Markets and Commodity figures

18 December 2017

Total Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Deals Nominal Consideration Deals Nominal Consideration
Current Day 882 15.73 bn Rbn 16.35 130 30.14 bn Rbn 29.03
Week to Date 882 15.73 bn Rbn 16.35 130 30.14 bn Rbn 29.03
Month to Date 12 557 361.43 bn Rbn 366.18 2 621 402.40 bn Rbn 390.38
Year to Date 286 743 7 745.64 bn Rbn 8 065.38 75 961 9 445.90 bn Rbn 9 190.01

Foreign Client Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Party Deals Nominal Consideration Deals Nominal Consideration
Buy 89 3.44 bn Rbn 3.59 21 1.72 bn Rbn 1.66
Current Day Sell 60 2.71 bn Rbn 2.86 8 5.48 bn Rbn 5.97
Net 29 0.73 bn Rbn 0.73 13 -3.76 bn Rbn -4.31
Buy 89 3.44 bn Rbn 3.59 21 1.72 bn Rbn 1.66
Week to Date Sell 60 2.71 bn Rbn 2.86 8 5.48 bn Rbn 5.97
Net 29 0.73 bn Rbn 0.73 13 -3.76 bn Rbn -4.31
Buy 1 143 53.41 bn Rbn 53.01 278 22.00 bn Rbn 20.29
Month to Date Sell 1 065 58.60 bn Rbn 58.51 143 76.45 bn Rbn 82.59
Net 78 -5.19 bn Rbn -5.51 135 -54.45 bn Rbn -62.31
Buy 23 584 1 049.16 bn Rbn 1 076.84 5 791 512.83 bn Rbn 481.06
Year to Date Sell 19 455 1 001.06 bn Rbn 1 032.71 2 899 727.89 bn Rbn 760.98
Net 4 129 48.10 bn Rbn 44.13 2 892 -215.06 bn Rbn -279.92

Index Levels

Code Index Yield Index Previous Return MTD Return YTD

ALBI20 9.148%
All Bond Index Top 576.780
20 Composite 574.172 3.65% 8.12%
GOVI 9.146%Split - 574.996
ALBI20 Issuer Class GOVI 572.375 3.65% 8.20%
OTHI 9.155%
ALBI20 Issuer Class Split - 587.455
OTHI 584.868 3.62% 7.89%
CILI15 2.721%
Composite Inflation 246.940
Linked Index Top 15 246.221 2.54% 0.52%
ICOR 3.660%
CILI15 Issuer Class 267.248
Split - ICOR 267.075 1.23% 7.49%
IGOV 2.678%
CILI15 Issuer Class 245.886
Split - IGOV 245.141 2.61% 0.21%
ISOE 3.286%
CILI15 Issuer Class 247.180
Split - ISOE 246.947 1.34% 4.69%
MMI JSE Money Market Index
0 231.226 231.066 0.37% 7.50%

ALBI Constituent Bonds

Bond Issuer Maturity MTM Previous YTD Low YTD High

R159 REPUBLIC OF SOUTH
Jan 2020
AFRICA 7.765% 7.835% 7.03% 8.19%
R203 REPUBLIC OF SOUTH
Feb 2020
AFRICA 8.855% 8.925% 8.33% 9.75%
ES18 ESKOM HOLDINGS
MarLIMITED
2021 8.020% 8.080% 7.25% 8.43%
R204 REPUBLIC OF SOUTH
Jan 2023
AFRICA 9.375% 9.445% 8.71% 9.83%
R207 REPUBLIC OF SOUTH
Feb 2023
AFRICA 9.585% 9.655% 9.13% 10.27%
R208 REPUBLIC OF SOUTH
Feb 2023
AFRICA 8.335% 8.405% 7.68% 8.79%
ES23 ESKOM HOLDINGSAprLIMITED
2026 10.140% 10.200% 9.30% 10.65%
DV23 DEVELOPMENT DecBANK
2026
OF SOUTHERN
8.950% AFRICA 9.010% 8.31% 9.47%
R2023 REPUBLIC OF SOUTH
Jan 2030
AFRICA 9.420% 9.480% 8.70% 9.95%
ES26 ESKOM HOLDINGSFebLIMITED
2031 9.475% 9.535% 8.74% 10.02%
R186 REPUBLIC OF SOUTH
Mar 2032
AFRICA 9.585% 9.645% 8.84% 10.14%
R2030 REPUBLIC OF SOUTH
Sep 2033
AFRICA 10.880% 10.940% 10.05% 11.49%
R213 REPUBLIC OF SOUTH
Feb 2035
AFRICA 9.705% 9.760% 9.04% 10.33%
R2032 REPUBLIC OF SOUTH
Mar 2036
AFRICA 9.640% 9.700% 9.03% 10.25%
ES33 ESKOM HOLDINGSJanLIMITED
2037 9.790% 9.850% 9.12% 10.41%
R209 REPUBLIC OF SOUTH
Jan 2040
AFRICA 9.865% 9.930% 9.14% 10.51%
R2037 REPUBLIC OF SOUTH
Feb 2041
AFRICA 9.810% 9.870% 9.10% 10.43%
R214 REPUBLIC OF SOUTH
Apr 2042
AFRICA 11.120% 11.180% 10.18% 11.74%
R2044 REPUBLIC OF SOUTH
Jan 2044
AFRICA 9.910% 9.970% 9.17% 10.55%
R2048 REPUBLIC OF SOUTH
Feb 2048
AFRICA 9.865% 9.925% 9.16% 10.50%

Other Rates

Code Description Rate Previous YTD Low YTD High

SAFEX SAFEX Overnight Deposit Rate6.540% 6.540% 6.50% 6.83%
JIBAR1 JIBAR 1 Month 6.883% 6.875% 6.79% 7.12%
JIBAR3 JIBAR 3 Month 7.142% 7.142% 6.98% 7.38%
JIBAR6 JIBAR 6 Month 7.717% 7.742% 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)
9.62
9.12
8.62
8.12
7.62
7.12 Zero
6.62 Par/Swap
6.12
5.62
5.12
4.62
2015 2020 2026 2031 2037 2042 2048 2053 2059
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