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Markets and Commodity figures

03 September 2017

Total Market Turnover Statistics

Standard Turnover REPO 1 Turnover


Deals Nominal Consideration Deals Nominal Consideration
Current Day 1 139 34.00 bn Rbn 34.98 183 26.45 bn Rbn 26.51
Week to Date 5 981 135.43 bn Rbn 137.27 1 615 176.84 bn Rbn 170.89
Month to Date 1 139 34.00 bn Rbn 34.98 183 26.45 bn Rbn 26.51
Year to Date 186 950 4 903.70 bn Rbn 5 164.61 51 816 6 399.97 bn Rbn 6 252.37

Foreign Client Market Turnover Statistics

Standard Turnover REPO 1 Turnover


Party Deals Nominal Consideration Deals Nominal Consideration
Buy 81 6.20 bn Rbn 6.59 20 2.78 bn Rbn 2.66
Current Day Sell 78 4.06 bn Rbn 4.22 13 2.67 bn Rbn 2.46
Net 3 2.14 bn Rbn 2.37 7 0.12 bn Rbn 0.20
Buy 446 14.65 bn Rbn 14.89 104 8.93 bn Rbn 8.14
Week to Date Sell 314 13.38 bn Rbn 13.62 85 24.93 bn Rbn 23.77
Net 132 1.27 bn Rbn 1.27 19 -16.00 bn Rbn -15.63
Buy 81 6.20 bn Rbn 6.59 20 2.78 bn Rbn 2.66
Month to Date Sell 78 4.06 bn Rbn 4.22 13 2.67 bn Rbn 2.46
Net 3 2.14 bn Rbn 2.37 7 0.12 bn Rbn 0.20
Buy 15 599 669.02 bn Rbn 691.56 3 783 335.57 bn Rbn 319.07
Year to Date Sell 12 812 612.87 bn Rbn 639.31 1 676 320.98 bn Rbn 326.26
Net 2 787 56.14 bn Rbn 52.25 2 107 14.60 bn Rbn -7.19

Index Levels

Code Index Yield Index Previous Return MTD Return YTD


ALBI20 8.934%
All Bond Index Top 571.484
20 Composite 568.893 0.46% 7.13%
GOVI 8.844%Split - 570.294
ALBI20 Issuer Class GOVI 567.692 0.46% 7.32%
OTHI 9.174%
ALBI20 Issuer Class Split - 580.496
OTHI 577.904 0.45% 6.62%
CILI15 2.559%
Composite Inflation 247.705
Linked Index Top 15 247.473 0.09% 0.83%
ICOR 3.634%
CILI15 Issuer Class 263.090
Split - ICOR 263.153 -0.02% 5.82%
IGOV 2.514%
CILI15 Issuer Class 246.857
Split - IGOV 246.609 0.10% 0.61%
ISOE 3.136%
CILI15 Issuer Class 245.210
Split - ISOE 245.340 -0.05% 3.85%
MMI JSE Money Market Index
0 226.475 226.431 0.02% 5.29%

ALBI Constituent Bonds

Bond Issuer Maturity MTM Previous YTD Low YTD High


R159 REPUBLIC OF SOUTH
Dec 2018
AFRICA 6.920% 6.970% 6.92% 7.97%
R203 REPUBLIC OF SOUTH
Jan 2020
AFRICA 7.175% 7.260% 7.18% 8.15%
ES18 ESKOM HOLDINGS
MarLIMITED
2021 7.360% 7.435% 7.36% 8.31%
R204 REPUBLIC OF SOUTH
Jan 2023
AFRICA 8.805% 8.880% 8.72% 9.46%
R207 REPUBLIC OF SOUTH
Feb 2023
AFRICA 9.275% 9.430% 9.28% 10.27%
R208 REPUBLIC OF SOUTH
Feb 2023
AFRICA 7.775% 7.850% 7.78% 8.65%
ES23 ESKOM HOLDINGSAprLIMITED
2026 9.655% 9.730% 9.30% 10.09%
DV23 DEVELOPMENT DecBANK
2026
OF SOUTHERN
8.490% AFRICA 8.565% 8.31% 9.00%
R2023 REPUBLIC OF SOUTH
Jan 2030
AFRICA 9.060% 9.125% 8.70% 9.47%
ES26 ESKOM HOLDINGSFebLIMITED
2031 9.165% 9.230% 8.74% 9.55%
R186 REPUBLIC OF SOUTH
Mar 2032
AFRICA 9.295% 9.365% 8.84% 9.66%
R2030 REPUBLIC OF SOUTH
Sep 2033
AFRICA 10.730% 10.780% 10.05% 11.01%
R213 REPUBLIC OF SOUTH
Feb 2035
AFRICA 9.550% 9.605% 9.04% 9.83%
R2032 REPUBLIC OF SOUTH
Mar 2036
AFRICA 9.525% 9.575% 9.03% 9.80%
ES33 ESKOM HOLDINGSJanLIMITED
2037 9.660% 9.715% 9.12% 9.91%
R209 REPUBLIC OF SOUTH
Jan 2040
AFRICA 9.770% 9.820% 9.14% 10.00%
R2037 REPUBLIC OF SOUTH
Feb 2041
AFRICA 9.675% 9.725% 9.10% 9.92%
R214 REPUBLIC OF SOUTH
Apr 2042
AFRICA 10.975% 11.025% 10.18% 11.18%
R2044 REPUBLIC OF SOUTH
Jan 2044
AFRICA 9.795% 9.845% 9.17% 10.03%
R2048 REPUBLIC OF SOUTH
Feb 2048
AFRICA 9.755% 9.805% 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 6.817% 6.817% 6.82% 7.12%
JIBAR3 JIBAR 3 Month 7.050% 7.050% 7.05% 7.38%
JIBAR6 JIBAR 6 Month 7.375% 7.375% 7.38% 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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4.60
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Zero
Par/Swap

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