Markets and Commodity figures

14 August 2017

Total Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Deals Nominal Consideration Deals Nominal Consideration
Current Day 911 17.08 bn Rbn 19.83 211 30.11 bn Rbn 30.21
Week to Date 911 17.08 bn Rbn 19.83 211 30.11 bn Rbn 30.21
Month to Date 8 533 235.51 bn Rbn 250.06 3 020 361.56 bn Rbn 351.71
Year to Date 170 019 4 451.76 bn Rbn 4 705.56 47 154 5 860.66 bn Rbn 5 729.81

Foreign Client Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Party Deals Nominal Consideration Deals Nominal Consideration
Buy 103 2.66 bn Rbn 2.67 30 2.03 bn Rbn 1.89
Current Day Sell 107 2.19 bn Rbn 2.27 17 5.97 bn Rbn 6.27
Net -4 0.47 bn Rbn 0.40 13 -3.93 bn Rbn -4.38
Buy 103 2.66 bn Rbn 2.67 30 2.03 bn Rbn 1.89
Week to Date Sell 107 2.19 bn Rbn 2.27 17 5.97 bn Rbn 6.27
Net -4 0.47 bn Rbn 0.40 13 -3.93 bn Rbn -4.38
Buy 795 27.15 bn Rbn 27.87 259 18.49 bn Rbn 16.74
Month to Date Sell 770 31.24 bn Rbn 31.62 186 49.68 bn Rbn 50.73
Net 25 -4.09 bn Rbn -3.74 73 -31.19 bn Rbn -33.98
Buy 14 319 613.45 bn Rbn 635.23 3 452 308.40 bn Rbn 295.20
Year to Date Sell 11 781 563.35 bn Rbn 589.55 1 418 248.49 bn Rbn 254.68
Net 2 538 50.10 bn Rbn 45.67 2 034 59.91 bn Rbn 40.51

Index Levels

Code Index Yield Index Previous Return MTD Return YTD

ALBI20 8.987%
All Bond Index Top 565.812
20 Composite 564.400 0.48% 6.06%
GOVI 8.896%Split - 564.622
ALBI20 Issuer Class GOVI 563.228 0.47% 6.25%
OTHI 9.227%
ALBI20 Issuer Class Split - 574.766
OTHI 573.290 0.51% 5.56%
CILI15 2.525%
Composite Inflation 248.358
Linked Index Top 15 248.315 0.53% 1.10%
ICOR 3.802%
CILI15 Issuer Class 259.462
Split - ICOR 259.411 0.54% 4.36%
IGOV 2.475%
CILI15 Issuer Class 247.645
Split - IGOV 247.603 0.53% 0.93%
ISOE 3.117%
CILI15 Issuer Class 244.857
Split - ISOE 244.813 0.52% 3.70%
MMI JSE Money Market Index
0 225.646 225.515 0.28% 4.90%

ALBI Constituent Bonds

Bond Issuer Maturity MTM Previous YTD Low YTD High

R159 REPUBLIC OF SOUTH
Dec 2018
AFRICA 7.090% 7.115% 7.08% 7.97%
R203 REPUBLIC OF SOUTH
Jan 2020
AFRICA 7.360% 7.395% 7.24% 8.15%
ES18 ESKOM HOLDINGS
MarLIMITED
2021 7.510% 7.545% 7.39% 8.31%
R204 REPUBLIC OF SOUTH
Jan 2023
AFRICA 8.940% 8.980% 8.72% 9.46%
R207 REPUBLIC OF SOUTH
Feb 2023
AFRICA 9.460% 9.500% 9.41% 10.27%
R208 REPUBLIC OF SOUTH
Feb 2023
AFRICA 7.910% 7.950% 7.82% 8.65%
ES23 ESKOM HOLDINGSAprLIMITED
2026 9.760% 9.795% 9.30% 10.09%
DV23 DEVELOPMENT DecBANK
2026
OF SOUTHERN
8.595% AFRICA 8.630% 8.31% 9.00%
R2023 REPUBLIC OF SOUTH
Jan 2030
AFRICA 9.140% 9.170% 8.70% 9.47%
ES26 ESKOM HOLDINGSFebLIMITED
2031 9.250% 9.280% 8.74% 9.55%
R186 REPUBLIC OF SOUTH
Mar 2032
AFRICA 9.380% 9.410% 8.84% 9.66%
R2030 REPUBLIC OF SOUTH
Sep 2033
AFRICA 10.795% 10.825% 10.05% 11.01%
R213 REPUBLIC OF SOUTH
Feb 2035
AFRICA 9.615% 9.650% 9.04% 9.83%
R2032 REPUBLIC OF SOUTH
Mar 2036
AFRICA 9.590% 9.620% 9.03% 9.80%
ES33 ESKOM HOLDINGSJanLIMITED
2037 9.710% 9.740% 9.12% 9.91%
R209 REPUBLIC OF SOUTH
Jan 2040
AFRICA 9.825% 9.855% 9.14% 10.00%
R2037 REPUBLIC OF SOUTH
Feb 2041
AFRICA 9.740% 9.775% 9.10% 9.92%
R214 REPUBLIC OF SOUTH
Apr 2042
AFRICA 11.040% 11.075% 10.18% 11.18%
R2044 REPUBLIC OF SOUTH
Jan 2044
AFRICA 9.855% 9.885% 9.17% 10.03%
R2048 REPUBLIC OF SOUTH
Feb 2048
AFRICA 9.815% 9.845% 9.16% 9.99%

Other Rates

Code Description Rate Previous YTD Low YTD High

SAFEX SAFEX Overnight Deposit Rate6.560% 6.550% 6.50% 6.83%
JIBAR1 JIBAR 1 Month 6.825% 6.825% 6.83% 7.12%
JIBAR3 JIBAR 3 Month 7.058% 7.058% 7.06% 7.38%
JIBAR6 JIBAR 6 Month 7.467% 7.467% 7.47% 8.00%
RSA 2 year retail bond 7.50% 0 0 0
RSA 3 year retail bond 7.75% 0 0 0
RSA 5 year retail bond 8.25% 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)
9.62
9.12
8.62
8.12
7.62
7.12 Zero
6.62 Par/Swap
6.12
5.62
5.12
4.62
2015 2020 2026 2031 2037 2042 2048 2053 2059
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