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Markets and Commodity figures

10 May 2018

Total Market Turnover Statistics

Standard Turnover REPO 1 Turnover


Deals Nominal Consideration Deals Nominal Consideration
Current Day 1 291 42.52 bn Rbn 44.06 199 21.81 bn Rbn 21.21
Week to Date 5 233 155.41 bn Rbn 163.26 1 403 162.12 bn Rbn 161.29
Month to Date 10 441 305.67 bn Rbn 323.38 1 965 264.98 bn Rbn 263.64
Year to Date 110 718 3 459.53 bn Rbn 3 617.91 27 009 3 460.58 bn Rbn 3 522.20

Foreign Client Market Turnover Statistics

Standard Turnover REPO 1 Turnover


Party Deals Nominal Consideration Deals Nominal Consideration
Buy 89 6.46 bn Rbn 6.57 8 0.14 bn Rbn 0.12
Current Day Sell 97 7.12 bn Rbn 7.36 21 2.98 bn Rbn 2.76
Net -8 -0.66 bn Rbn -0.78 -13 -2.84 bn Rbn -2.63
Buy 333 16.24 bn Rbn 16.79 47 4.44 bn Rbn 4.21
Week to Date Sell 411 27.49 bn Rbn 28.86 71 10.37 bn Rbn 10.45
Net -78 -11.24 bn Rbn -12.07 -24 -5.92 bn Rbn -6.24
Buy 630 31.25 bn Rbn 32.82 101 12.90 bn Rbn 11.90
Month to Date Sell 677 42.64 bn Rbn 44.99 138 27.36 bn Rbn 28.82
Net -47 -11.39 bn Rbn -12.18 -37 -14.46 bn Rbn -16.92
Buy 7 635 430.59 bn Rbn 450.87 1 287 152.89 bn Rbn 145.83
Year to Date Sell 7 048 422.73 bn Rbn 445.75 1 775 533.95 bn Rbn 579.30
Net 587 7.86 bn Rbn 5.12 -488 -381.05 bn Rbn -433.47

Index Levels

Code Index Yield Index Previous Return MTD Return YTD


ALBI20 8.821%
All Bond Index Top 621.191
20 Composite 618.356 -1.53% 5.65%
GOVI 8.863%Split - 617.589
ALBI20 Issuer Class GOVI 614.594 -1.57% 5.28%
OTHI 8.696%
ALBI20 Issuer Class Split - 637.080
OTHI 634.722 -1.42% 6.65%
CILI15 2.508%
Composite Inflation 257.448
Linked Index Top 15 257.698 0.53% 1.87%
ICOR 3.401%
CILI15 Issuer Class 282.114
Split - ICOR 282.137 0.45% 4.16%
IGOV 2.467%
CILI15 Issuer Class 256.305
Split - IGOV 256.567 0.53% 1.80%
ISOE 3.150%
CILI15 Issuer Class 256.058
Split - ISOE 255.973 0.47% 2.19%
MMI JSE Money Market Index
0 238.042 237.995 0.19% 2.69%

ALBI Constituent Bonds

Bond Issuer Maturity MTM Previous YTD Low YTD High


R159 REPUBLIC OF SOUTH
Jan 2020
AFRICA 7.230% 7.285% 6.58% 7.31%
R203 REPUBLIC OF SOUTH
Feb 2020
AFRICA 8.470% 8.525% 7.69% 8.53%
ES18 ESKOM HOLDINGS
MarLIMITED
2021 7.450% 7.495% 6.87% 7.59%
R204 REPUBLIC OF SOUTH
Jan 2023
AFRICA 8.915% 8.945% 8.35% 8.98%
R207 REPUBLIC OF SOUTH
Feb 2023
AFRICA 9.150% 9.180% 8.57% 9.19%
R208 REPUBLIC OF SOUTH
Feb 2023
AFRICA 7.775% 7.805% 7.24% 7.94%
ES23 ESKOM HOLDINGSAprLIMITED
2026 9.660% 9.725% 9.17% 9.85%
DV23 DEVELOPMENT DecBANK
2026
OF SOUTHERN
8.380% AFRICA 8.445% 7.88% 8.64%
R2023 REPUBLIC OF SOUTH
Jan 2030
AFRICA 8.805% 8.875% 8.28% 9.19%
ES26 ESKOM HOLDINGSFebLIMITED
2031 8.885% 8.950% 8.36% 9.25%
R186 REPUBLIC OF SOUTH
Mar 2032
AFRICA 8.975% 9.040% 8.46% 9.39%
R2030 REPUBLIC OF SOUTH
Sep 2033
AFRICA 10.470% 10.530% 9.96% 10.76%
R213 REPUBLIC OF SOUTH
Feb 2035
AFRICA 9.115% 9.175% 8.61% 9.58%
R2032 REPUBLIC OF SOUTH
Mar 2036
AFRICA 9.140% 9.200% 8.62% 9.52%
ES33 ESKOM HOLDINGSJanLIMITED
2037 9.205% 9.265% 8.69% 9.68%
R209 REPUBLIC OF SOUTH
Jan 2040
AFRICA 9.290% 9.340% 8.76% 9.77%
R2037 REPUBLIC OF SOUTH
Feb 2041
AFRICA 9.275% 9.330% 8.73% 9.74%
R214 REPUBLIC OF SOUTH
Apr 2042
AFRICA 10.665% 10.720% 10.13% 11.05%
R2044 REPUBLIC OF SOUTH
Jan 2044
AFRICA 9.340% 9.395% 8.80% 9.82%
R2048 REPUBLIC OF SOUTH
Feb 2048
AFRICA 9.315% 9.370% 8.76% 9.77%

Other Rates

Code Description Rate Previous YTD Low YTD High


SAFEX SAFEX Overnight Deposit Rate6.320% 6.320% 6.32% 6.56%
JIBAR1 JIBAR 1 Month 6.675% 6.675% 6.63% 6.92%
JIBAR3 JIBAR 3 Month 6.900% 6.900% 6.87% 7.16%
JIBAR6 JIBAR 6 Month 7.400% 7.400% 7.38% 7.60%
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
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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