Markets and Commodity figures

14 May 2017

Total Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Deals Nominal Consideration Deals Nominal Consideration
Current Day 798 18.61 bn Rbn 20.34 122 27.99 bn Rbn 26.67
Week to Date 4 972 117.31 bn Rbn 122.34 1 245 196.90 bn Rbn 190.78
Month to Date 10 221 261.09 bn Rbn 278.75 2 354 393.15 bn Rbn 382.72
Year to Date 102 530 2 591.92 bn Rbn 2 758.87 27 129 3 335.15 bn Rbn 3 262.29

Foreign Client Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Party Deals Nominal Consideration Deals Nominal Consideration
Buy 50 2.57 bn Rbn 2.81 11 1.14 bn Rbn 1.00
Current Day Sell 44 3.07 bn Rbn 3.35 5 0.12 bn Rbn 0.13
Net 6 -0.51 bn Rbn -0.53 6 1.02 bn Rbn 0.87
Buy 294 15.80 bn Rbn 16.70 75 8.02 bn Rbn 7.60
Week to Date Sell 270 18.39 bn Rbn 19.39 19 0.82 bn Rbn 0.94
Net 24 -2.59 bn Rbn -2.69 56 7.20 bn Rbn 6.66
Buy 650 30.19 bn Rbn 31.61 152 14.37 bn Rbn 13.67
Month to Date Sell 505 29.41 bn Rbn 30.85 45 5.51 bn Rbn 5.90
Net 145 0.77 bn Rbn 0.76 107 8.86 bn Rbn 7.77
Buy 8 441 352.98 bn Rbn 368.36 1 852 175.93 bn Rbn 172.56
Year to Date Sell 6 757 316.48 bn Rbn 333.20 562 67.06 bn Rbn 67.72
Net 1 684 36.50 bn Rbn 35.17 1 290 108.87 bn Rbn 104.84

Index Levels

Code Index Yield Index Previous Return MTD Return YTD

ALBI20 8.966%
All Bond Index Top 554.371
20 Composite 554.182 -0.05% 3.92%
GOVI 8.870%Split - 552.668
ALBI20 Issuer Class GOVI 552.471 -0.05% 4.00%
OTHI 9.224%
ALBI20 Issuer Class Split - 564.609
OTHI 564.438 -0.04% 3.70%
CILI15 2.362%
Composite Inflation 247.500
Linked Index Top 15 247.474 0.10% 0.75%
ICOR 3.553%
CILI15 Issuer Class 255.203
Split - ICOR 255.089 0.52% 2.64%
IGOV 2.313%
CILI15 Issuer Class 246.943
Split - IGOV 246.920 0.08% 0.64%
ISOE 2.980%
CILI15 Issuer Class 241.557
Split - ISOE 241.540 0.25% 2.31%
MMI JSE Money Market Index
0 221.163 221.117 0.29% 2.82%

ALBI Constituent Bonds

Bond Issuer Maturity MTM Previous YTD Low YTD High

R159 REPUBLIC OF SOUTH
Dec 2018
AFRICA 7.450% 7.465% 7.32% 7.97%
R203 REPUBLIC OF SOUTH
Jan 2020
AFRICA 7.550% 7.570% 7.38% 8.15%
ES18 ESKOM HOLDINGSAugLIMITED
2020 8.420% 8.440% 8.13% 8.88%
R204 REPUBLIC OF SOUTH
Mar 2021
AFRICA 7.690% 7.720% 7.52% 8.31%
R207 REPUBLIC OF SOUTH
Jan 2023
AFRICA 9.070% 9.090% 8.72% 9.46%
R208 REPUBLIC OF SOUTH
Feb 2023
AFRICA 8.130% 8.150% 7.88% 8.65%
ES23 ESKOM HOLDINGSAprLIMITED
2026 9.820% 9.830% 9.30% 10.09%
DV23 DEVELOPMENT DecBANK
2026
OF SOUTHERN
8.720% AFRICA 8.730% 8.31% 9.00%
R2023 REPUBLIC OF SOUTH
Jan 2030
AFRICA 9.165% 9.170% 8.70% 9.40%
ES26 ESKOM HOLDINGSFebLIMITED
2031 9.200% 9.205% 8.74% 9.44%
R186 REPUBLIC OF SOUTH
Mar 2032
AFRICA 9.325% 9.330% 8.84% 9.56%
R2030 REPUBLIC OF SOUTH
Sep 2033
AFRICA 10.615% 10.615% 10.05% 10.87%
R213 REPUBLIC OF SOUTH
Feb 2035
AFRICA 9.500% 9.500% 9.04% 9.73%
R2032 REPUBLIC OF SOUTH
Mar 2036
AFRICA 9.465% 9.465% 9.03% 9.74%
ES33 ESKOM HOLDINGSJanLIMITED
2037 9.585% 9.585% 9.12% 9.81%
R209 REPUBLIC OF SOUTH
Jan 2040
AFRICA 9.680% 9.675% 9.14% 9.86%
R2037 REPUBLIC OF SOUTH
Feb 2041
AFRICA 9.630% 9.625% 9.10% 9.82%
R214 REPUBLIC OF SOUTH
Apr 2042
AFRICA 10.880% 10.875% 10.18% 11.02%
R2044 REPUBLIC OF SOUTH
Jan 2044
AFRICA 9.745% 9.730% 9.17% 9.89%
R2048 REPUBLIC OF SOUTH
Feb 2048
AFRICA 9.725% 9.715% 9.16% 9.88%

Other Rates

Code Description Rate Previous YTD Low YTD High

SAFEX SAFEX Overnight Deposit Rate6.800% 6.800% 6.77% 6.83%
JIBAR1 JIBAR 1 Month 7.117% 7.117% 7.08% 7.12%
JIBAR3 JIBAR 3 Month 7.342% 7.342% 7.33% 7.38%
JIBAR6 JIBAR 6 Month 7.892% 7.892% 7.88% 8.00%
RSA 2 year retail bond 7.75% 0 0 0
RSA 3 year retail bond 8.00% 0 0 0
RSA 5 year retail bond 8.50% 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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4.60
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Zero
Par/Swap