Markets and Commodity figures

11 March 2018

Total Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Deals Nominal Consideration Deals Nominal Consideration
Current Day 2 504 31.97 bn Rbn 34.23 157 25.57 bn Rbn 26.08
Week to Date 8 355 183.14 bn Rbn 193.67 1 693 228.46 bn Rbn 233.47
Month to Date 11 088 248.87 bn Rbn 262.49 2 031 280.56 bn Rbn 287.01
Year to Date 62 876 2 142.58 bn Rbn 2 220.76 16 081 1 931.99 bn Rbn 1 954.84

Foreign Client Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Party Deals Nominal Consideration Deals Nominal Consideration
Buy 64 4.90 bn Rbn 5.21 5 0.89 bn Rbn 0.79
Current Day Sell 54 4.53 bn Rbn 4.98 9 4.38 bn Rbn 4.62
Net 10 0.37 bn Rbn 0.24 -4 -3.49 bn Rbn -3.83
Buy 399 26.24 bn Rbn 27.45 80 15.20 bn Rbn 14.39
Week to Date Sell 327 22.26 bn Rbn 24.20 104 35.07 bn Rbn 39.11
Net 72 3.98 bn Rbn 3.25 -24 -19.87 bn Rbn -24.72
Buy 580 34.47 bn Rbn 36.06 110 18.95 bn Rbn 17.97
Month to Date Sell 461 29.69 bn Rbn 32.07 129 41.50 bn Rbn 46.30
Net 119 4.78 bn Rbn 3.99 -19 -22.55 bn Rbn -28.33
Buy 4 467 269.05 bn Rbn 280.22 769 81.79 bn Rbn 78.14
Year to Date Sell 4 138 257.70 bn Rbn 269.65 903 279.67 bn Rbn 305.12
Net 329 11.35 bn Rbn 10.57 -134 -197.88 bn Rbn -226.99

Index Levels

Code Index Yield Index Previous Return MTD Return YTD

ALBI20 8.618%
All Bond Index Top 625.090
20 Composite 624.222 0.43% 6.31%
GOVI 8.484%Split - 622.504
ALBI20 Issuer Class GOVI 621.595 0.46% 6.12%
OTHI 8.967%
ALBI20 Issuer Class Split - 638.110
OTHI 637.347 0.35% 6.82%
CILI15 2.593%
Composite Inflation 250.547
Linked Index Top 15 250.472 -0.59% -0.86%
ICOR 3.255%
CILI15 Issuer Class 277.014
Split - ICOR 277.052 0.02% 2.28%
IGOV 2.562%
CILI15 Issuer Class 249.219
Split - IGOV 249.136 -0.63% -1.02%
ISOE 2.996%
CILI15 Issuer Class 254.776
Split - ISOE 254.888 -0.06% 1.68%
MMI JSE Money Market Index
0 235.086 235.039 0.18% 1.42%

ALBI Constituent Bonds

Bond Issuer Maturity MTM Previous YTD Low YTD High

R159 REPUBLIC OF SOUTH
Jan 2020
AFRICA 6.660% 6.680% 6.58% 7.31%
R203 REPUBLIC OF SOUTH
Feb 2020
AFRICA 7.890% 7.910% 7.69% 8.40%
ES18 ESKOM HOLDINGS
MarLIMITED
2021 6.965% 6.990% 6.88% 7.59%
R204 REPUBLIC OF SOUTH
Jan 2023
AFRICA 8.505% 8.530% 8.43% 8.98%
R207 REPUBLIC OF SOUTH
Feb 2023
AFRICA 8.645% 8.670% 8.57% 9.19%
R208 REPUBLIC OF SOUTH
Feb 2023
AFRICA 7.395% 7.420% 7.32% 7.94%
ES23 ESKOM HOLDINGSAprLIMITED
2026 9.350% 9.375% 9.26% 9.85%
DV23 DEVELOPMENT DecBANK
2026
OF SOUTHERN
8.060% AFRICA 8.085% 7.97% 8.64%
R2023 REPUBLIC OF SOUTH
Jan 2030
AFRICA 8.500% 8.520% 8.40% 9.19%
ES26 ESKOM HOLDINGSFebLIMITED
2031 8.590% 8.615% 8.48% 9.25%
R186 REPUBLIC OF SOUTH
Mar 2032
AFRICA 8.705% 8.730% 8.61% 9.39%
R2030 REPUBLIC OF SOUTH
Sep 2033
AFRICA 10.300% 10.305% 10.14% 10.76%
R213 REPUBLIC OF SOUTH
Feb 2035
AFRICA 8.900% 8.905% 8.75% 9.58%
R2032 REPUBLIC OF SOUTH
Mar 2036
AFRICA 8.900% 8.905% 8.74% 9.52%
ES33 ESKOM HOLDINGSJanLIMITED
2037 8.985% 9.000% 8.84% 9.68%
R209 REPUBLIC OF SOUTH
Jan 2040
AFRICA 9.050% 9.060% 8.89% 9.77%
R2037 REPUBLIC OF SOUTH
Feb 2041
AFRICA 9.020% 9.030% 8.87% 9.74%
R214 REPUBLIC OF SOUTH
Apr 2042
AFRICA 10.430% 10.440% 10.28% 11.05%
R2044 REPUBLIC OF SOUTH
Jan 2044
AFRICA 9.100% 9.110% 8.91% 9.82%
R2048 REPUBLIC OF SOUTH
Feb 2048
AFRICA 9.065% 9.075% 8.89% 9.77%

Other Rates

Code Description Rate Previous YTD Low YTD High

SAFEX SAFEX Overnight Deposit Rate6.550% 6.550% 6.50% 6.56%
JIBAR1 JIBAR 1 Month 6.892% 6.892% 6.89% 6.92%
JIBAR3 JIBAR 3 Month 7.125% 7.125% 7.13% 7.16%
JIBAR6 JIBAR 6 Month 7.550% 7.550% 7.53% 7.60%
RSA 2 year retail bond 7.00% 0 0 0
RSA 3 year retail bond 7.25% 0 0 0
RSA 5 year retail bond 8.00% 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)
9.60
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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