Markets and Commodity figures

15 May 2018

Total Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Deals Nominal Consideration Deals Nominal Consideration
Current Day 973 43.73 bn Rbn 46.71 656 73.84 bn Rbn 72.63
Week to Date 1 963 70.21 bn Rbn 75.46 948 119.04 bn Rbn 116.82
Month to Date 13 582 409.61 bn Rbn 435.18 3 130 405.29 bn Rbn 402.46
Year to Date 113 859 3 563.47 bn Rbn 3 729.72 28 174 3 600.89 bn Rbn 3 661.02

Foreign Client Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Party Deals Nominal Consideration Deals Nominal Consideration
Buy 89 4.84 bn Rbn 5.12 17 1.49 bn Rbn 1.39
Current Day Sell 120 6.09 bn Rbn 6.63 25 4.15 bn Rbn 3.92
Net -31 -1.25 bn Rbn -1.51 -8 -2.66 bn Rbn -2.53
Buy 181 10.07 bn Rbn 10.62 26 2.35 bn Rbn 2.26
Week to Date Sell 195 10.83 bn Rbn 11.99 53 9.94 bn Rbn 9.03
Net -14 -0.76 bn Rbn -1.37 -27 -7.58 bn Rbn -6.78
Buy 894 46.00 bn Rbn 48.52 138 15.76 bn Rbn 14.67
Month to Date Sell 954 60.20 bn Rbn 64.24 215 41.51 bn Rbn 42.26
Net -60 -14.20 bn Rbn -15.71 -77 -25.75 bn Rbn -27.59
Buy 7 899 445.35 bn Rbn 466.58 1 324 155.76 bn Rbn 148.60
Year to Date Sell 7 325 440.29 bn Rbn 464.99 1 852 548.10 bn Rbn 592.74
Net 574 5.06 bn Rbn 1.58 -528 -392.34 bn Rbn -444.14

Index Levels

Code Index Yield Index Previous Return MTD Return YTD

ALBI20 8.883%
All Bond Index Top 617.675
20 Composite 624.602 -2.09% 5.05%
GOVI 8.928%Split - 613.938
ALBI20 Issuer Class GOVI 621.168 -2.15% 4.66%
OTHI 8.750%
ALBI20 Issuer Class Split - 633.957
OTHI 640.001 -1.91% 6.13%
CILI15 2.525%
Composite Inflation 257.198
Linked Index Top 15 257.396 0.43% 1.77%
ICOR 3.404%
CILI15 Issuer Class 282.471
Split - ICOR 282.614 0.58% 4.29%
IGOV 2.485%
CILI15 Issuer Class 256.022
Split - IGOV 256.227 0.42% 1.68%
ISOE 3.135%
CILI15 Issuer Class 256.664
Split - ISOE 256.579 0.71% 2.43%
MMI JSE Money Market Index
0 238.276 238.229 0.29% 2.79%

ALBI Constituent Bonds

Bond Issuer Maturity MTM Previous YTD Low YTD High

R159 REPUBLIC OF SOUTH
Jan 2020
AFRICA 7.345% 7.190% 6.58% 7.35%
R203 REPUBLIC OF SOUTH
Feb 2020
AFRICA 8.585% 8.430% 7.69% 8.59%
ES18 ESKOM HOLDINGS
MarLIMITED
2021 7.560% 7.410% 6.87% 7.59%
R204 REPUBLIC OF SOUTH
Jan 2023
AFRICA 9.025% 8.870% 8.35% 9.03%
R207 REPUBLIC OF SOUTH
Feb 2023
AFRICA 9.260% 9.105% 8.57% 9.26%
R208 REPUBLIC OF SOUTH
Feb 2023
AFRICA 7.885% 7.730% 7.24% 7.94%
ES23 ESKOM HOLDINGSAprLIMITED
2026 9.755% 9.605% 9.17% 9.85%
DV23 DEVELOPMENT DecBANK
2026
OF SOUTHERN
8.475% AFRICA 8.325% 7.88% 8.64%
R2023 REPUBLIC OF SOUTH
Jan 2030
AFRICA 8.895% 8.745% 8.28% 9.19%
ES26 ESKOM HOLDINGSFebLIMITED
2031 8.975% 8.825% 8.36% 9.25%
R186 REPUBLIC OF SOUTH
Mar 2032
AFRICA 9.070% 8.915% 8.46% 9.39%
R2030 REPUBLIC OF SOUTH
Sep 2033
AFRICA 10.565% 10.410% 9.96% 10.76%
R213 REPUBLIC OF SOUTH
Feb 2035
AFRICA 9.215% 9.055% 8.61% 9.58%
R2032 REPUBLIC OF SOUTH
Mar 2036
AFRICA 9.235% 9.080% 8.62% 9.52%
ES33 ESKOM HOLDINGSJanLIMITED
2037 9.300% 9.145% 8.69% 9.68%
R209 REPUBLIC OF SOUTH
Jan 2040
AFRICA 9.385% 9.230% 8.76% 9.77%
R2037 REPUBLIC OF SOUTH
Feb 2041
AFRICA 9.370% 9.215% 8.73% 9.74%
R214 REPUBLIC OF SOUTH
Apr 2042
AFRICA 10.760% 10.605% 10.13% 11.05%
R2044 REPUBLIC OF SOUTH
Jan 2044
AFRICA 9.425% 9.270% 8.80% 9.82%
R2048 REPUBLIC OF SOUTH
Feb 2048
AFRICA 9.400% 9.245% 8.76% 9.77%

Other Rates

Code Description Rate Previous YTD Low YTD High

SAFEX SAFEX Overnight Deposit Rate6.310% 6.310% 6.31% 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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