Markets and Commodity figures

20 July 2017

Total Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Deals Nominal Consideration Deals Nominal Consideration
Current Day 873 23.13 bn Rbn 24.15 147 14.19 bn Rbn 13.29
Week to Date 3 402 89.54 bn Rbn 91.78 1 300 143.60 bn Rbn 141.24
Month to Date 15 013 389.29 bn Rbn 399.86 4 532 491.47 bn Rbn 478.88
Year to Date 154 166 3 975.76 bn Rbn 4 206.33 42 095 5 251.58 bn Rbn 5 134.95

Foreign Client Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Party Deals Nominal Consideration Deals Nominal Consideration
Buy 108 4.19 bn Rbn 4.30 17 1.49 bn Rbn 1.30
Current Day Sell 72 3.49 bn Rbn 3.67 10 2.35 bn Rbn 2.55
Net 36 0.70 bn Rbn 0.63 7 -0.85 bn Rbn -1.25
Buy 315 16.12 bn Rbn 16.20 100 8.83 bn Rbn 7.96
Week to Date Sell 263 12.57 bn Rbn 12.82 55 12.46 bn Rbn 13.11
Net 52 3.54 bn Rbn 3.39 45 -3.63 bn Rbn -5.15
Buy 1 263 57.88 bn Rbn 58.13 406 35.76 bn Rbn 32.29
Month to Date Sell 1 198 56.72 bn Rbn 57.59 223 56.87 bn Rbn 58.50
Net 65 1.16 bn Rbn 0.54 183 -21.12 bn Rbn -26.21
Buy 12 855 548.00 bn Rbn 568.52 3 025 273.85 bn Rbn 263.88
Year to Date Sell 10 498 503.40 bn Rbn 528.27 1 127 174.30 bn Rbn 178.61
Net 2 357 44.59 bn Rbn 40.25 1 898 99.55 bn Rbn 85.28

Index Levels

Code Index Yield Index Previous Return MTD Return YTD

ALBI20 8.943%
All Bond Index Top 565.336
20 Composite 561.942 1.90% 5.97%
GOVI 8.837%Split - 564.090
ALBI20 Issuer Class GOVI 560.621 1.92% 6.15%
OTHI 9.227%
ALBI20 Issuer Class Split - 574.438
OTHI 571.214 1.86% 5.50%
CILI15 2.622%
Composite Inflation 245.371
Linked Index Top 15 245.317 -0.52% -0.12%
ICOR 3.910%
CILI15 Issuer Class 255.545
Split - ICOR 255.373 0.13% 2.78%
IGOV 2.572%
CILI15 Issuer Class 244.670
Split - IGOV 244.621 -0.56% -0.28%
ISOE 3.222%
CILI15 Issuer Class 242.487
Split - ISOE 242.378 0.19% 2.70%
MMI JSE Money Market Index
0 224.357 224.309 0.41% 4.30%

ALBI Constituent Bonds

Bond Issuer Maturity MTM Previous YTD Low YTD High

R159 REPUBLIC OF SOUTH
Dec 2018
AFRICA 7.200% 7.405% 7.20% 7.97%
R203 REPUBLIC OF SOUTH
Jan 2020
AFRICA 7.335% 7.510% 7.33% 8.15%
ES18 ESKOM HOLDINGSAugLIMITED
2020 8.225% 8.400% 8.13% 8.88%
R204 REPUBLIC OF SOUTH
Mar 2021
AFRICA 7.485% 7.640% 7.45% 8.31%
R207 REPUBLIC OF SOUTH
Jan 2023
AFRICA 8.915% 9.065% 8.72% 9.46%
R208 REPUBLIC OF SOUTH
Feb 2023
AFRICA 7.885% 8.035% 7.83% 8.65%
ES23 ESKOM HOLDINGSAprLIMITED
2026 9.685% 9.785% 9.30% 10.09%
DV23 DEVELOPMENT DecBANK
2026
OF SOUTHERN
8.545% AFRICA 8.645% 8.31% 9.00%
R2023 REPUBLIC OF SOUTH
Jan 2030
AFRICA 9.100% 9.190% 8.70% 9.47%
ES26 ESKOM HOLDINGSFebLIMITED
2031 9.175% 9.265% 8.74% 9.55%
R186 REPUBLIC OF SOUTH
Mar 2032
AFRICA 9.295% 9.385% 8.84% 9.66%
R2030 REPUBLIC OF SOUTH
Sep 2033
AFRICA 10.700% 10.765% 10.05% 11.01%
R213 REPUBLIC OF SOUTH
Feb 2035
AFRICA 9.520% 9.585% 9.04% 9.83%
R2032 REPUBLIC OF SOUTH
Mar 2036
AFRICA 9.490% 9.555% 9.03% 9.80%
ES33 ESKOM HOLDINGSJanLIMITED
2037 9.605% 9.675% 9.12% 9.91%
R209 REPUBLIC OF SOUTH
Jan 2040
AFRICA 9.730% 9.795% 9.14% 10.00%
R2037 REPUBLIC OF SOUTH
Feb 2041
AFRICA 9.660% 9.715% 9.10% 9.92%
R214 REPUBLIC OF SOUTH
Apr 2042
AFRICA 10.920% 10.975% 10.18% 11.18%
R2044 REPUBLIC OF SOUTH
Jan 2044
AFRICA 9.765% 9.825% 9.17% 10.03%
R2048 REPUBLIC OF SOUTH
Feb 2048
AFRICA 9.730% 9.790% 9.16% 9.99%

Other Rates

Code Description Rate Previous YTD Low YTD High

SAFEX SAFEX Overnight Deposit Rate6.810% 6.810% 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 7.825% 7.825% 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)
9.60
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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4.60
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Zero
Par/Swap