Markets and Commodity figures

22 August 2017

Total Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Deals Nominal Consideration Deals Nominal Consideration
Current Day 1 060 26.90 bn Rbn 26.53 842 91.82 bn Rbn 90.61
Week to Date 1 988 45.66 bn Rbn 45.69 1 050 127.53 bn Rbn 124.71
Month to Date 15 334 384.02 bn Rbn 403.13 5 390 640.31 bn Rbn 622.71
Year to Date 176 820 4 600.27 bn Rbn 4 858.63 49 524 6 139.42 bn Rbn 6 000.81

Foreign Client Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Party Deals Nominal Consideration Deals Nominal Consideration
Buy 84 3.93 bn Rbn 3.76 42 3.88 bn Rbn 3.48
Current Day Sell 82 4.08 bn Rbn 3.76 24 7.72 bn Rbn 7.83
Net 2 -0.15 bn Rbn -0.00 18 -3.83 bn Rbn -4.35
Buy 125 6.17 bn Rbn 6.16 62 6.06 bn Rbn 5.21
Week to Date Sell 124 6.50 bn Rbn 6.22 48 17.83 bn Rbn 18.20
Net 1 -0.33 bn Rbn -0.06 14 -11.77 bn Rbn -12.99
Buy 1 262 47.37 bn Rbn 48.79 417 31.41 bn Rbn 27.93
Month to Date Sell 1 172 50.63 bn Rbn 51.14 302 84.50 bn Rbn 85.83
Net 90 -3.26 bn Rbn -2.35 115 -53.09 bn Rbn -57.89
Buy 14 786 633.67 bn Rbn 656.14 3 610 321.32 bn Rbn 306.39
Year to Date Sell 12 183 582.74 bn Rbn 609.08 1 534 283.31 bn Rbn 289.78
Net 2 603 50.93 bn Rbn 47.06 2 076 38.01 bn Rbn 16.61

Index Levels

Code Index Yield Index Previous Return MTD Return YTD

ALBI20 8.942%
All Bond Index Top 569.632
20 Composite 570.310 1.16% 6.78%
GOVI 8.853%Split - 568.341
ALBI20 Issuer Class GOVI 568.999 1.13% 6.95%
OTHI 9.177%
ALBI20 Issuer Class Split - 578.897
OTHI 579.634 1.23% 6.32%
CILI15 2.541%
Composite Inflation 248.110
Linked Index Top 15 248.070 0.43% 1.00%
ICOR 3.787%
CILI15 Issuer Class 260.077
Split - ICOR 260.026 0.78% 4.60%
IGOV 2.492%
CILI15 Issuer Class 247.359
Split - IGOV 247.319 0.41% 0.81%
ISOE 3.117%
CILI15 Issuer Class 245.207
Split - ISOE 245.163 0.66% 3.85%
MMI JSE Money Market Index
0 226.020 225.966 0.44% 5.08%

ALBI Constituent Bonds

Bond Issuer Maturity MTM Previous YTD Low YTD High

R159 REPUBLIC OF SOUTH
Dec 2018
AFRICA 7.010% 7.020% 7.01% 7.97%
R203 REPUBLIC OF SOUTH
Jan 2020
AFRICA 7.285% 7.275% 7.24% 8.15%
ES18 ESKOM HOLDINGS
MarLIMITED
2021 7.420% 7.415% 7.39% 8.31%
R204 REPUBLIC OF SOUTH
Jan 2023
AFRICA 8.840% 8.840% 8.72% 9.46%
R207 REPUBLIC OF SOUTH
Feb 2023
AFRICA 9.360% 9.360% 9.36% 10.27%
R208 REPUBLIC OF SOUTH
Feb 2023
AFRICA 7.810% 7.810% 7.81% 8.65%
ES23 ESKOM HOLDINGSAprLIMITED
2026 9.685% 9.675% 9.30% 10.09%
DV23 DEVELOPMENT DecBANK
2026
OF SOUTHERN
8.520% AFRICA 8.510% 8.31% 9.00%
R2023 REPUBLIC OF SOUTH
Jan 2030
AFRICA 9.070% 9.055% 8.70% 9.47%
ES26 ESKOM HOLDINGSFebLIMITED
2031 9.180% 9.165% 8.74% 9.55%
R186 REPUBLIC OF SOUTH
Mar 2032
AFRICA 9.310% 9.295% 8.84% 9.66%
R2030 REPUBLIC OF SOUTH
Sep 2033
AFRICA 10.725% 10.700% 10.05% 11.01%
R213 REPUBLIC OF SOUTH
Feb 2035
AFRICA 9.550% 9.530% 9.04% 9.83%
R2032 REPUBLIC OF SOUTH
Mar 2036
AFRICA 9.520% 9.495% 9.03% 9.80%
ES33 ESKOM HOLDINGSJanLIMITED
2037 9.660% 9.635% 9.12% 9.91%
R209 REPUBLIC OF SOUTH
Jan 2040
AFRICA 9.760% 9.730% 9.14% 10.00%
R2037 REPUBLIC OF SOUTH
Feb 2041
AFRICA 9.660% 9.630% 9.10% 9.92%
R214 REPUBLIC OF SOUTH
Apr 2042
AFRICA 10.960% 10.930% 10.18% 11.18%
R2044 REPUBLIC OF SOUTH
Jan 2044
AFRICA 9.800% 9.770% 9.17% 10.03%
R2048 REPUBLIC OF SOUTH
Feb 2048
AFRICA 9.760% 9.730% 9.16% 9.99%

Other Rates

Code Description Rate Previous YTD Low YTD High

SAFEX SAFEX Overnight Deposit Rate6.550% 6.560% 6.50% 6.83%
JIBAR1 JIBAR 1 Month 6.817% 6.825% 6.82% 7.12%
JIBAR3 JIBAR 3 Month 7.050% 7.058% 7.05% 7.38%
JIBAR6 JIBAR 6 Month 7.425% 7.433% 7.43% 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)
9.62
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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