Markets and Commodity figures

17 May 2017

Total Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Deals Nominal Consideration Deals Nominal Consideration
Current Day 756 18.84 bn Rbn 19.89 111 27.62 bn Rbn 27.74
Week to Date 2 888 81.52 bn Rbn 86.43 1 005 156.44 bn Rbn 152.71
Month to Date 13 109 342.61 bn Rbn 365.19 3 359 549.59 bn Rbn 535.43
Year to Date 105 418 2 673.43 bn Rbn 2 845.30 28 134 3 491.59 bn Rbn 3 415.00

Foreign Client Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Party Deals Nominal Consideration Deals Nominal Consideration
Buy 94 1.86 bn Rbn 2.00 5 0.63 bn Rbn 0.60
Current Day Sell 53 3.48 bn Rbn 3.81 1 0.03 bn Rbn 0.02
Net 41 -1.61 bn Rbn -1.82 4 0.61 bn Rbn 0.58
Buy 361 15.21 bn Rbn 15.89 54 5.83 bn Rbn 5.57
Week to Date Sell 215 11.44 bn Rbn 12.16 9 0.98 bn Rbn 1.04
Net 146 3.77 bn Rbn 3.74 45 4.84 bn Rbn 4.53
Buy 1 009 45.35 bn Rbn 47.45 206 20.20 bn Rbn 19.24
Month to Date Sell 722 40.90 bn Rbn 43.05 54 6.49 bn Rbn 6.94
Net 287 4.44 bn Rbn 4.40 152 13.70 bn Rbn 12.30
Buy 8 800 368.14 bn Rbn 384.21 1 906 181.76 bn Rbn 178.13
Year to Date Sell 6 974 327.97 bn Rbn 345.40 571 68.04 bn Rbn 68.77
Net 1 826 40.17 bn Rbn 38.81 1 335 113.72 bn Rbn 109.37

Index Levels

Code Index Yield Index Previous Return MTD Return YTD

ALBI20 8.956%
All Bond Index Top 555.646
20 Composite 557.921 0.18% 4.16%
GOVI 8.859%Split - 554.021
ALBI20 Issuer Class GOVI 556.227 0.20% 4.26%
OTHI 9.218%
ALBI20 Issuer Class Split - 565.681
OTHI 568.169 0.15% 3.90%
CILI15 2.376%
Composite Inflation 247.770
Linked Index Top 15 247.667 0.21% 0.86%
ICOR 3.553%
CILI15 Issuer Class 255.775
Split - ICOR 255.661 0.75% 2.87%
IGOV 2.328%
CILI15 Issuer Class 247.199
Split - IGOV 247.096 0.19% 0.75%
ISOE 2.980%
CILI15 Issuer Class 242.079
Split - ISOE 241.974 0.47% 2.53%
MMI JSE Money Market Index
0 221.396 221.350 0.39% 2.93%

ALBI Constituent Bonds

Bond Issuer Maturity MTM Previous YTD Low YTD High

R159 REPUBLIC OF SOUTH
Dec 2018
AFRICA 7.430% 7.380% 7.32% 7.97%
R203 REPUBLIC OF SOUTH
Jan 2020
AFRICA 7.505% 7.460% 7.38% 8.15%
ES18 ESKOM HOLDINGSAugLIMITED
2020 8.385% 8.330% 8.13% 8.88%
R204 REPUBLIC OF SOUTH
Mar 2021
AFRICA 7.640% 7.595% 7.52% 8.31%
R207 REPUBLIC OF SOUTH
Jan 2023
AFRICA 9.025% 8.970% 8.72% 9.46%
R208 REPUBLIC OF SOUTH
Feb 2023
AFRICA 8.075% 8.030% 7.88% 8.65%
ES23 ESKOM HOLDINGSAprLIMITED
2026 9.780% 9.715% 9.30% 10.09%
DV23 DEVELOPMENT DecBANK
2026
OF SOUTHERN
8.670% AFRICA 8.615% 8.31% 9.00%
R2023 REPUBLIC OF SOUTH
Jan 2030
AFRICA 9.140% 9.080% 8.70% 9.40%
ES26 ESKOM HOLDINGSFebLIMITED
2031 9.175% 9.115% 8.74% 9.44%
R186 REPUBLIC OF SOUTH
Mar 2032
AFRICA 9.295% 9.235% 8.84% 9.56%
R2030 REPUBLIC OF SOUTH
Sep 2033
AFRICA 10.655% 10.545% 10.05% 10.87%
R213 REPUBLIC OF SOUTH
Feb 2035
AFRICA 9.495% 9.430% 9.04% 9.73%
R2032 REPUBLIC OF SOUTH
Mar 2036
AFRICA 9.465% 9.395% 9.03% 9.74%
ES33 ESKOM HOLDINGSJanLIMITED
2037 9.590% 9.525% 9.12% 9.81%
R209 REPUBLIC OF SOUTH
Jan 2040
AFRICA 9.685% 9.625% 9.14% 9.86%
R2037 REPUBLIC OF SOUTH
Feb 2041
AFRICA 9.625% 9.565% 9.10% 9.82%
R214 REPUBLIC OF SOUTH
Apr 2042
AFRICA 10.885% 10.815% 10.18% 11.02%
R2044 REPUBLIC OF SOUTH
Jan 2044
AFRICA 9.750% 9.690% 9.17% 9.89%
R2048 REPUBLIC OF SOUTH
Feb 2048
AFRICA 9.730% 9.670% 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 7.883% 7.883% 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