 7.97% 8.64%
R2023 REPUBLIC OF SOUTH
Jan 2030
AFRICA 8.525% 8.650% 8.40% 9.19%
ES26 ESKOM HOLDINGSFebLIMITED
2031 8.615% 8.745% 8.48% 9.25%
R186 REPUBLIC OF SOUTH
Mar 2032
AFRICA 8.735% 8.860% 8.61% 9.39%
R2030 REPUBLIC OF SOUTH
Sep 2033
AFRICA 10.290% 10.440% 10.14% 10.76%
R213 REPUBLIC OF SOUTH
Feb 2035
AFRICA 8.895% 9.040% 8.75% 9.58%
R2032 REPUBLIC OF SOUTH
Mar 2036
AFRICA 8.890% 9.040% 8.74% 9.52%
ES33 ESKOM HOLDINGSJanLIMITED
2037 8.990% 9.135% 8.84% 9.68%
R209 REPUBLIC OF SOUTH
Jan 2040
AFRICA 9.035% 9.190% 8.89% 9.77%
R2037 REPUBLIC OF SOUTH
Feb 2041
AFRICA 9.010% 9.170% 8.87% 9.74%
R214 REPUBLIC OF SOUTH
Apr 2042
AFRICA 10.420% 10.580% 10.28% 11.05%
R2044 REPUBLIC OF SOUTH
Jan 2044
AFRICA 9.080% 9.240% 8.91% 9.82%
R2048 REPUBLIC OF SOUTH
Feb 2048
AFRICA 9.050% 9.210% 8.89% 9.77%

Other Rates

Code Description Rate Previous YTD Low YTD High

SAFEX SAFEX Overnight Deposit Rate6.550% 6.560% 6.50% 6.56%
JIBAR1 JIBAR 1 Month 6.892% 6.892% 6.89% 6.92%
JIBAR3 JIBAR 3 Month 7.125% 7.125% 7.13% 7.16%
JIBAR6 JIBAR 6 Month 7.542% 7.542% 7.53% 7.60%
RSA 2 year retail bond 7.00% 0 0 0
RSA 3 year retail bond 7.25% 0 0 0
RSA 5 year retail bond 8.00% 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)
9.60
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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Zero
Par/Swap