Markets and Commodity figures

12 November 2017

Total Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Deals Nominal Consideration Deals Nominal Consideration
Current Day 1 612 32.82 bn Rbn 34.05 172 25.47 bn Rbn 24.53
Week to Date 7 162 159.87 bn Rbn 165.37 1 676 197.08 bn Rbn 188.31
Month to Date 11 861 320.85 bn Rbn 324.49 2 372 311.93 bn Rbn 293.78
Year to Date 256 355 6 783.15 bn Rbn 7 098.96 69 146 8 502.39 bn Rbn 8 277.22

Foreign Client Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Party Deals Nominal Consideration Deals Nominal Consideration
Buy 90 4.01 bn Rbn 4.00 19 1.11 bn Rbn 1.03
Current Day Sell 80 5.82 bn Rbn 6.16 11 5.23 bn Rbn 5.69
Net 10 -1.81 bn Rbn -2.16 8 -4.11 bn Rbn -4.67
Buy 503 24.11 bn Rbn 24.45 155 15.77 bn Rbn 14.52
Week to Date Sell 422 26.34 bn Rbn 27.10 78 33.51 bn Rbn 35.69
Net 81 -2.24 bn Rbn -2.65 77 -17.74 bn Rbn -21.16
Buy 831 36.52 bn Rbn 37.07 262 26.00 bn Rbn 23.23
Month to Date Sell 675 41.54 bn Rbn 42.58 109 42.19 bn Rbn 44.91
Net 156 -5.01 bn Rbn -5.51 153 -16.20 bn Rbn -21.68
Buy 20 732 903.61 bn Rbn 933.30 5 162 455.94 bn Rbn 429.57
Year to Date Sell 16 973 848.14 bn Rbn 880.20 2 541 555.73 bn Rbn 575.13
Net 3 759 55.48 bn Rbn 53.10 2 621 -99.79 bn Rbn -145.56

Index Levels

Code Index Yield Index Previous Return MTD Return YTD

ALBI20 9.424%
All Bond Index Top 554.899
20 Composite 556.381 -1.26% 4.02%
GOVI 9.426%Split - 553.058
ALBI20 Issuer Class GOVI 554.569 -1.30% 4.07%
OTHI 9.421%
ALBI20 Issuer Class Split - 565.578
OTHI 566.979 -1.13% 3.88%
CILI15 2.673%
Composite Inflation 246.548
Linked Index Top 15 246.798 -0.83% 0.36%
ICOR 3.588%
CILI15 Issuer Class 266.429
Split - ICOR 266.394 0.01% 7.16%
IGOV 2.631%
CILI15 Issuer Class 245.514
Split - IGOV 245.778 -0.88% 0.06%
ISOE 3.215%
CILI15 Issuer Class 246.636
Split - ISOE 246.606 -0.06% 4.46%
MMI JSE Money Market Index
0 229.487 229.454 0.19% 6.69%

ALBI Constituent Bonds

Bond Issuer Maturity MTM Previous YTD Low YTD High

R159 REPUBLIC OF SOUTH
Jan 2020
AFRICA 8.070% 8.010% 7.03% 8.15%
R203 REPUBLIC OF SOUTH
Feb 2020
AFRICA 9.170% 9.110% 8.33% 9.75%
ES18 ESKOM HOLDINGS
MarLIMITED
2021 8.315% 8.255% 7.25% 8.32%
R204 REPUBLIC OF SOUTH
Jan 2023
AFRICA 9.695% 9.630% 8.71% 9.70%
R207 REPUBLIC OF SOUTH
Feb 2023
AFRICA 9.915% 9.850% 9.13% 10.27%
R208 REPUBLIC OF SOUTH
Feb 2023
AFRICA 8.665% 8.600% 7.68% 8.67%
ES23 ESKOM HOLDINGSAprLIMITED
2026 10.515% 10.460% 9.30% 10.52%
DV23 DEVELOPMENT DecBANK
2026
OF SOUTHERN
9.345% AFRICA 9.290% 8.31% 9.35%
R2023 REPUBLIC OF SOUTH
Jan 2030
AFRICA 9.815% 9.775% 8.70% 9.82%
ES26 ESKOM HOLDINGSFebLIMITED
2031 9.905% 9.865% 8.74% 9.91%
R186 REPUBLIC OF SOUTH
Mar 2032
AFRICA 10.010% 9.970% 8.84% 10.01%
R2030 REPUBLIC OF SOUTH
Sep 2033
AFRICA 11.295% 11.255% 10.05% 11.30%
R213 REPUBLIC OF SOUTH
Feb 2035
AFRICA 10.150% 10.115% 9.04% 10.15%
R2032 REPUBLIC OF SOUTH
Mar 2036
AFRICA 10.090% 10.050% 9.03% 10.10%
ES33 ESKOM HOLDINGSJanLIMITED
2037 10.215% 10.180% 9.12% 10.22%
R209 REPUBLIC OF SOUTH
Jan 2040
AFRICA 10.310% 10.275% 9.14% 10.31%
R2037 REPUBLIC OF SOUTH
Feb 2041
AFRICA 10.220% 10.185% 9.10% 10.23%
R214 REPUBLIC OF SOUTH
Apr 2042
AFRICA 11.520% 11.485% 10.18% 11.53%
R2044 REPUBLIC OF SOUTH
Jan 2044
AFRICA 10.330% 10.295% 9.17% 10.33%
R2048 REPUBLIC OF SOUTH
Feb 2048
AFRICA 10.280% 10.245% 9.16% 10.28%

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 6.842% 6.842% 6.79% 7.12%
JIBAR3 JIBAR 3 Month 7.050% 7.050% 6.98% 7.38%
JIBAR6 JIBAR 6 Month 7.617% 7.592% 7.32% 8.00%
RSA 2 year retail bond 8.25% 0 0 0
RSA 3 year retail bond 8.50% 0 0 0
RSA 5 year retail bond 9.00% 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