Markets and Commodity figures

12 March 2017

Total Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Deals Nominal Consideration Deals Nominal Consideration
Current Day 648 28.63 bn Rbn 29.81 182 23.57 bn Rbn 22.45
Week to Date 3 688 91.18 bn Rbn 97.24 1 578 194.48 bn Rbn 189.10
Month to Date 7 003 160.22 bn Rbn 171.83 2 219 284.89 bn Rbn 276.77
Year to Date 50 454 1 309.57 bn Rbn 1 390.58 15 320 1 644.43 bn Rbn 1 618.08

Foreign Client Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Party Deals Nominal Consideration Deals Nominal Consideration
Buy 69 4.76 bn Rbn 4.86 12 0.86 bn Rbn 0.87
Current Day Sell 74 4.09 bn Rbn 4.32 4 0.85 bn Rbn 0.82
Net -5 0.67 bn Rbn 0.54 8 0.01 bn Rbn 0.05
Buy 343 13.71 bn Rbn 14.07 105 10.82 bn Rbn 10.86
Week to Date Sell 247 10.88 bn Rbn 11.40 25 2.43 bn Rbn 2.42
Net 96 2.83 bn Rbn 2.66 80 8.39 bn Rbn 8.44
Buy 571 22.65 bn Rbn 23.37 184 18.45 bn Rbn 18.69
Month to Date Sell 454 20.88 bn Rbn 21.91 43 3.51 bn Rbn 3.34
Net 117 1.77 bn Rbn 1.46 141 14.94 bn Rbn 15.35
Buy 4 018 166.35 bn Rbn 171.90 1 035 102.75 bn Rbn 102.64
Year to Date Sell 3 349 164.26 bn Rbn 170.99 339 35.19 bn Rbn 34.33
Net 669 2.09 bn Rbn 0.91 696 67.56 bn Rbn 68.31

Index Levels

Code Index Yield Index Previous Return MTD Return YTD

ALBI20 8.866%
All Bond Index Top 550.224
20 Composite 551.860 1.06% 3.14%
GOVI 8.799%Split - 548.035
ALBI20 Issuer Class GOVI 549.659 1.06% 3.13%
OTHI 9.045%
ALBI20 Issuer Class Split - 561.738
OTHI 563.421 1.06% 3.17%
CILI15 2.159%
Composite Inflation 249.496
Linked Index Top 15 249.460 -0.08% 1.56%
ICOR 3.375%
CILI15 Issuer Class 253.011
Split - ICOR 252.955 0.11% 1.76%
IGOV 2.104%
CILI15 Issuer Class 249.183
Split - IGOV 249.152 -0.09% 1.56%
ISOE 2.807%
CILI15 Issuer Class 240.142
Split - ISOE 240.025 0.11% 1.71%
MMI JSE Money Market Index
0 218.238 218.191 0.19% 1.46%

ALBI Constituent Bonds

Bond Issuer Maturity MTM Previous YTD Low YTD High

R159 REPUBLIC OF SOUTH
Dec 2018
AFRICA 7.430% 7.440% 7.43% 7.97%
R203 REPUBLIC OF SOUTH
Jan 2020
AFRICA 7.690% 7.640% 7.64% 8.15%
ES18 ESKOM HOLDINGS
MarLIMITED
2021 7.845% 7.800% 7.80% 8.31%
R204 REPUBLIC OF SOUTH
Jan 2023
AFRICA 9.070% 9.020% 8.99% 9.46%
R207 REPUBLIC OF SOUTH
Feb 2023
AFRICA 9.790% 9.740% 9.71% 10.27%
R208 REPUBLIC OF SOUTH
Feb 2023
AFRICA 8.230% 8.180% 8.15% 8.65%
ES23 ESKOM HOLDINGSAprLIMITED
2026 9.690% 9.640% 9.56% 9.93%
DV23 DEVELOPMENT DecBANK
2026
OF SOUTHERN
8.700% AFRICA 8.650% 8.57% 8.96%
R2023 REPUBLIC OF SOUTH
Jan 2030
AFRICA 9.090% 9.045% 8.96% 9.38%
ES26 ESKOM HOLDINGSFebLIMITED
2031 9.130% 9.085% 8.99% 9.40%
R186 REPUBLIC OF SOUTH
Mar 2032
AFRICA 9.230% 9.180% 9.10% 9.53%
R2030 REPUBLIC OF SOUTH
Sep 2033
AFRICA 10.380% 10.335% 10.23% 10.58%
R213 REPUBLIC OF SOUTH
Feb 2035
AFRICA 9.375% 9.330% 9.23% 9.64%
R2032 REPUBLIC OF SOUTH
Mar 2036
AFRICA 9.360% 9.315% 9.21% 9.58%
ES33 ESKOM HOLDINGSJanLIMITED
2037 9.470% 9.425% 9.32% 9.70%
R209 REPUBLIC OF SOUTH
Jan 2040
AFRICA 9.475% 9.430% 9.33% 9.69%
R2037 REPUBLIC OF SOUTH
Feb 2041
AFRICA 9.440% 9.395% 9.29% 9.63%
R214 REPUBLIC OF SOUTH
Apr 2042
AFRICA 10.525% 10.480% 10.37% 10.71%
R2044 REPUBLIC OF SOUTH
Jan 2044
AFRICA 9.510% 9.470% 9.37% 9.70%
R2048 REPUBLIC OF SOUTH
Feb 2048
AFRICA 9.500% 9.465% 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 7.342% 7.342% 7.33% 7.37%
JIBAR6 JIBAR 6 Month 7.925% 7.925% 7.88% 7.97%
RSA 2 year retail bond 8.00% 0 0 0
RSA 3 year retail bond 8.25% 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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Zero
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