Markets and Commodity figures

10 July 2017

Total Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Deals Nominal Consideration Deals Nominal Consideration
Current Day 932 35.00 bn Rbn 38.54 259 37.16 bn Rbn 38.63
Week to Date 932 35.00 bn Rbn 38.54 259 37.16 bn Rbn 38.63
Month to Date 7 352 188.47 bn Rbn 196.13 1 835 216.53 bn Rbn 211.25
Year to Date 146 505 3 774.94 bn Rbn 4 002.60 39 398 4 976.64 bn Rbn 4 867.31

Foreign Client Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Party Deals Nominal Consideration Deals Nominal Consideration
Buy 101 5.44 bn Rbn 5.62 26 2.28 bn Rbn 2.09
Current Day Sell 92 4.72 bn Rbn 4.62 19 6.14 bn Rbn 6.27
Net 9 0.73 bn Rbn 1.00 7 -3.87 bn Rbn -4.18
Buy 101 5.44 bn Rbn 5.62 26 2.28 bn Rbn 2.09
Week to Date Sell 92 4.72 bn Rbn 4.62 19 6.14 bn Rbn 6.27
Net 9 0.73 bn Rbn 1.00 7 -3.87 bn Rbn -4.18
Buy 577 26.44 bn Rbn 26.51 166 14.06 bn Rbn 12.86
Month to Date Sell 612 30.45 bn Rbn 30.81 104 31.08 bn Rbn 31.97
Net -35 -4.01 bn Rbn -4.30 62 -17.03 bn Rbn -19.11
Buy 12 169 516.56 bn Rbn 536.90 2 785 252.14 bn Rbn 244.45
Year to Date Sell 9 912 477.13 bn Rbn 501.49 1 008 148.51 bn Rbn 152.07
Net 2 257 39.43 bn Rbn 35.42 1 777 103.63 bn Rbn 92.37

Index Levels

Code Index Yield Index Previous Return MTD Return YTD

ALBI20 9.120%
All Bond Index Top 553.356
20 Composite 551.098 -0.25% 3.73%
GOVI 9.014%Split - 551.979
ALBI20 Issuer Class GOVI 549.673 -0.27% 3.87%
OTHI 9.402%
ALBI20 Issuer Class Split - 562.693
OTHI 560.541 -0.22% 3.35%
CILI15 2.611%
Composite Inflation 245.381
Linked Index Top 15 245.227 -0.52% -0.11%
ICOR 3.910%
CILI15 Issuer Class 255.194
Split - ICOR 255.574 -0.01% 2.64%
IGOV 2.561%
CILI15 Issuer Class 244.697
Split - IGOV 244.521 -0.55% -0.27%
ISOE 3.222%
CILI15 Issuer Class 242.199
Split - ISOE 242.412 0.07% 2.58%
MMI JSE Money Market Index
0 223.881 223.745 0.20% 4.08%

ALBI Constituent Bonds

Bond Issuer Maturity MTM Previous YTD Low YTD High

R159 REPUBLIC OF SOUTH
Dec 2018
AFRICA 7.530% 7.575% 7.28% 7.97%
R203 REPUBLIC OF SOUTH
Jan 2020
AFRICA 7.710% 7.770% 7.33% 8.15%
ES18 ESKOM HOLDINGSAugLIMITED
2020 8.600% 8.660% 8.13% 8.88%
R204 REPUBLIC OF SOUTH
Mar 2021
AFRICA 7.835% 7.900% 7.45% 8.31%
R207 REPUBLIC OF SOUTH
Jan 2023
AFRICA 9.290% 9.350% 8.72% 9.46%
R208 REPUBLIC OF SOUTH
Feb 2023
AFRICA 8.260% 8.320% 7.83% 8.65%
ES23 ESKOM HOLDINGSAprLIMITED
2026 10.000% 10.070% 9.30% 10.09%
DV23 DEVELOPMENT DecBANK
2026
OF SOUTHERN
8.860% AFRICA 8.930% 8.31% 9.00%
R2023 REPUBLIC OF SOUTH
Jan 2030
AFRICA 9.395% 9.465% 8.70% 9.47%
ES26 ESKOM HOLDINGSFebLIMITED
2031 9.470% 9.545% 8.74% 9.55%
R186 REPUBLIC OF SOUTH
Mar 2032
AFRICA 9.585% 9.655% 8.84% 9.66%
R2030 REPUBLIC OF SOUTH
Sep 2033
AFRICA 10.960% 11.010% 10.05% 11.01%
R213 REPUBLIC OF SOUTH
Feb 2035
AFRICA 9.780% 9.830% 9.04% 9.83%
R2032 REPUBLIC OF SOUTH
Mar 2036
AFRICA 9.750% 9.800% 9.03% 9.80%
ES33 ESKOM HOLDINGSJanLIMITED
2037 9.860% 9.910% 9.12% 9.91%
R209 REPUBLIC OF SOUTH
Jan 2040
AFRICA 9.955% 9.995% 9.14% 10.00%
R2037 REPUBLIC OF SOUTH
Feb 2041
AFRICA 9.880% 9.920% 9.10% 9.92%
R214 REPUBLIC OF SOUTH
Apr 2042
AFRICA 11.140% 11.180% 10.18% 11.18%
R2044 REPUBLIC OF SOUTH
Jan 2044
AFRICA 9.985% 10.025% 9.17% 10.03%
R2048 REPUBLIC OF SOUTH
Feb 2048
AFRICA 9.950% 9.990% 9.16% 9.99%

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 7.083% 7.083% 7.08% 7.12%
JIBAR3 JIBAR 3 Month 7.342% 7.342% 7.32% 7.38%
JIBAR6 JIBAR 6 Month 7.842% 7.842% 7.81% 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
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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