Markets and Commodity figures

06 February 2018

Total Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Deals Nominal Consideration Deals Nominal Consideration
Current Day 1 167 41.17 bn Rbn 42.21 893 86.30 bn Rbn 86.61
Week to Date 2 109 66.55 bn Rbn 68.79 1 143 134.48 bn Rbn 132.43
Month to Date 5 269 202.48 bn Rbn 204.14 1 575 183.62 bn Rbn 181.47
Year to Date 29 965 1 046.26 bn Rbn 1 071.76 8 645 988.05 bn Rbn 989.21

Foreign Client Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Party Deals Nominal Consideration Deals Nominal Consideration
Buy 85 5.26 bn Rbn 5.42 15 1.17 bn Rbn 1.15
Current Day Sell 59 3.77 bn Rbn 4.04 36 8.57 bn Rbn 9.41
Net 26 1.49 bn Rbn 1.37 -21 -7.39 bn Rbn -8.26
Buy 135 6.83 bn Rbn 6.99 29 3.06 bn Rbn 2.87
Week to Date Sell 122 8.22 bn Rbn 8.92 52 12.27 bn Rbn 13.45
Net 13 -1.39 bn Rbn -1.93 -23 -9.21 bn Rbn -10.58
Buy 345 16.83 bn Rbn 17.05 59 5.09 bn Rbn 4.67
Month to Date Sell 294 16.27 bn Rbn 17.30 86 23.53 bn Rbn 24.72
Net 51 0.56 bn Rbn -0.25 -27 -18.44 bn Rbn -20.06
Buy 2 226 126.37 bn Rbn 130.90 410 34.94 bn Rbn 33.34
Year to Date Sell 2 137 133.24 bn Rbn 138.11 493 153.64 bn Rbn 165.21
Net 89 -6.87 bn Rbn -7.21 -83 -118.70 bn Rbn -131.87

Index Levels

Code Index Yield Index Previous Return MTD Return YTD

ALBI20 8.909%
All Bond Index Top 600.490
20 Composite 600.335 0.27% 2.13%
GOVI 8.757%Split - 598.957
ALBI20 Issuer Class GOVI 598.756 0.23% 2.10%
OTHI 9.310%
ALBI20 Issuer Class Split - 610.440
OTHI 610.406 0.38% 2.19%
CILI15 2.744%
Composite Inflation 247.270
Linked Index Top 15 247.184 -0.79% -2.16%
ICOR 3.559%
CILI15 Issuer Class 271.343
Split - ICOR 271.307 -0.24% 0.18%
IGOV 2.706%
CILI15 Issuer Class 246.052
Split - IGOV 245.963 -0.82% -2.28%
ISOE 3.256%
CILI15 Issuer Class 249.976
Split - ISOE 249.945 -0.28% -0.24%
MMI JSE Money Market Index
0 233.607 233.563 0.12% 0.78%

ALBI Constituent Bonds

Bond Issuer Maturity MTM Previous YTD Low YTD High

R159 REPUBLIC OF SOUTH
Jan 2020
AFRICA 7.050% 7.050% 6.97% 7.31%
R203 REPUBLIC OF SOUTH
Feb 2020
AFRICA 8.160% 8.160% 8.06% 8.40%
ES18 ESKOM HOLDINGS
MarLIMITED
2021 7.345% 7.340% 7.26% 7.59%
R204 REPUBLIC OF SOUTH
Jan 2023
AFRICA 8.800% 8.795% 8.70% 8.98%
R207 REPUBLIC OF SOUTH
Feb 2023
AFRICA 9.010% 9.005% 8.91% 9.19%
R208 REPUBLIC OF SOUTH
Feb 2023
AFRICA 7.760% 7.755% 7.66% 7.94%
ES23 ESKOM HOLDINGSAprLIMITED
2026 9.690% 9.690% 9.56% 9.85%
DV23 DEVELOPMENT DecBANK
2026
OF SOUTHERN
8.470% AFRICA 8.470% 8.35% 8.64%
R2023 REPUBLIC OF SOUTH
Jan 2030
AFRICA 8.975% 8.975% 8.87% 9.19%
ES26 ESKOM HOLDINGSFebLIMITED
2031 9.055% 9.055% 8.94% 9.25%
R186 REPUBLIC OF SOUTH
Mar 2032
AFRICA 9.180% 9.180% 9.07% 9.39%
R2030 REPUBLIC OF SOUTH
Sep 2033
AFRICA 10.640% 10.640% 10.56% 10.76%
R213 REPUBLIC OF SOUTH
Feb 2035
AFRICA 9.355% 9.350% 9.30% 9.58%
R2032 REPUBLIC OF SOUTH
Mar 2036
AFRICA 9.345% 9.345% 9.27% 9.52%
ES33 ESKOM HOLDINGSJanLIMITED
2037 9.445% 9.440% 9.38% 9.68%
R209 REPUBLIC OF SOUTH
Jan 2040
AFRICA 9.535% 9.535% 9.44% 9.77%
R2037 REPUBLIC OF SOUTH
Feb 2041
AFRICA 9.505% 9.505% 9.41% 9.74%
R214 REPUBLIC OF SOUTH
Apr 2042
AFRICA 10.815% 10.815% 10.72% 11.05%
R2044 REPUBLIC OF SOUTH
Jan 2044
AFRICA 9.560% 9.565% 9.46% 9.82%
R2048 REPUBLIC OF SOUTH
Feb 2048
AFRICA 9.530% 9.535% 9.44% 9.77%

Other Rates

Code Description Rate Previous YTD Low YTD High

SAFEX SAFEX Overnight Deposit Rate6.550% 6.550% 6.53% 6.55%
JIBAR1 JIBAR 1 Month 6.900% 6.900% 6.90% 6.92%
JIBAR3 JIBAR 3 Month 7.133% 7.133% 7.13% 7.16%
JIBAR6 JIBAR 6 Month 7.600% 7.600% 7.56% 7.60%
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
3.25%
bond 0 0 0
RSA 10 year inflation linked retail
3.50%
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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