Markets and Commodity figures

20 August 2017

Total Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Deals Nominal Consideration Deals Nominal Consideration
Current Day 776 24.16 bn Rbn 24.67 232 26.89 bn Rbn 25.80
Week to Date 1 727 42.62 bn Rbn 44.88 989 114.45 bn Rbn 112.21
Month to Date 5 941 173.20 bn Rbn 182.45 2 441 292.53 bn Rbn 284.36
Year to Date 167 427 4 389.45 bn Rbn 4 637.95 46 575 5 791.64 bn Rbn 5 662.46

Foreign Client Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Party Deals Nominal Consideration Deals Nominal Consideration
Buy 73 2.62 bn Rbn 2.80 35 2.83 bn Rbn 2.48
Current Day Sell 95 4.13 bn Rbn 4.40 27 6.61 bn Rbn 6.48
Net -22 -1.50 bn Rbn -1.60 8 -3.78 bn Rbn -4.00
Buy 126 3.93 bn Rbn 4.19 71 5.66 bn Rbn 5.18
Week to Date Sell 138 7.39 bn Rbn 7.85 57 13.73 bn Rbn 13.75
Net -12 -3.46 bn Rbn -3.66 14 -8.08 bn Rbn -8.57
Buy 467 16.36 bn Rbn 16.85 184 13.78 bn Rbn 12.41
Month to Date Sell 430 21.71 bn Rbn 21.73 136 35.54 bn Rbn 36.45
Net 37 -5.35 bn Rbn -4.89 48 -21.76 bn Rbn -24.04
Buy 13 991 602.65 bn Rbn 624.20 3 377 303.69 bn Rbn 290.86
Year to Date Sell 11 441 553.81 bn Rbn 579.67 1 368 234.35 bn Rbn 240.40
Net 2 550 48.84 bn Rbn 44.53 2 009 69.34 bn Rbn 50.46

Index Levels

Code Index Yield Index Previous Return MTD Return YTD

ALBI20 8.977%
All Bond Index Top 565.625
20 Composite 565.981 0.45% 6.03%
GOVI 8.885%Split - 564.502
ALBI20 Issuer Class GOVI 564.847 0.45% 6.23%
OTHI 9.219%
ALBI20 Issuer Class Split - 574.396
OTHI 574.784 0.44% 5.50%
CILI15 2.523%
Composite Inflation 248.338
Linked Index Top 15 248.405 0.52% 1.09%
ICOR 3.817%
CILI15 Issuer Class 258.946
Split - ICOR 258.895 0.34% 4.15%
IGOV 2.472%
CILI15 Issuer Class 247.649
Split - IGOV 247.723 0.53% 0.93%
ISOE 3.129%
CILI15 Issuer Class 244.434
Split - ISOE 244.390 0.34% 3.53%
MMI JSE Money Market Index
0 225.382 225.336 0.16% 4.78%

ALBI Constituent Bonds

Bond Issuer Maturity MTM Previous YTD Low YTD High

R159 REPUBLIC OF SOUTH
Dec 2018
AFRICA 7.080% 7.085% 7.08% 7.97%
R203 REPUBLIC OF SOUTH
Jan 2020
AFRICA 7.330% 7.330% 7.24% 8.15%
ES18 ESKOM HOLDINGS
MarLIMITED
2021 7.480% 7.480% 7.39% 8.31%
R204 REPUBLIC OF SOUTH
Jan 2023
AFRICA 8.930% 8.930% 8.72% 9.46%
R207 REPUBLIC OF SOUTH
Feb 2023
AFRICA 9.450% 9.450% 9.41% 10.27%
R208 REPUBLIC OF SOUTH
Feb 2023
AFRICA 7.900% 7.900% 7.82% 8.65%
ES23 ESKOM HOLDINGSAprLIMITED
2026 9.720% 9.720% 9.30% 10.09%
DV23 DEVELOPMENT DecBANK
2026
OF SOUTHERN
8.560% AFRICA 8.560% 8.31% 9.00%
R2023 REPUBLIC OF SOUTH
Jan 2030
AFRICA 9.115% 9.095% 8.70% 9.47%
ES26 ESKOM HOLDINGSFebLIMITED
2031 9.220% 9.200% 8.74% 9.55%
R186 REPUBLIC OF SOUTH
Mar 2032
AFRICA 9.345% 9.320% 8.84% 9.66%
R2030 REPUBLIC OF SOUTH
Sep 2033
AFRICA 10.770% 10.765% 10.05% 11.01%
R213 REPUBLIC OF SOUTH
Feb 2035
AFRICA 9.595% 9.585% 9.04% 9.83%
R2032 REPUBLIC OF SOUTH
Mar 2036
AFRICA 9.565% 9.555% 9.03% 9.80%
ES33 ESKOM HOLDINGSJanLIMITED
2037 9.690% 9.670% 9.12% 9.91%
R209 REPUBLIC OF SOUTH
Jan 2040
AFRICA 9.830% 9.820% 9.14% 10.00%
R2037 REPUBLIC OF SOUTH
Feb 2041
AFRICA 9.750% 9.735% 9.10% 9.92%
R214 REPUBLIC OF SOUTH
Apr 2042
AFRICA 11.050% 11.035% 10.18% 11.18%
R2044 REPUBLIC OF SOUTH
Jan 2044
AFRICA 9.860% 9.845% 9.17% 10.03%
R2048 REPUBLIC OF SOUTH
Feb 2048
AFRICA 9.820% 9.805% 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 6.825% 6.825% 6.83% 7.12%
JIBAR3 JIBAR 3 Month 7.058% 7.067% 7.06% 7.38%
JIBAR6 JIBAR 6 Month 7.467% 7.467% 7.47% 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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Zero
Par/Swap