Markets and Commodity figures

18 July 2017

Total Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Deals Nominal Consideration Deals Nominal Consideration
Current Day 963 27.17 bn Rbn 27.33 778 79.84 bn Rbn 79.17
Week to Date 1 595 45.01 bn Rbn 46.52 1 007 114.42 bn Rbn 114.21
Month to Date 13 206 344.76 bn Rbn 354.60 4 239 462.29 bn Rbn 451.85
Year to Date 152 359 3 931.23 bn Rbn 4 161.07 41 802 5 222.40 bn Rbn 5 107.92

Foreign Client Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Party Deals Nominal Consideration Deals Nominal Consideration
Buy 87 4.27 bn Rbn 4.30 41 3.99 bn Rbn 3.64
Current Day Sell 95 3.51 bn Rbn 3.59 18 3.40 bn Rbn 3.39
Net -8 0.76 bn Rbn 0.71 23 0.59 bn Rbn 0.25
Buy 136 7.64 bn Rbn 7.79 63 6.26 bn Rbn 5.71
Week to Date Sell 129 5.50 bn Rbn 5.59 36 8.16 bn Rbn 8.51
Net 7 2.14 bn Rbn 2.20 27 -1.90 bn Rbn -2.81
Buy 1 084 49.40 bn Rbn 49.71 369 33.19 bn Rbn 30.04
Month to Date Sell 1 064 49.65 bn Rbn 50.37 204 52.57 bn Rbn 53.90
Net 20 -0.25 bn Rbn -0.65 165 -19.39 bn Rbn -23.86
Buy 12 676 539.52 bn Rbn 560.10 2 988 271.27 bn Rbn 261.63
Year to Date Sell 10 364 496.33 bn Rbn 521.04 1 108 170.00 bn Rbn 174.00
Net 2 312 43.19 bn Rbn 39.06 1 880 101.28 bn Rbn 87.62

Index Levels

Code Index Yield Index Previous Return MTD Return YTD

ALBI20 8.977%
All Bond Index Top 562.987
20 Composite 562.614 1.48% 5.53%
GOVI 8.872%Split - 561.672
ALBI20 Issuer Class GOVI 561.280 1.49% 5.70%
OTHI 9.259%
ALBI20 Issuer Class Split - 572.252
OTHI 571.926 1.47% 5.10%
CILI15 2.620%
Composite Inflation 245.355
Linked Index Top 15 245.264 -0.53% -0.12%
ICOR 3.920%
CILI15 Issuer Class 255.337
Split - ICOR 255.302 0.05% 2.70%
IGOV 2.570%
CILI15 Issuer Class 244.662
Split - IGOV 244.568 -0.56% -0.29%
ISOE 3.228%
CILI15 Issuer Class 242.349
Split - ISOE 242.321 0.13% 2.64%
MMI JSE Money Market Index
0 224.262 224.212 0.37% 4.26%

ALBI Constituent Bonds

Bond Issuer Maturity MTM Previous YTD Low YTD High

R159 REPUBLIC OF SOUTH
Dec 2018
AFRICA 7.395% 7.405% 7.28% 7.97%
R203 REPUBLIC OF SOUTH
Jan 2020
AFRICA 7.485% 7.495% 7.33% 8.15%
ES18 ESKOM HOLDINGSAugLIMITED
2020 8.375% 8.385% 8.13% 8.88%
R204 REPUBLIC OF SOUTH
Mar 2021
AFRICA 7.615% 7.625% 7.45% 8.31%
R207 REPUBLIC OF SOUTH
Jan 2023
AFRICA 9.050% 9.070% 8.72% 9.46%
R208 REPUBLIC OF SOUTH
Feb 2023
AFRICA 8.020% 8.040% 7.83% 8.65%
ES23 ESKOM HOLDINGSAprLIMITED
2026 9.760% 9.765% 9.30% 10.09%
DV23 DEVELOPMENT DecBANK
2026
OF SOUTHERN
8.620% AFRICA 8.625% 8.31% 9.00%
R2023 REPUBLIC OF SOUTH
Jan 2030
AFRICA 9.165% 9.180% 8.70% 9.47%
ES26 ESKOM HOLDINGSFebLIMITED
2031 9.240% 9.255% 8.74% 9.55%
R186 REPUBLIC OF SOUTH
Mar 2032
AFRICA 9.365% 9.375% 8.84% 9.66%
R2030 REPUBLIC OF SOUTH
Sep 2033
AFRICA 10.735% 10.740% 10.05% 11.01%
R213 REPUBLIC OF SOUTH
Feb 2035
AFRICA 9.555% 9.560% 9.04% 9.83%
R2032 REPUBLIC OF SOUTH
Mar 2036
AFRICA 9.525% 9.530% 9.03% 9.80%
ES33 ESKOM HOLDINGSJanLIMITED
2037 9.645% 9.650% 9.12% 9.91%
R209 REPUBLIC OF SOUTH
Jan 2040
AFRICA 9.755% 9.755% 9.14% 10.00%
R2037 REPUBLIC OF SOUTH
Feb 2041
AFRICA 9.680% 9.680% 9.10% 9.92%
R214 REPUBLIC OF SOUTH
Apr 2042
AFRICA 10.940% 10.940% 10.18% 11.18%
R2044 REPUBLIC OF SOUTH
Jan 2044
AFRICA 9.785% 9.785% 9.17% 10.03%
R2048 REPUBLIC OF SOUTH
Feb 2048
AFRICA 9.750% 9.750% 9.16% 9.99%

Other Rates

Code Description Rate Previous YTD Low YTD High

SAFEX SAFEX Overnight Deposit Rate6.810% 6.810% 6.77% 6.83%
JIBAR1 JIBAR 1 Month 7.083% 7.083% 7.08% 7.12%
JIBAR3 JIBAR 3 Month 7.342% 7.342% 7.32% 7.38%
JIBAR6 JIBAR 6 Month 7.825% 7.825% 7.81% 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
3.00%
bond 0 0 0
RSA 5 year inflation linked retail
2.50%
bond 0 0 0
RSA 10 year inflation linked retail
2.50%
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
Par/Swap