Markets and Commodity figures

08 March 2018

Total Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Deals Nominal Consideration Deals Nominal Consideration
Current Day 902 33.04 bn Rbn 34.80 213 30.43 bn Rbn 32.37
Week to Date 3 376 115.19 bn Rbn 121.79 1 349 172.83 bn Rbn 176.15
Month to Date 6 109 180.92 bn Rbn 190.61 1 687 224.93 bn Rbn 229.68
Year to Date 57 897 2 074.63 bn Rbn 2 148.88 15 737 1 876.35 bn Rbn 1 897.52

Foreign Client Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Party Deals Nominal Consideration Deals Nominal Consideration
Buy 75 3.73 bn Rbn 3.89 11 1.53 bn Rbn 1.44
Current Day Sell 66 5.27 bn Rbn 5.91 11 5.53 bn Rbn 6.40
Net 9 -1.54 bn Rbn -2.02 -4.00 bn Rbn -4.96
Buy 282 18.11 bn Rbn 18.92 60 12.70 bn Rbn 12.05
Week to Date Sell 210 14.33 bn Rbn 15.67 81 27.37 bn Rbn 30.70
Net 72 3.79 bn Rbn 3.25 -21 -14.67 bn Rbn -18.64
Buy 463 26.35 bn Rbn 27.54 90 16.45 bn Rbn 15.63
Month to Date Sell 344 21.76 bn Rbn 23.53 106 33.80 bn Rbn 37.89
Net 119 4.59 bn Rbn 4.00 -16 -17.35 bn Rbn -22.26
Buy 4 350 260.92 bn Rbn 271.70 749 79.29 bn Rbn 75.80
Year to Date Sell 4 021 249.76 bn Rbn 261.12 880 271.97 bn Rbn 296.71
Net 329 11.16 bn Rbn 10.58 -131 -192.69 bn Rbn -220.91

Index Levels

Code Index Yield Index Previous Return MTD Return YTD

ALBI20 8.640%
All Bond Index Top 623.223
20 Composite 624.481 0.13% 6.00%
GOVI 8.507%Split - 620.559
ALBI20 Issuer Class GOVI 621.783 0.14% 5.79%
OTHI 8.987%
ALBI20 Issuer Class Split - 636.434
OTHI 637.800 0.08% 6.54%
CILI15 2.584%
Composite Inflation 250.694
Linked Index Top 15 250.415 -0.54% -0.80%
ICOR 3.251%
CILI15 Issuer Class 276.984
Split - ICOR 276.970 0.01% 2.27%
IGOV 2.554%
CILI15 Issuer Class 249.372
Split - IGOV 249.080 -0.57% -0.96%
ISOE 2.988%
CILI15 Issuer Class 254.828
Split - ISOE 254.854 -0.04% 1.70%
MMI JSE Money Market Index
0 234.995 234.945 0.14% 1.38%

ALBI Constituent Bonds

Bond Issuer Maturity MTM Previous YTD Low YTD High

R159 REPUBLIC OF SOUTH
Jan 2020
AFRICA 6.705% 6.675% 6.58% 7.31%
R203 REPUBLIC OF SOUTH
Feb 2020
AFRICA 7.935% 7.905% 7.69% 8.40%
ES18 ESKOM HOLDINGS
MarLIMITED
2021 7.020% 6.990% 6.88% 7.59%
R204 REPUBLIC OF SOUTH
Jan 2023
AFRICA 8.570% 8.545% 8.43% 8.98%
R207 REPUBLIC OF SOUTH
Feb 2023
AFRICA 8.710% 8.685% 8.57% 9.19%
R208 REPUBLIC OF SOUTH
Feb 2023
AFRICA 7.460% 7.435% 7.32% 7.94%
ES23 ESKOM HOLDINGSAprLIMITED
2026 9.400% 9.370% 9.26% 9.85%
DV23 DEVELOPMENT DecBANK
2026
OF SOUTHERN
8.110% AFRICA 8.080% 7.97% 8.64%
R2023 REPUBLIC OF SOUTH
Jan 2030
AFRICA 8.555% 8.525% 8.40% 9.19%
ES26 ESKOM HOLDINGSFebLIMITED
2031 8.645% 8.615% 8.48% 9.25%
R186 REPUBLIC OF SOUTH
Mar 2032
AFRICA 8.765% 8.735% 8.61% 9.39%
R2030 REPUBLIC OF SOUTH
Sep 2033
AFRICA 10.320% 10.290% 10.14% 10.76%
R213 REPUBLIC OF SOUTH
Feb 2035
AFRICA 8.920% 8.895% 8.75% 9.58%
R2032 REPUBLIC OF SOUTH
Mar 2036
AFRICA 8.920% 8.890% 8.74% 9.52%
ES33 ESKOM HOLDINGSJanLIMITED
2037 9.015% 8.990% 8.84% 9.68%
R209 REPUBLIC OF SOUTH
Jan 2040
AFRICA 9.070% 9.035% 8.89% 9.77%
R2037 REPUBLIC OF SOUTH
Feb 2041
AFRICA 9.040% 9.010% 8.87% 9.74%
R214 REPUBLIC OF SOUTH
Apr 2042
AFRICA 10.450% 10.420% 10.28% 11.05%
R2044 REPUBLIC OF SOUTH
Jan 2044
AFRICA 9.115% 9.080% 8.91% 9.82%
R2048 REPUBLIC OF SOUTH
Feb 2048
AFRICA 9.080% 9.050% 8.89% 9.77%

Other Rates

Code Description Rate Previous YTD Low YTD High

SAFEX SAFEX Overnight Deposit Rate6.550% 6.550% 6.50% 6.56%
JIBAR1 JIBAR 1 Month 6.892% 6.892% 6.89% 6.92%
JIBAR3 JIBAR 3 Month 7.125% 7.125% 7.13% 7.16%
JIBAR6 JIBAR 6 Month 7.542% 7.542% 7.53% 7.60%
RSA 2 year retail bond 7.00% 0 0 0
RSA 3 year retail bond 7.25% 0 0 0
RSA 5 year retail bond 8.00% 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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Zero
Par/Swap