Markets and Commodity figures

05 February 2017

Total Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Deals Nominal Consideration Deals Nominal Consideration
Current Day 1 053 32.79 bn Rbn 34.46 234 34.74 bn Rbn 34.11
Week to Date 6 027 226.83 bn Rbn 238.52 1 747 191.65 bn Rbn 186.80
Month to Date 3 474 144.81 bn Rbn 152.83 700 86.00 bn Rbn 83.52
Year to Date 25 601 661.68 bn Rbn 702.49 6 922 676.70 bn Rbn 672.22

Foreign Client Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Party Deals Nominal Consideration Deals Nominal Consideration
Buy 110 3.58 bn Rbn 3.73 20 2.43 bn Rbn 2.41
Current Day Sell 102 4.18 bn Rbn 4.20 8 0.47 bn Rbn 0.44
Net 8 -0.59 bn Rbn -0.47 12 1.96 bn Rbn 1.98
Buy 557 21.28 bn Rbn 21.38 105 8.02 bn Rbn 7.99
Week to Date Sell 471 24.61 bn Rbn 25.10 44 4.50 bn Rbn 4.45
Net 86 -3.33 bn Rbn -3.71 61 3.52 bn Rbn 3.53
Buy 305 12.04 bn Rbn 12.21 71 5.87 bn Rbn 5.82
Month to Date Sell 255 13.09 bn Rbn 13.32 21 1.26 bn Rbn 1.25
Net 50 -1.06 bn Rbn -1.11 50 4.60 bn Rbn 4.57
Buy 1 949 75.29 bn Rbn 77.53 437 31.28 bn Rbn 31.01
Year to Date Sell 1 704 81.73 bn Rbn 84.05 175 17.79 bn Rbn 17.55
Net 245 -6.44 bn Rbn -6.52 262 13.49 bn Rbn 13.46

Index Levels

Code Index Yield Index Previous Return MTD Return YTD

ALBI20 8.940%
All Bond Index Top 540.840
20 Composite 539.993 0.05% 1.38%
GOVI 8.870%Split - 538.708
ALBI20 Issuer Class GOVI 537.864 0.05% 1.37%
OTHI 9.123%
ALBI20 Issuer Class Split - 552.105
OTHI 551.240 0.05% 1.40%
CILI15 2.106%
Composite Inflation 249.977
Linked Index Top 15 249.669 0.20% 1.76%
ICOR 3.350%
CILI15 Issuer Class 251.566
Split - ICOR 251.083 0.24% 1.18%
IGOV 2.049%
CILI15 Issuer Class 249.773
Split - IGOV 249.466 0.20% 1.80%
ISOE 2.792%
CILI15 Issuer Class 239.167
Split - ISOE 238.927 0.15% 1.29%
MMI JSE Money Market Index
0 216.671 216.625 0.06% 0.73%

ALBI Constituent Bonds

Bond Issuer Maturity MTM Previous YTD Low YTD High

R159 REPUBLIC OF SOUTH
Dec 2018
AFRICA 7.780% 7.815% 7.74% 7.97%
R203 REPUBLIC OF SOUTH
Jan 2020
AFRICA 7.940% 7.975% 7.88% 8.15%
ES18 ESKOM HOLDINGS
MarLIMITED
2021 8.130% 8.150% 8.02% 8.31%
R204 REPUBLIC OF SOUTH
Jan 2023
AFRICA 9.265% 9.285% 9.15% 9.46%
R207 REPUBLIC OF SOUTH
Feb 2023
AFRICA 10.015% 10.035% 9.92% 10.27%
R208 REPUBLIC OF SOUTH
Feb 2023
AFRICA 8.435% 8.455% 8.32% 8.65%
ES23 ESKOM HOLDINGSAprLIMITED
2026 9.800% 9.820% 9.61% 9.93%
DV23 DEVELOPMENT DecBANK
2026
OF SOUTHERN
8.820% AFRICA 8.840% 8.63% 8.96%
R2023 REPUBLIC OF SOUTH
Jan 2030
AFRICA 9.225% 9.240% 9.06% 9.38%
ES26 ESKOM HOLDINGSFebLIMITED
2031 9.250% 9.270% 9.08% 9.40%
R186 REPUBLIC OF SOUTH
Mar 2032
AFRICA 9.360% 9.380% 9.19% 9.53%
R2030 REPUBLIC OF SOUTH
Sep 2033
AFRICA 10.475% 10.495% 10.27% 10.58%
R213 REPUBLIC OF SOUTH
Feb 2035
AFRICA 9.495% 9.515% 9.30% 9.64%
R2032 REPUBLIC OF SOUTH
Mar 2036
AFRICA 9.465% 9.485% 9.26% 9.58%
ES33 ESKOM HOLDINGSJanLIMITED
2037 9.570% 9.585% 9.36% 9.70%
R209 REPUBLIC OF SOUTH
Jan 2040
AFRICA 9.580% 9.595% 9.37% 9.69%
R2037 REPUBLIC OF SOUTH
Feb 2041
AFRICA 9.540% 9.555% 9.32% 9.63%
R214 REPUBLIC OF SOUTH
Apr 2042
AFRICA 10.615% 10.630% 10.40% 10.71%
R2044 REPUBLIC OF SOUTH
Jan 2044
AFRICA 9.605% 9.625% 9.38% 9.70%
R2048 REPUBLIC OF SOUTH
Feb 2048
AFRICA 9.605% 9.620% 9.37% 9.68%

Other Rates

Code Description Rate Previous YTD Low YTD High

SAFEX SAFEX Overnight Deposit Rate6.790% 6.790% 6.77% 6.80%
JIBAR1 JIBAR 1 Month 7.100% 7.100% 7.10% 7.12%
JIBAR3 JIBAR 3 Month 7.350% 7.350% 7.35% 7.37%
JIBAR6 JIBAR 6 Month 7.958% 7.958% 7.93% 7.97%
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 8.75% 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
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Zero
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