Markets and Commodity figures

13 August 2017

Total Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Deals Nominal Consideration Deals Nominal Consideration
Current Day 699 19.89 bn Rbn 21.67 186 22.85 bn Rbn 21.36
Week to Date 3 408 87.84 bn Rbn 92.65 1 357 153.36 bn Rbn 149.36
Month to Date 7 622 218.42 bn Rbn 230.22 2 809 331.45 bn Rbn 321.50
Year to Date 169 108 4 434.67 bn Rbn 4 685.73 46 943 5 830.55 bn Rbn 5 699.60

Foreign Client Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Party Deals Nominal Consideration Deals Nominal Consideration
Buy 71 3.39 bn Rbn 3.45 22 1.74 bn Rbn 1.60
Current Day Sell 67 2.89 bn Rbn 3.03 16 3.99 bn Rbn 3.73
Net 4 0.50 bn Rbn 0.42 6 -2.26 bn Rbn -2.13
Buy 352 12.11 bn Rbn 12.59 116 8.33 bn Rbn 7.63
Week to Date Sell 370 14.69 bn Rbn 15.42 90 21.91 bn Rbn 21.77
Net -18 -2.59 bn Rbn -2.83 26 -13.58 bn Rbn -14.13
Buy 693 24.53 bn Rbn 25.25 229 16.46 bn Rbn 14.86
Month to Date Sell 662 29.01 bn Rbn 29.30 169 43.72 bn Rbn 44.46
Net 31 -4.48 bn Rbn -4.06 60 -27.26 bn Rbn -29.60
Buy 14 217 610.83 bn Rbn 632.60 3 422 306.37 bn Rbn 293.31
Year to Date Sell 11 673 561.12 bn Rbn 587.24 1 401 242.53 bn Rbn 248.41
Net 2 544 49.71 bn Rbn 45.36 2 021 63.84 bn Rbn 44.89

Index Levels

Code Index Yield Index Previous Return MTD Return YTD

ALBI20 9.008%
All Bond Index Top 564.126
20 Composite 565.353 0.18% 5.75%
GOVI 8.917%Split - 562.958
ALBI20 Issuer Class GOVI 564.188 0.17% 5.94%
OTHI 9.249%
ALBI20 Issuer Class Split - 573.003
OTHI 574.235 0.20% 5.24%
CILI15 2.525%
Composite Inflation 248.234
Linked Index Top 15 248.466 0.48% 1.05%
ICOR 3.802%
CILI15 Issuer Class 259.309
Split - ICOR 259.258 0.48% 4.29%
IGOV 2.475%
CILI15 Issuer Class 247.523
Split - IGOV 247.769 0.48% 0.88%
ISOE 3.117%
CILI15 Issuer Class 244.726
Split - ISOE 244.682 0.46% 3.65%
MMI JSE Money Market Index
0 225.515 225.470 0.22% 4.84%

ALBI Constituent Bonds

Bond Issuer Maturity MTM Previous YTD Low YTD High

R159 REPUBLIC OF SOUTH
Dec 2018
AFRICA 7.115% 7.105% 7.08% 7.97%
R203 REPUBLIC OF SOUTH
Jan 2020
AFRICA 7.395% 7.360% 7.24% 8.15%
ES18 ESKOM HOLDINGS
MarLIMITED
2021 7.545% 7.510% 7.39% 8.31%
R204 REPUBLIC OF SOUTH
Jan 2023
AFRICA 8.980% 8.950% 8.72% 9.46%
R207 REPUBLIC OF SOUTH
Feb 2023
AFRICA 9.500% 9.470% 9.41% 10.27%
R208 REPUBLIC OF SOUTH
Feb 2023
AFRICA 7.950% 7.920% 7.82% 8.65%
ES23 ESKOM HOLDINGSAprLIMITED
2026 9.795% 9.750% 9.30% 10.09%
DV23 DEVELOPMENT DecBANK
2026
OF SOUTHERN
8.630% AFRICA 8.590% 8.31% 9.00%
R2023 REPUBLIC OF SOUTH
Jan 2030
AFRICA 9.170% 9.135% 8.70% 9.47%
ES26 ESKOM HOLDINGSFebLIMITED
2031 9.280% 9.240% 8.74% 9.55%
R186 REPUBLIC OF SOUTH
Mar 2032
AFRICA 9.410% 9.365% 8.84% 9.66%
R2030 REPUBLIC OF SOUTH
Sep 2033
AFRICA 10.825% 10.785% 10.05% 11.01%
R213 REPUBLIC OF SOUTH
Feb 2035
AFRICA 9.650% 9.610% 9.04% 9.83%
R2032 REPUBLIC OF SOUTH
Mar 2036
AFRICA 9.620% 9.580% 9.03% 9.80%
ES33 ESKOM HOLDINGSJanLIMITED
2037 9.740% 9.700% 9.12% 9.91%
R209 REPUBLIC OF SOUTH
Jan 2040
AFRICA 9.855% 9.830% 9.14% 10.00%
R2037 REPUBLIC OF SOUTH
Feb 2041
AFRICA 9.775% 9.750% 9.10% 9.92%
R214 REPUBLIC OF SOUTH
Apr 2042
AFRICA 11.075% 11.050% 10.18% 11.18%
R2044 REPUBLIC OF SOUTH
Jan 2044
AFRICA 9.885% 9.860% 9.17% 10.03%
R2048 REPUBLIC OF SOUTH
Feb 2048
AFRICA 9.845% 9.820% 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% 7.058% 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)
9.62
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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