Markets and Commodity figures

19 February 2017

Total Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Deals Nominal Consideration Deals Nominal Consideration
Current Day 1 573 28.39 bn Rbn 31.29 164 15.98 bn Rbn 15.50
Week to Date 6 131 149.32 bn Rbn 160.05 1 623 187.91 bn Rbn 186.03
Month to Date 13 708 408.24 bn Rbn 432.92 4 028 449.92 bn Rbn 441.03
Year to Date 35 835 925.11 bn Rbn 982.58 10 250 1 040.62 bn Rbn 1 029.73

Foreign Client Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Party Deals Nominal Consideration Deals Nominal Consideration
Buy 127 3.09 bn Rbn 3.24 7 0.86 bn Rbn 0.86
Current Day Sell 92 3.16 bn Rbn 3.32 1 0.12 bn Rbn 0.14
Net 35 -0.07 bn Rbn -0.08 6 0.74 bn Rbn 0.72
Buy 512 19.47 bn Rbn 20.52 119 18.06 bn Rbn 18.27
Week to Date Sell 399 17.82 bn Rbn 19.37 25 1.80 bn Rbn 1.78
Net 113 1.65 bn Rbn 1.15 94 16.26 bn Rbn 16.49
Buy 1 163 49.38 bn Rbn 50.77 321 43.36 bn Rbn 43.19
Month to Date Sell 904 45.29 bn Rbn 47.45 87 7.76 bn Rbn 7.49
Net 259 4.10 bn Rbn 3.31 234 35.60 bn Rbn 35.70
Buy 2 807 112.64 bn Rbn 116.09 687 68.77 bn Rbn 68.39
Year to Date Sell 2 353 113.93 bn Rbn 118.19 241 24.29 bn Rbn 23.79
Net 454 -1.29 bn Rbn -2.10 446 44.48 bn Rbn 44.59

Index Levels

Code Index Yield Index Previous Return MTD Return YTD

ALBI20 8.849%
All Bond Index Top 548.064
20 Composite 550.555 1.38% 2.74%
GOVI 8.782%Split - 545.836
ALBI20 Issuer Class GOVI 548.372 1.37% 2.72%
OTHI 9.027%
ALBI20 Issuer Class Split - 559.659
OTHI 562.053 1.42% 2.79%
CILI15 2.105%
Composite Inflation 250.364
Linked Index Top 15 250.300 0.35% 1.92%
ICOR 3.320%
CILI15 Issuer Class 252.726
Split - ICOR 252.674 0.70% 1.65%
IGOV 2.049%
CILI15 Issuer Class 250.134
Split - IGOV 250.069 0.34% 1.94%
ISOE 2.774%
CILI15 Issuer Class 239.743
Split - ISOE 239.698 0.40% 1.54%
MMI JSE Money Market Index
0 217.338 217.292 0.37% 1.04%

ALBI Constituent Bonds

Bond Issuer Maturity MTM Previous YTD Low YTD High

R159 REPUBLIC OF SOUTH
Dec 2018
AFRICA 7.580% 7.575% 7.54% 7.97%
R203 REPUBLIC OF SOUTH
Jan 2020
AFRICA 7.785% 7.745% 7.71% 8.15%
ES18 ESKOM HOLDINGS
MarLIMITED
2021 7.940% 7.900% 7.87% 8.31%
R204 REPUBLIC OF SOUTH
Jan 2023
AFRICA 9.105% 9.065% 9.03% 9.46%
R207 REPUBLIC OF SOUTH
Feb 2023
AFRICA 9.825% 9.785% 9.75% 10.27%
R208 REPUBLIC OF SOUTH
Feb 2023
AFRICA 8.265% 8.225% 8.19% 8.65%
ES23 ESKOM HOLDINGSAprLIMITED
2026 9.670% 9.600% 9.56% 9.93%
DV23 DEVELOPMENT DecBANK
2026
OF SOUTHERN
8.680% AFRICA 8.610% 8.57% 8.96%
R2023 REPUBLIC OF SOUTH
Jan 2030
AFRICA 9.070% 9.005% 8.96% 9.38%
ES26 ESKOM HOLDINGSFebLIMITED
2031 9.110% 9.040% 8.99% 9.40%
R186 REPUBLIC OF SOUTH
Mar 2032
AFRICA 9.215% 9.150% 9.10% 9.53%
R2030 REPUBLIC OF SOUTH
Sep 2033
AFRICA 10.350% 10.280% 10.23% 10.58%
R213 REPUBLIC OF SOUTH
Feb 2035
AFRICA 9.335% 9.280% 9.23% 9.64%
R2032 REPUBLIC OF SOUTH
Mar 2036
AFRICA 9.330% 9.260% 9.21% 9.58%
ES33 ESKOM HOLDINGSJanLIMITED
2037 9.445% 9.375% 9.32% 9.70%
R209 REPUBLIC OF SOUTH
Jan 2040
AFRICA 9.450% 9.380% 9.33% 9.69%
R2037 REPUBLIC OF SOUTH
Feb 2041
AFRICA 9.410% 9.340% 9.29% 9.63%
R214 REPUBLIC OF SOUTH
Apr 2042
AFRICA 10.495% 10.425% 10.37% 10.71%
R2044 REPUBLIC OF SOUTH
Jan 2044
AFRICA 9.490% 9.420% 9.37% 9.70%
R2048 REPUBLIC OF SOUTH
Feb 2048
AFRICA 9.490% 9.415% 9.36% 9.68%

Other Rates

Code Description Rate Previous YTD Low YTD High

SAFEX SAFEX Overnight Deposit Rate6.800% 6.800% 6.77% 6.80%
JIBAR1 JIBAR 1 Month 7.083% 7.083% 7.08% 7.12%
JIBAR3 JIBAR 3 Month 7.325% 7.325% 7.33% 7.37%
JIBAR6 JIBAR 6 Month 7.883% 7.892% 7.88% 7.97%
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 8.75% 0 0 0
RSA 3 year inflation linked retail
1.75%
bond 0 0 0
RSA 5 year inflation linked retail
2.00%
bond 0 0 0
RSA 10 year inflation linked retail
2.25%
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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