Markets and Commodity figures

15 December 2017

Total Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Deals Nominal Consideration Deals Nominal Consideration
Current Day 1 158 80.62 bn Rbn 79.32 106 20.19 bn Rbn 19.41
Week to Date 4 770 170.03 bn Rbn 167.54 1 153 169.12 bn Rbn 163.87
Month to Date 11 676 345.70 bn Rbn 349.83 2 491 372.26 bn Rbn 361.35
Year to Date 285 862 7 729.91 bn Rbn 8 049.02 75 831 9 415.77 bn Rbn 9 160.98

Foreign Client Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Party Deals Nominal Consideration Deals Nominal Consideration
Buy 115 11.93 bn Rbn 11.72 20 1.64 bn Rbn 1.50
Current Day Sell 135 13.00 bn Rbn 13.02 5 3.94 bn Rbn 4.20
Net -20 -1.06 bn Rbn -1.30 15 -2.30 bn Rbn -2.70
Buy 360 22.24 bn Rbn 21.99 115 8.57 bn Rbn 7.99
Week to Date Sell 382 25.66 bn Rbn 25.51 60 28.18 bn Rbn 29.69
Net -22 -3.42 bn Rbn -3.52 55 -19.61 bn Rbn -21.70
Buy 1 054 49.96 bn Rbn 49.42 257 20.29 bn Rbn 18.62
Month to Date Sell 1 005 55.88 bn Rbn 55.65 135 70.97 bn Rbn 76.62
Net 49 -5.92 bn Rbn -6.24 122 -50.68 bn Rbn -58.00
Buy 23 495 1 045.72 bn Rbn 1 073.25 5 770 511.11 bn Rbn 479.40
Year to Date Sell 19 395 998.35 bn Rbn 1 029.85 2 891 722.41 bn Rbn 755.01
Net 4 100 47.37 bn Rbn 43.40 2 879 -211.30 bn Rbn -275.61

Index Levels

Code Index Yield Index Previous Return MTD Return YTD

ALBI20 9.189%
All Bond Index Top 573.882
20 Composite 564.942 3.12% 7.58%
GOVI 9.187%Split - 572.088
ALBI20 Issuer Class GOVI 563.093 3.13% 7.66%
OTHI 9.195%
ALBI20 Issuer Class Split - 584.565
OTHI 575.728 3.11% 7.36%
CILI15 2.738%
Composite Inflation 246.107
Linked Index Top 15 244.964 2.20% 0.18%
ICOR 3.664%
CILI15 Issuer Class 266.938
Split - ICOR 266.447 1.11% 7.36%
IGOV 2.696%
CILI15 Issuer Class 245.028
Split - IGOV 243.851 2.26% -0.14%
ISOE 3.294%
CILI15 Issuer Class 246.826
Split - ISOE 246.361 1.19% 4.54%
MMI JSE Money Market Index
0 231.066 231.022 0.30% 7.42%

ALBI Constituent Bonds

Bond Issuer Maturity MTM Previous YTD Low YTD High

R159 REPUBLIC OF SOUTH
Jan 2020
AFRICA 7.835% 8.050% 7.03% 8.19%
R203 REPUBLIC OF SOUTH
Feb 2020
AFRICA 8.925% 9.140% 8.33% 9.75%
ES18 ESKOM HOLDINGS
MarLIMITED
2021 8.080% 8.295% 7.25% 8.43%
R204 REPUBLIC OF SOUTH
Jan 2023
AFRICA 9.445% 9.655% 8.71% 9.83%
R207 REPUBLIC OF SOUTH
Feb 2023
AFRICA 9.655% 9.865% 9.13% 10.27%
R208 REPUBLIC OF SOUTH
Feb 2023
AFRICA 8.405% 8.615% 7.68% 8.79%
ES23 ESKOM HOLDINGSAprLIMITED
2026 10.200% 10.420% 9.30% 10.65%
DV23 DEVELOPMENT DecBANK
2026
OF SOUTHERN
9.010% AFRICA 9.230% 8.31% 9.47%
R2023 REPUBLIC OF SOUTH
Jan 2030
AFRICA 9.480% 9.700% 8.70% 9.95%
ES26 ESKOM HOLDINGSFebLIMITED
2031 9.535% 9.755% 8.74% 10.02%
R186 REPUBLIC OF SOUTH
Mar 2032
AFRICA 9.645% 9.865% 8.84% 10.14%
R2030 REPUBLIC OF SOUTH
Sep 2033
AFRICA 10.940% 11.160% 10.05% 11.49%
R213 REPUBLIC OF SOUTH
Feb 2035
AFRICA 9.760% 9.980% 9.04% 10.33%
R2032 REPUBLIC OF SOUTH
Mar 2036
AFRICA 9.700% 9.920% 9.03% 10.25%
ES33 ESKOM HOLDINGSJanLIMITED
2037 9.850% 10.070% 9.12% 10.41%
R209 REPUBLIC OF SOUTH
Jan 2040
AFRICA 9.930% 10.150% 9.14% 10.51%
R2037 REPUBLIC OF SOUTH
Feb 2041
AFRICA 9.870% 10.090% 9.10% 10.43%
R214 REPUBLIC OF SOUTH
Apr 2042
AFRICA 11.180% 11.400% 10.18% 11.74%
R2044 REPUBLIC OF SOUTH
Jan 2044
AFRICA 9.970% 10.195% 9.17% 10.55%
R2048 REPUBLIC OF SOUTH
Feb 2048
AFRICA 9.925% 10.145% 9.16% 10.50%

Other Rates

Code Description Rate Previous YTD Low YTD High

SAFEX SAFEX Overnight Deposit Rate6.540% 6.550% 6.50% 6.83%
JIBAR1 JIBAR 1 Month 6.875% 6.875% 6.79% 7.12%
JIBAR3 JIBAR 3 Month 7.142% 7.142% 6.98% 7.38%
JIBAR6 JIBAR 6 Month 7.742% 7.733% 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
3.25%
bond 0 0 0
RSA 10 year inflation linked retail
3.50%
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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