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Markets and Commodity figures

31 July 2017

Total Market Turnover Statistics

Standard Turnover REPO 1 Turnover


Deals Nominal Consideration Deals Nominal Consideration
Current Day 876 22.10 bn Rbn 23.17 253 43.90 bn Rbn 44.34
Week to Date 876 22.10 bn Rbn 23.17 253 43.90 bn Rbn 44.34
Month to Date 22 333 629.78 bn Rbn 649.04 6 571 738.99 bn Rbn 722.04
Year to Date 161 486 4 216.25 bn Rbn 4 455.50 44 134 5 499.10 bn Rbn 5 378.10

Foreign Client Market Turnover Statistics

Standard Turnover REPO 1 Turnover


Party Deals Nominal Consideration Deals Nominal Consideration
Buy 111 3.21 bn Rbn 2.96 24 3.55 bn Rbn 3.31
Current Day Sell 114 2.88 bn Rbn 3.08 25 5.99 bn Rbn 5.95
Net -3 0.33 bn Rbn -0.12 -1 -2.44 bn Rbn -2.63
Buy 111 3.21 bn Rbn 2.96 24 3.55 bn Rbn 3.31
Week to Date Sell 114 2.88 bn Rbn 3.08 25 5.99 bn Rbn 5.95
Net -3 0.33 bn Rbn -0.12 -1 -2.44 bn Rbn -2.63
Buy 1 933 96.09 bn Rbn 96.86 574 51.82 bn Rbn 46.86
Month to Date Sell 1 710 85.52 bn Rbn 87.37 328 81.38 bn Rbn 83.85
Net 223 10.57 bn Rbn 9.49 246 -29.56 bn Rbn -36.99
Buy 13 525 586.21 bn Rbn 607.25 3 193 289.91 bn Rbn 278.45
Year to Date Sell 11 010 532.20 bn Rbn 558.04 1 232 198.81 bn Rbn 203.96
Net 2 515 54.01 bn Rbn 49.20 1 961 91.10 bn Rbn 74.50

Index Levels

Code Index Yield Index Previous Return MTD Return YTD


ALBI20 9.005%
All Bond Index Top 563.110
20 Composite 563.854 1.50% 5.56%
GOVI 8.895%Split - 561.988
ALBI20 Issuer Class GOVI 562.758 1.54% 5.76%
OTHI 9.296%
ALBI20 Issuer Class Split - 571.854
OTHI 572.537 1.40% 5.03%
CILI15 2.554%
Composite Inflation 247.050
Linked Index Top 15 247.016 0.16% 0.57%
ICOR 3.754%
CILI15 Issuer Class 258.071
Split - ICOR 258.037 1.12% 3.80%
IGOV 2.506%
CILI15 Issuer Class 246.341
Split - IGOV 246.306 0.12% 0.40%
ISOE 3.159%
CILI15 Issuer Class 243.596
Split - ISOE 243.567 0.65% 3.17%
MMI JSE Money Market Index
0 225.024 224.890 0.71% 4.61%

ALBI Constituent Bonds

Bond Issuer Maturity MTM Previous YTD Low YTD High


R159 REPUBLIC OF SOUTH
Dec 2018
AFRICA 7.130% 7.115% 7.08% 7.97%
R203 REPUBLIC OF SOUTH
Jan 2020
AFRICA 7.370% 7.360% 7.24% 8.15%
ES18 ESKOM HOLDINGSAugLIMITED
2020 8.260% 8.250% 8.13% 8.88%
R204 REPUBLIC OF SOUTH
Mar 2021
AFRICA 7.525% 7.510% 7.39% 8.31%
R207 REPUBLIC OF SOUTH
Jan 2023
AFRICA 8.980% 8.955% 8.72% 9.46%
R208 REPUBLIC OF SOUTH
Feb 2023
AFRICA 7.950% 7.925% 7.82% 8.65%
ES23 ESKOM HOLDINGSAprLIMITED
2026 9.770% 9.740% 9.30% 10.09%
DV23 DEVELOPMENT DecBANK
2026
OF SOUTHERN
8.610% AFRICA 8.580% 8.31% 9.00%
R2023 REPUBLIC OF SOUTH
Jan 2030
AFRICA 9.165% 9.150% 8.70% 9.47%
ES26 ESKOM HOLDINGSFebLIMITED
2031 9.250% 9.235% 8.74% 9.55%
R186 REPUBLIC OF SOUTH
Mar 2032
AFRICA 9.375% 9.360% 8.84% 9.66%
R2030 REPUBLIC OF SOUTH
Sep 2033
AFRICA 10.800% 10.775% 10.05% 11.01%
R213 REPUBLIC OF SOUTH
Feb 2035
AFRICA 9.625% 9.600% 9.04% 9.83%
R2032 REPUBLIC OF SOUTH
Mar 2036
AFRICA 9.590% 9.565% 9.03% 9.80%
ES33 ESKOM HOLDINGSJanLIMITED
2037 9.705% 9.680% 9.12% 9.91%
R209 REPUBLIC OF SOUTH
Jan 2040
AFRICA 9.870% 9.850% 9.14% 10.00%
R2037 REPUBLIC OF SOUTH
Feb 2041
AFRICA 9.780% 9.760% 9.10% 9.92%
R214 REPUBLIC OF SOUTH
Apr 2042
AFRICA 11.080% 11.060% 10.18% 11.18%
R2044 REPUBLIC OF SOUTH
Jan 2044
AFRICA 9.890% 9.870% 9.17% 10.03%
R2048 REPUBLIC OF SOUTH
Feb 2048
AFRICA 9.855% 9.830% 9.16% 9.99%

Other Rates

Code Description Rate Previous YTD Low YTD High


SAFEX SAFEX Overnight Deposit Rate6.560% 6.560% 6.56% 6.83%
JIBAR1 JIBAR 1 Month 6.825% 6.833% 6.83% 7.12%
JIBAR3 JIBAR 3 Month 7.075% 7.083% 7.08% 7.38%
JIBAR6 JIBAR 6 Month 7.475% 7.475% 7.48% 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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4.60
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Zero
Par/Swap