Markets and Commodity figures

22 May 2018

Total Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Deals Nominal Consideration Deals Nominal Consideration
Current Day 1 394 42.53 bn Rbn 44.71 669 77.91 bn Rbn 78.14
Week to Date 2 816 89.28 bn Rbn 94.78 958 124.83 bn Rbn 123.22
Month to Date 20 447 647.12 bn Rbn 687.27 4 649 592.51 bn Rbn 587.76
Year to Date 120 724 3 800.99 bn Rbn 3 981.81 29 693 3 788.11 bn Rbn 3 846.32

Foreign Client Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Party Deals Nominal Consideration Deals Nominal Consideration
Buy 86 6.38 bn Rbn 6.64 28 3.64 bn Rbn 3.66
Current Day Sell 84 6.19 bn Rbn 6.43 25 3.43 bn Rbn 3.30
Net 2 0.19 bn Rbn 0.21 3 0.20 bn Rbn 0.35
Buy 140 9.49 bn Rbn 10.07 46 5.80 bn Rbn 5.65
Week to Date Sell 158 11.90 bn Rbn 12.38 47 8.45 bn Rbn 7.87
Net -18 -2.41 bn Rbn -2.31 -1 -2.65 bn Rbn -2.23
Buy 1 366 74.03 bn Rbn 77.70 215 24.61 bn Rbn 23.24
Month to Date Sell 1 482 98.19 bn Rbn 104.12 305 57.55 bn Rbn 57.38
Net -116 -24.16 bn Rbn -26.42 -90 -32.95 bn Rbn -34.14
Buy 8 371 473.37 bn Rbn 495.76 1 401 164.60 bn Rbn 157.17
Year to Date Sell 7 853 478.28 bn Rbn 504.88 1 942 564.14 bn Rbn 607.86
Net 518 -4.91 bn Rbn -9.12 -541 -399.54 bn Rbn -450.69

Index Levels

Code Index Yield Index Previous Return MTD Return YTD

ALBI20 8.913%
All Bond Index Top 616.677
20 Composite 611.507 -2.25% 4.88%
GOVI 8.962%Split - 612.675
ALBI20 Issuer Class GOVI 607.281 -2.35% 4.44%
OTHI 8.768%
ALBI20 Issuer Class Split - 633.768
OTHI 629.255 -1.94% 6.10%
CILI15 2.600%
Composite Inflation 255.870
Linked Index Top 15 255.789 -0.09% 1.24%
ICOR 3.487%
CILI15 Issuer Class 281.718
Split - ICOR 281.623 0.31% 4.02%
IGOV 2.559%
CILI15 Issuer Class 254.667
Split - IGOV 254.587 -0.11% 1.15%
ISOE 3.235%
CILI15 Issuer Class 256.048
Split - ISOE 255.962 0.47% 2.19%
MMI JSE Money Market Index
0 238.587 238.542 0.42% 2.93%

ALBI Constituent Bonds

Bond Issuer Maturity MTM Previous YTD Low YTD High

R159 REPUBLIC OF SOUTH
Jan 2020
AFRICA 7.315% 7.420% 6.58% 7.42%
R203 REPUBLIC OF SOUTH
Feb 2020
AFRICA 8.440% 8.545% 7.69% 8.63%
ES18 ESKOM HOLDINGS
MarLIMITED
2021 7.555% 7.660% 6.87% 7.66%
R204 REPUBLIC OF SOUTH
Jan 2023
AFRICA 9.055% 9.175% 8.35% 9.18%
R207 REPUBLIC OF SOUTH
Feb 2023
AFRICA 9.280% 9.400% 8.57% 9.40%
R208 REPUBLIC OF SOUTH
Feb 2023
AFRICA 7.915% 8.035% 7.24% 8.04%
ES23 ESKOM HOLDINGSAprLIMITED
2026 9.825% 9.945% 9.17% 9.95%
DV23 DEVELOPMENT DecBANK
2026
OF SOUTHERN
8.545% AFRICA 8.665% 7.88% 8.67%
R2023 REPUBLIC OF SOUTH
Jan 2030
AFRICA 8.960% 9.075% 8.28% 9.19%
ES26 ESKOM HOLDINGSFebLIMITED
2031 9.045% 9.155% 8.36% 9.25%
R186 REPUBLIC OF SOUTH
Mar 2032
AFRICA 9.135% 9.250% 8.46% 9.39%
R2030 REPUBLIC OF SOUTH
Sep 2033
AFRICA 10.595% 10.710% 9.96% 10.76%
R213 REPUBLIC OF SOUTH
Feb 2035
AFRICA 9.250% 9.365% 8.61% 9.58%
R2032 REPUBLIC OF SOUTH
Mar 2036
AFRICA 9.265% 9.380% 8.62% 9.52%
ES33 ESKOM HOLDINGSJanLIMITED
2037 9.340% 9.450% 8.69% 9.68%
R209 REPUBLIC OF SOUTH
Jan 2040
AFRICA 9.415% 9.525% 8.76% 9.77%
R2037 REPUBLIC OF SOUTH
Feb 2041
AFRICA 9.410% 9.520% 8.73% 9.74%
R214 REPUBLIC OF SOUTH
Apr 2042
AFRICA 10.800% 10.910% 10.13% 11.05%
R2044 REPUBLIC OF SOUTH
Jan 2044
AFRICA 9.460% 9.565% 8.80% 9.82%
R2048 REPUBLIC OF SOUTH
Feb 2048
AFRICA 9.435% 9.540% 8.76% 9.77%

Other Rates

Code Description Rate Previous YTD Low YTD High

SAFEX SAFEX Overnight Deposit Rate6.320% 6.320% 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 7.417% 7.408% 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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