Markets and Commodity figures

06 August 2017

Total Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Deals Nominal Consideration Deals Nominal Consideration
Current Day 1 082 34.33 bn Rbn 34.22 204 45.26 bn Rbn 42.95
Week to Date 5 090 152.68 bn Rbn 160.74 1 705 221.98 bn Rbn 216.49
Month to Date 4 214 130.58 bn Rbn 137.57 1 452 178.09 bn Rbn 172.14
Year to Date 165 700 4 346.83 bn Rbn 4 593.07 45 586 5 677.19 bn Rbn 5 550.24

Foreign Client Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Party Deals Nominal Consideration Deals Nominal Consideration
Buy 102 4.01 bn Rbn 4.09 20 1.44 bn Rbn 1.25
Current Day Sell 64 5.35 bn Rbn 4.55 25 7.42 bn Rbn 7.94
Net 38 -1.34 bn Rbn -0.46 -5 -5.98 bn Rbn -6.68
Buy 451 15.51 bn Rbn 15.51 137 11.67 bn Rbn 10.54
Week to Date Sell 407 17.31 bn Rbn 17.07 104 27.79 bn Rbn 28.64
Net 44 -1.80 bn Rbn -1.56 33 -16.12 bn Rbn -18.10
Buy 342 12.41 bn Rbn 12.65 113 8.13 bn Rbn 7.22
Month to Date Sell 291 14.33 bn Rbn 13.89 79 21.81 bn Rbn 22.69
Net 51 -1.91 bn Rbn -1.24 34 -13.68 bn Rbn -15.47
Buy 13 866 598.71 bn Rbn 620.01 3 306 298.03 bn Rbn 285.68
Year to Date Sell 11 302 546.43 bn Rbn 571.83 1 311 220.62 bn Rbn 226.65
Net 2 564 52.28 bn Rbn 48.18 1 995 77.42 bn Rbn 59.03

Index Levels

Code Index Yield Index Previous Return MTD Return YTD

ALBI20 9.019%
All Bond Index Top 562.518
20 Composite 562.593 -0.11% 5.45%
GOVI 8.927%Split - 561.370
ALBI20 Issuer Class GOVI 561.450 -0.11% 5.64%
OTHI 9.261%
ALBI20 Issuer Class Split - 571.327
OTHI 571.390 -0.09% 4.93%
CILI15 2.543%
Composite Inflation 247.771
Linked Index Top 15 247.500 0.29% 0.86%
ICOR 3.847%
CILI15 Issuer Class 258.258
Split - ICOR 258.207 0.07% 3.87%
IGOV 2.491%
CILI15 Issuer Class 247.090
Split - IGOV 246.808 0.30% 0.70%
ISOE 3.159%
CILI15 Issuer Class 243.756
Split - ISOE 243.712 0.07% 3.24%
MMI JSE Money Market Index
0 225.204 225.158 0.08% 4.70%

ALBI Constituent Bonds

Bond Issuer Maturity MTM Previous YTD Low YTD High

R159 REPUBLIC OF SOUTH
Dec 2018
AFRICA 7.125% 7.120% 7.08% 7.97%
R203 REPUBLIC OF SOUTH
Jan 2020
AFRICA 7.410% 7.405% 7.24% 8.15%
ES18 ESKOM HOLDINGS
MarLIMITED
2021 7.560% 7.555% 7.39% 8.31%
R204 REPUBLIC OF SOUTH
Jan 2023
AFRICA 9.010% 9.010% 8.72% 9.46%
R207 REPUBLIC OF SOUTH
Feb 2023
AFRICA 9.530% 9.530% 9.41% 10.27%
R208 REPUBLIC OF SOUTH
Feb 2023
AFRICA 7.980% 7.980% 7.82% 8.65%
ES23 ESKOM HOLDINGSAprLIMITED
2026 9.800% 9.795% 9.30% 10.09%
DV23 DEVELOPMENT DecBANK
2026
OF SOUTHERN
8.640% AFRICA 8.635% 8.31% 9.00%
R2023 REPUBLIC OF SOUTH
Jan 2030
AFRICA 9.175% 9.170% 8.70% 9.47%
ES26 ESKOM HOLDINGSFebLIMITED
2031 9.280% 9.270% 8.74% 9.55%
R186 REPUBLIC OF SOUTH
Mar 2032
AFRICA 9.400% 9.395% 8.84% 9.66%
R2030 REPUBLIC OF SOUTH
Sep 2033
AFRICA 10.840% 10.830% 10.05% 11.01%
R213 REPUBLIC OF SOUTH
Feb 2035
AFRICA 9.660% 9.655% 9.04% 9.83%
R2032 REPUBLIC OF SOUTH
Mar 2036
AFRICA 9.630% 9.620% 9.03% 9.80%
ES33 ESKOM HOLDINGSJanLIMITED
2037 9.750% 9.740% 9.12% 9.91%
R209 REPUBLIC OF SOUTH
Jan 2040
AFRICA 9.895% 9.890% 9.14% 10.00%
R2037 REPUBLIC OF SOUTH
Feb 2041
AFRICA 9.805% 9.800% 9.10% 9.92%
R214 REPUBLIC OF SOUTH
Apr 2042
AFRICA 11.105% 11.100% 10.18% 11.18%
R2044 REPUBLIC OF SOUTH
Jan 2044
AFRICA 9.920% 9.915% 9.17% 10.03%
R2048 REPUBLIC OF SOUTH
Feb 2048
AFRICA 9.875% 9.875% 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 6.825% 6.825% 6.83% 7.12%
JIBAR3 JIBAR 3 Month 7.067% 7.067% 7.07% 7.38%
JIBAR6 JIBAR 6 Month 7.475% 7.475% 7.48% 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)
9.60
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
Par/Swap