Markets and Commodity figures

15 February 2017

Total Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Deals Nominal Consideration Deals Nominal Consideration
Current Day 1 203 39.62 bn Rbn 41.70 200 24.63 bn Rbn 24.17
Week to Date 3 264 94.53 bn Rbn 101.75 1 241 141.01 bn Rbn 140.50
Month to Date 10 841 353.45 bn Rbn 374.62 3 646 403.02 bn Rbn 395.50
Year to Date 32 968 870.32 bn Rbn 924.27 9 868 993.72 bn Rbn 984.20

Foreign Client Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Party Deals Nominal Consideration Deals Nominal Consideration
Buy 132 5.30 bn Rbn 5.65 26 4.55 bn Rbn 4.71
Current Day Sell 95 4.87 bn Rbn 5.39 5 0.47 bn Rbn 0.39
Net 37 0.43 bn Rbn 0.27 21 4.08 bn Rbn 4.33
Buy 306 13.41 bn Rbn 14.22 89 12.55 bn Rbn 12.87
Week to Date Sell 230 10.83 bn Rbn 11.94 20 1.22 bn Rbn 1.23
Net 76 2.58 bn Rbn 2.28 69 11.33 bn Rbn 11.64
Buy 957 43.33 bn Rbn 44.47 291 37.84 bn Rbn 37.79
Month to Date Sell 735 38.30 bn Rbn 40.02 82 7.18 bn Rbn 6.94
Net 222 5.03 bn Rbn 4.44 209 30.66 bn Rbn 30.85
Buy 2 601 106.58 bn Rbn 109.79 657 63.26 bn Rbn 62.99
Year to Date Sell 2 184 106.93 bn Rbn 110.76 236 23.71 bn Rbn 23.24
Net 417 -0.35 bn Rbn -0.97 421 39.55 bn Rbn 39.75

Index Levels

Code Index Yield Index Previous Return MTD Return YTD

ALBI20 8.774%
All Bond Index Top 552.398
20 Composite 550.690 2.19% 3.55%
GOVI 8.707%Split - 550.193
ALBI20 Issuer Class GOVI 548.478 2.18% 3.54%
OTHI 8.952%
ALBI20 Issuer Class Split - 563.978
OTHI 562.269 2.20% 3.58%
CILI15 2.104%
Composite Inflation 250.321
Linked Index Top 15 250.283 0.33% 1.90%
ICOR 3.320%
CILI15 Issuer Class 252.622
Split - ICOR 252.570 0.66% 1.60%
IGOV 2.048%
CILI15 Issuer Class 250.089
Split - IGOV 250.050 0.32% 1.93%
ISOE 2.770%
CILI15 Issuer Class 239.788
Split - ISOE 239.742 0.41% 1.56%
MMI JSE Money Market Index
0 217.235 217.188 0.33% 0.99%

ALBI Constituent Bonds

Bond Issuer Maturity MTM Previous YTD Low YTD High

R159 REPUBLIC OF SOUTH
Dec 2018
AFRICA 7.540% 7.575% 7.54% 7.97%
R203 REPUBLIC OF SOUTH
Jan 2020
AFRICA 7.705% 7.740% 7.71% 8.15%
ES18 ESKOM HOLDINGS
MarLIMITED
2021 7.865% 7.910% 7.87% 8.31%
R204 REPUBLIC OF SOUTH
Jan 2023
AFRICA 9.025% 9.060% 9.03% 9.46%
R207 REPUBLIC OF SOUTH
Feb 2023
AFRICA 9.745% 9.790% 9.75% 10.27%
R208 REPUBLIC OF SOUTH
Feb 2023
AFRICA 8.185% 8.230% 8.19% 8.65%
ES23 ESKOM HOLDINGSAprLIMITED
2026 9.560% 9.590% 9.56% 9.93%
DV23 DEVELOPMENT DecBANK
2026
OF SOUTHERN
8.570% AFRICA 8.610% 8.57% 8.96%
R2023 REPUBLIC OF SOUTH
Jan 2030
AFRICA 8.960% 9.000% 8.96% 9.38%
ES26 ESKOM HOLDINGSFebLIMITED
2031 8.990% 9.030% 8.99% 9.40%
R186 REPUBLIC OF SOUTH
Mar 2032
AFRICA 9.100% 9.140% 9.10% 9.53%
R2030 REPUBLIC OF SOUTH
Sep 2033
AFRICA 10.225% 10.255% 10.23% 10.58%
R213 REPUBLIC OF SOUTH
Feb 2035
AFRICA 9.230% 9.275% 9.23% 9.64%
R2032 REPUBLIC OF SOUTH
Mar 2036
AFRICA 9.205% 9.245% 9.21% 9.58%
ES33 ESKOM HOLDINGSJanLIMITED
2037 9.320% 9.360% 9.32% 9.70%
R209 REPUBLIC OF SOUTH
Jan 2040
AFRICA 9.325% 9.365% 9.33% 9.69%
R2037 REPUBLIC OF SOUTH
Feb 2041
AFRICA 9.285% 9.325% 9.29% 9.63%
R214 REPUBLIC OF SOUTH
Apr 2042
AFRICA 10.370% 10.400% 10.37% 10.71%
R2044 REPUBLIC OF SOUTH
Jan 2044
AFRICA 9.365% 9.400% 9.37% 9.70%
R2048 REPUBLIC OF SOUTH
Feb 2048
AFRICA 9.360% 9.400% 9.36% 9.68%

Other Rates

Code Description Rate Previous YTD Low YTD High

SAFEX SAFEX Overnight Deposit Rate6.800% 6.800% 6.77% 6.80%
JIBAR1 JIBAR 1 Month 7.083% 7.083% 7.08% 7.12%
JIBAR3 JIBAR 3 Month 7.325% 7.333% 7.33% 7.37%
JIBAR6 JIBAR 6 Month 7.917% 7.917% 7.92% 7.97%
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 8.75% 0 0 0
RSA 3 year inflation linked retail
1.75%
bond 0 0 0
RSA 5 year inflation linked retail
2.00%
bond 0 0 0
RSA 10 year inflation linked retail
2.25%
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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