Markets and Commodity figures

27 September 2017

Total Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Deals Nominal Consideration Deals Nominal Consideration
Current Day 1 978 64.49 bn Rbn 66.71 245 27.94 bn Rbn 26.00
Week to Date 3 155 110.04 bn Rbn 115.18 1 209 134.79 bn Rbn 131.58
Month to Date 23 671 594.56 bn Rbn 621.70 6 510 745.29 bn Rbn 723.19
Year to Date 209 482 5 464.26 bn Rbn 5 751.34 58 143 7 118.82 bn Rbn 6 949.05

Foreign Client Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Party Deals Nominal Consideration Deals Nominal Consideration
Buy 111 6.09 bn Rbn 6.51 26 2.25 bn Rbn 1.83
Current Day Sell 133 8.44 bn Rbn 8.84 10 1.98 bn Rbn 2.11
Net -22 -2.35 bn Rbn -2.33 16 0.27 bn Rbn -0.28
Buy 233 11.20 bn Rbn 11.85 84 7.57 bn Rbn 6.76
Week to Date Sell 204 13.14 bn Rbn 13.38 49 9.35 bn Rbn 10.02
Net 29 -1.93 bn Rbn -1.52 35 -1.78 bn Rbn -3.26
Buy 1 563 83.87 bn Rbn 87.98 469 38.97 bn Rbn 36.52
Month to Date Sell 1 207 69.39 bn Rbn 72.42 324 67.37 bn Rbn 69.61
Net 356 14.49 bn Rbn 15.56 145 -28.40 bn Rbn -33.09
Buy 17 081 746.69 bn Rbn 772.95 4 232 371.77 bn Rbn 352.93
Year to Date Sell 13 941 678.20 bn Rbn 707.52 1 987 385.68 bn Rbn 393.41
Net 3 140 68.49 bn Rbn 65.44 2 245 -13.92 bn Rbn -40.48

Index Levels

Code Index Yield Index Previous Return MTD Return YTD

ALBI20 8.998%
All Bond Index Top 571.179
20 Composite 576.010 0.40% 7.07%
GOVI 8.909%Split - 569.806
ALBI20 Issuer Class GOVI 574.630 0.37% 7.23%
OTHI 9.234%
ALBI20 Issuer Class Split - 580.680
OTHI 585.579 0.48% 6.65%
CILI15 2.495%
Composite Inflation 250.116
Linked Index Top 15 249.894 1.07% 1.81%
ICOR 3.464%
CILI15 Issuer Class 266.509
Split - ICOR 266.467 1.28% 7.19%
IGOV 2.452%
CILI15 Issuer Class 249.254
Split - IGOV 249.022 1.07% 1.58%
ISOE 3.078%
CILI15 Issuer Class 247.067
Split - ISOE 247.030 0.70% 4.64%
MMI JSE Money Market Index
0 227.612 227.575 0.52% 5.82%

ALBI Constituent Bonds

Bond Issuer Maturity MTM Previous YTD Low YTD High

R159 REPUBLIC OF SOUTH
Dec 2018
AFRICA 7.050% 6.945% 6.82% 7.97%
R203 REPUBLIC OF SOUTH
Jan 2020
AFRICA 7.355% 7.200% 7.03% 8.15%
ES18 ESKOM HOLDINGS
MarLIMITED
2021 7.580% 7.425% 7.25% 8.31%
R204 REPUBLIC OF SOUTH
Jan 2023
AFRICA 9.000% 8.865% 8.71% 9.46%
R207 REPUBLIC OF SOUTH
Feb 2023
AFRICA 9.420% 9.285% 9.13% 10.27%
R208 REPUBLIC OF SOUTH
Feb 2023
AFRICA 7.970% 7.835% 7.68% 8.65%
ES23 ESKOM HOLDINGSAprLIMITED
2026 9.795% 9.670% 9.30% 10.09%
DV23 DEVELOPMENT DecBANK
2026
OF SOUTHERN
8.630% AFRICA 8.505% 8.31% 9.00%
R2023 REPUBLIC OF SOUTH
Jan 2030
AFRICA 9.180% 9.060% 8.70% 9.47%
ES26 ESKOM HOLDINGSFebLIMITED
2031 9.260% 9.145% 8.74% 9.55%
R186 REPUBLIC OF SOUTH
Mar 2032
AFRICA 9.410% 9.285% 8.84% 9.66%
R2030 REPUBLIC OF SOUTH
Sep 2033
AFRICA 10.770% 10.650% 10.05% 11.01%
R213 REPUBLIC OF SOUTH
Feb 2035
AFRICA 9.610% 9.490% 9.04% 9.83%
R2032 REPUBLIC OF SOUTH
Mar 2036
AFRICA 9.565% 9.445% 9.03% 9.80%
ES33 ESKOM HOLDINGSJanLIMITED
2037 9.730% 9.605% 9.12% 9.91%
R209 REPUBLIC OF SOUTH
Jan 2040
AFRICA 9.850% 9.725% 9.14% 10.00%
R2037 REPUBLIC OF SOUTH
Feb 2041
AFRICA 9.740% 9.625% 9.10% 9.92%
R214 REPUBLIC OF SOUTH
Apr 2042
AFRICA 11.040% 10.925% 10.18% 11.18%
R2044 REPUBLIC OF SOUTH
Jan 2044
AFRICA 9.860% 9.745% 9.17% 10.03%
R2048 REPUBLIC OF SOUTH
Feb 2048
AFRICA 9.830% 9.710% 9.16% 9.99%

Other Rates

Code Description Rate Previous YTD Low YTD High

SAFEX SAFEX Overnight Deposit Rate6.560% 6.560% 6.50% 6.83%
JIBAR1 JIBAR 1 Month 6.800% 6.800% 6.79% 7.12%
JIBAR3 JIBAR 3 Month 6.992% 6.992% 6.98% 7.38%
JIBAR6 JIBAR 6 Month 7.408% 7.392% 7.32% 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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