Markets and Commodity figures

28 May 2017

Total Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Deals Nominal Consideration Deals Nominal Consideration
Current Day 812 24.46 bn Rbn 26.45 188 33.48 bn Rbn 32.26
Week to Date 4 488 149.66 bn Rbn 159.78 1 424 216.54 bn Rbn 210.21
Month to Date 19 898 551.77 bn Rbn 589.02 5 052 826.23 bn Rbn 803.05
Year to Date 112 207 2 882.59 bn Rbn 3 069.13 29 827 3 768.23 bn Rbn 3 682.62

Foreign Client Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Party Deals Nominal Consideration Deals Nominal Consideration
Buy 54 1.93 bn Rbn 2.10 18 1.30 bn Rbn 1.29
Current Day Sell 66 3.11 bn Rbn 3.43 4 0.18 bn Rbn 0.17
Net -12 -1.18 bn Rbn -1.33 14 1.13 bn Rbn 1.12
Buy 445 20.89 bn Rbn 22.66 97 7.33 bn Rbn 7.05
Week to Date Sell 385 15.40 bn Rbn 16.96 33 3.24 bn Rbn 3.33
Net 60 5.49 bn Rbn 5.70 64 4.08 bn Rbn 3.72
Buy 1 666 74.29 bn Rbn 78.84 333 30.74 bn Rbn 29.62
Month to Date Sell 1 286 65.46 bn Rbn 69.89 98 12.42 bn Rbn 12.79
Net 380 8.83 bn Rbn 8.95 235 18.32 bn Rbn 16.83
Buy 9 457 397.08 bn Rbn 415.59 2 033 192.30 bn Rbn 188.51
Year to Date Sell 7 538 352.53 bn Rbn 372.23 615 73.97 bn Rbn 74.61
Net 1 919 44.55 bn Rbn 43.36 1 418 118.33 bn Rbn 113.90

Index Levels

Code Index Yield Index Previous Return MTD Return YTD

ALBI20 8.850%
All Bond Index Top 563.357
20 Composite 562.996 1.58% 5.60%
GOVI 8.753%Split - 561.710
ALBI20 Issuer Class GOVI 561.330 1.59% 5.70%
OTHI 9.109%
ALBI20 Issuer Class Split - 573.534
OTHI 573.220 1.54% 5.34%
CILI15 2.433%
Composite Inflation 247.346
Linked Index Top 15 247.671 0.04% 0.69%
ICOR 3.633%
CILI15 Issuer Class 255.697
Split - ICOR 256.136 0.72% 2.84%
IGOV 2.385%
CILI15 Issuer Class 246.751
Split - IGOV 247.075 0.01% 0.56%
ISOE 3.037%
CILI15 Issuer Class 242.194
Split - ISOE 242.414 0.51% 2.58%
MMI JSE Money Market Index
0 221.826 221.778 0.59% 3.13%

ALBI Constituent Bonds

Bond Issuer Maturity MTM Previous YTD Low YTD High

R159 REPUBLIC OF SOUTH
Dec 2018
AFRICA 7.335% 7.330% 7.28% 7.97%
R203 REPUBLIC OF SOUTH
Jan 2020
AFRICA 7.410% 7.400% 7.33% 8.15%
ES18 ESKOM HOLDINGSAugLIMITED
2020 8.290% 8.280% 8.13% 8.88%
R204 REPUBLIC OF SOUTH
Mar 2021
AFRICA 7.530% 7.520% 7.45% 8.31%
R207 REPUBLIC OF SOUTH
Jan 2023
AFRICA 8.885% 8.880% 8.72% 9.46%
R208 REPUBLIC OF SOUTH
Feb 2023
AFRICA 7.905% 7.900% 7.88% 8.65%
ES23 ESKOM HOLDINGSAprLIMITED
2026 9.600% 9.610% 9.30% 10.09%
DV23 DEVELOPMENT DecBANK
2026
OF SOUTHERN
8.490% AFRICA 8.500% 8.31% 9.00%
R2023 REPUBLIC OF SOUTH
Jan 2030
AFRICA 8.980% 8.990% 8.70% 9.40%
ES26 ESKOM HOLDINGSFebLIMITED
2031 9.015% 9.025% 8.74% 9.44%
R186 REPUBLIC OF SOUTH
Mar 2032
AFRICA 9.130% 9.140% 8.84% 9.56%
R2030 REPUBLIC OF SOUTH
Sep 2033
AFRICA 10.485% 10.490% 10.05% 10.87%
R213 REPUBLIC OF SOUTH
Feb 2035
AFRICA 9.330% 9.335% 9.04% 9.73%
R2032 REPUBLIC OF SOUTH
Mar 2036
AFRICA 9.295% 9.300% 9.03% 9.74%
ES33 ESKOM HOLDINGSJanLIMITED
2037 9.435% 9.435% 9.12% 9.81%
R209 REPUBLIC OF SOUTH
Jan 2040
AFRICA 9.520% 9.525% 9.14% 9.86%
R2037 REPUBLIC OF SOUTH
Feb 2041
AFRICA 9.465% 9.465% 9.10% 9.82%
R214 REPUBLIC OF SOUTH
Apr 2042
AFRICA 10.725% 10.725% 10.18% 11.02%
R2044 REPUBLIC OF SOUTH
Jan 2044
AFRICA 9.585% 9.590% 9.17% 9.89%
R2048 REPUBLIC OF SOUTH
Feb 2048
AFRICA 9.565% 9.575% 9.16% 9.88%

Other Rates

Code Description Rate Previous YTD Low YTD High

SAFEX SAFEX Overnight Deposit Rate6.800% 6.800% 6.77% 6.83%
JIBAR1 JIBAR 1 Month 7.108% 7.108% 7.08% 7.12%
JIBAR3 JIBAR 3 Month 7.333% 7.333% 7.33% 7.38%
JIBAR6 JIBAR 6 Month 7.850% 7.858% 7.85% 8.00%
RSA 2 year retail bond 7.75% 0 0 0
RSA 3 year retail bond 8.00% 0 0 0
RSA 5 year retail bond 8.50% 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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