Markets and Commodity figures

26 November 2017

Total Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Deals Nominal Consideration Deals Nominal Consideration
Current Day 1 029 29.80 bn Rbn 32.98 113 18.04 bn Rbn 17.16
Week to Date 5 790 175.97 bn Rbn 175.71 1 429 191.24 bn Rbn 182.29
Month to Date 24 456 699.47 bn Rbn 702.69 5 406 700.61 bn Rbn 667.62
Year to Date 268 950 7 161.77 bn Rbn 7 477.17 72 180 8 891.07 bn Rbn 8 651.06

Foreign Client Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Party Deals Nominal Consideration Deals Nominal Consideration
Buy 69 3.31 bn Rbn 3.35 18 0.91 bn Rbn 0.80
Current Day Sell 77 4.25 bn Rbn 4.47 5 3.29 bn Rbn 3.61
Net -8 -0.94 bn Rbn -1.11 13 -2.38 bn Rbn -2.81
Buy 472 24.20 bn Rbn 24.06 117 9.37 bn Rbn 8.05
Week to Date Sell 364 21.39 bn Rbn 21.43 76 40.47 bn Rbn 44.02
Net 108 2.81 bn Rbn 2.63 41 -31.10 bn Rbn -35.97
Buy 2 034 93.05 bn Rbn 92.75 515 48.74 bn Rbn 43.29
Month to Date Sell 1 519 94.54 bn Rbn 95.16 271 118.47 bn Rbn 127.24
Net 515 -1.49 bn Rbn -2.41 244 -69.73 bn Rbn -83.96
Buy 21 935 960.14 bn Rbn 988.98 5 415 478.68 bn Rbn 449.62
Year to Date Sell 17 817 901.14 bn Rbn 932.78 2 703 632.01 bn Rbn 657.46
Net 4 118 59.00 bn Rbn 56.20 2 712 -153.33 bn Rbn -207.84

Index Levels

Code Index Yield Index Previous Return MTD Return YTD

ALBI20 9.436%
All Bond Index Top 556.200
20 Composite 555.179 -1.02% 4.26%
GOVI 9.434%Split - 554.526
ALBI20 Issuer Class GOVI 553.517 -1.04% 4.35%
OTHI 9.442%
ALBI20 Issuer Class Split - 566.341
OTHI 565.272 -0.99% 4.02%
CILI15 2.943%
Composite Inflation 239.573
Linked Index Top 15 239.318 -3.64% -2.48%
ICOR 3.873%
CILI15 Issuer Class 262.456
Split - ICOR 262.875 -1.48% 5.56%
IGOV 2.900%
CILI15 Issuer Class 238.396
Split - IGOV 238.097 -3.75% -2.84%
ISOE 3.504%
CILI15 Issuer Class 242.378
Split - ISOE 243.097 -1.78% 2.65%
MMI JSE Money Market Index
0 230.116 230.066 0.47% 6.98%

ALBI Constituent Bonds

Bond Issuer Maturity MTM Previous YTD Low YTD High

R159 REPUBLIC OF SOUTH
Jan 2020
AFRICA 8.080% 8.080% 7.03% 8.19%
R203 REPUBLIC OF SOUTH
Feb 2020
AFRICA 9.170% 9.170% 8.33% 9.75%
ES18 ESKOM HOLDINGS
MarLIMITED
2021 8.335% 8.330% 7.25% 8.43%
R204 REPUBLIC OF SOUTH
Jan 2023
AFRICA 9.700% 9.700% 8.71% 9.83%
R207 REPUBLIC OF SOUTH
Feb 2023
AFRICA 9.910% 9.910% 9.13% 10.27%
R208 REPUBLIC OF SOUTH
Feb 2023
AFRICA 8.660% 8.660% 7.68% 8.79%
ES23 ESKOM HOLDINGSAprLIMITED
2026 10.525% 10.530% 9.30% 10.65%
DV23 DEVELOPMENT DecBANK
2026
OF SOUTHERN
9.335% AFRICA 9.340% 8.31% 9.47%
R2023 REPUBLIC OF SOUTH
Jan 2030
AFRICA 9.805% 9.820% 8.70% 9.95%
ES26 ESKOM HOLDINGSFebLIMITED
2031 9.880% 9.900% 8.74% 10.02%
R186 REPUBLIC OF SOUTH
Mar 2032
AFRICA 9.990% 10.015% 8.84% 10.14%
R2030 REPUBLIC OF SOUTH
Sep 2033
AFRICA 11.335% 11.365% 10.05% 11.49%
R213 REPUBLIC OF SOUTH
Feb 2035
AFRICA 10.175% 10.205% 9.04% 10.33%
R2032 REPUBLIC OF SOUTH
Mar 2036
AFRICA 10.095% 10.125% 9.03% 10.25%
ES33 ESKOM HOLDINGSJanLIMITED
2037 10.250% 10.280% 9.12% 10.41%
R209 REPUBLIC OF SOUTH
Jan 2040
AFRICA 10.345% 10.375% 9.14% 10.51%
R2037 REPUBLIC OF SOUTH
Feb 2041
AFRICA 10.275% 10.305% 9.10% 10.43%
R214 REPUBLIC OF SOUTH
Apr 2042
AFRICA 11.585% 11.615% 10.18% 11.74%
R2044 REPUBLIC OF SOUTH
Jan 2044
AFRICA 10.385% 10.420% 9.17% 10.55%
R2048 REPUBLIC OF SOUTH
Feb 2048
AFRICA 10.340% 10.375% 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 6.842% 6.842% 6.79% 7.12%
JIBAR3 JIBAR 3 Month 7.100% 7.100% 6.98% 7.38%
JIBAR6 JIBAR 6 Month 7.675% 7.675% 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
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