Markets and Commodity figures

06 October 2017

Total Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Deals Nominal Consideration Deals Nominal Consideration
Current Day 1 321 30.19 bn Rbn 32.17 179 22.11 bn Rbn 21.18
Week to Date 5 512 169.86 bn Rbn 177.39 1 646 202.10 bn Rbn 196.11
Month to Date 5 512 169.86 bn Rbn 177.39 1 646 202.10 bn Rbn 196.11
Year to Date 217 233 5 738.44 bn Rbn 6 035.61 60 245 7 376.73 bn Rbn 7 198.27

Foreign Client Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Party Deals Nominal Consideration Deals Nominal Consideration
Buy 70 4.27 bn Rbn 4.38 22 1.70 bn Rbn 1.57
Current Day Sell 91 7.04 bn Rbn 7.25 11 2.45 bn Rbn 2.60
Net -21 -2.77 bn Rbn -2.87 11 -0.75 bn Rbn -1.03
Buy 457 24.42 bn Rbn 24.70 132 11.46 bn Rbn 10.61
Week to Date Sell 392 24.19 bn Rbn 24.96 76 19.33 bn Rbn 20.80
Net 65 0.23 bn Rbn -0.26 56 -7.87 bn Rbn -10.19
Buy 457 24.42 bn Rbn 24.70 132 11.46 bn Rbn 10.61
Month to Date Sell 392 24.19 bn Rbn 24.96 76 19.33 bn Rbn 20.80
Net 65 0.23 bn Rbn -0.26 56 -7.87 bn Rbn -10.19
Buy 17 872 784.86 bn Rbn 812.04 4 400 385.18 bn Rbn 365.20
Year to Date Sell 14 522 714.76 bn Rbn 744.80 2 083 407.44 bn Rbn 416.60
Net 3 350 70.10 bn Rbn 67.24 2 317 -22.26 bn Rbn -51.39

Index Levels

Code Index Yield Index Previous Return MTD Return YTD

ALBI20 9.034%
All Bond Index Top 570.652
20 Composite 572.738 -0.79% 6.97%
GOVI 8.947%Split - 569.224
ALBI20 Issuer Class GOVI 571.333 -0.80% 7.12%
OTHI 9.262%
ALBI20 Issuer Class Split - 580.295
OTHI 582.340 -0.76% 6.58%
CILI15 2.498%
Composite Inflation 250.250
Linked Index Top 15 250.324 0.05% 1.87%
ICOR 3.470%
CILI15 Issuer Class 266.823
Split - ICOR 266.772 0.11% 7.32%
IGOV 2.455%
CILI15 Issuer Class 249.378
Split - IGOV 249.458 0.05% 1.64%
ISOE 3.084%
CILI15 Issuer Class 247.353
Split - ISOE 247.309 0.10% 4.76%
MMI JSE Money Market Index
0 228.010 227.965 0.14% 6.00%

ALBI Constituent Bonds

Bond Issuer Maturity MTM Previous YTD Low YTD High

R159 REPUBLIC OF SOUTH
Dec 2018
AFRICA 7.110% 7.070% 6.82% 7.97%
R203 REPUBLIC OF SOUTH
Jan 2020
AFRICA 7.430% 7.370% 7.03% 8.15%
ES18 ESKOM HOLDINGS
MarLIMITED
2021 7.655% 7.595% 7.25% 8.31%
R204 REPUBLIC OF SOUTH
Jan 2023
AFRICA 9.085% 9.025% 8.71% 9.46%
R207 REPUBLIC OF SOUTH
Feb 2023
AFRICA 9.505% 9.445% 9.13% 10.27%
R208 REPUBLIC OF SOUTH
Feb 2023
AFRICA 8.055% 7.995% 7.68% 8.65%
ES23 ESKOM HOLDINGSAprLIMITED
2026 9.865% 9.800% 9.30% 10.09%
DV23 DEVELOPMENT DecBANK
2026
OF SOUTHERN
8.700% AFRICA 8.635% 8.31% 9.00%
R2023 REPUBLIC OF SOUTH
Jan 2030
AFRICA 9.265% 9.205% 8.70% 9.47%
ES26 ESKOM HOLDINGSFebLIMITED
2031 9.335% 9.275% 8.74% 9.55%
R186 REPUBLIC OF SOUTH
Mar 2032
AFRICA 9.475% 9.420% 8.84% 9.66%
R2030 REPUBLIC OF SOUTH
Sep 2033
AFRICA 10.815% 10.765% 10.05% 11.01%
R213 REPUBLIC OF SOUTH
Feb 2035
AFRICA 9.655% 9.600% 9.04% 9.83%
R2032 REPUBLIC OF SOUTH
Mar 2036
AFRICA 9.610% 9.560% 9.03% 9.80%
ES33 ESKOM HOLDINGSJanLIMITED
2037 9.765% 9.715% 9.12% 9.91%
R209 REPUBLIC OF SOUTH
Jan 2040
AFRICA 9.860% 9.815% 9.14% 10.00%
R2037 REPUBLIC OF SOUTH
Feb 2041
AFRICA 9.760% 9.710% 9.10% 9.92%
R214 REPUBLIC OF SOUTH
Apr 2042
AFRICA 11.060% 11.010% 10.18% 11.18%
R2044 REPUBLIC OF SOUTH
Jan 2044
AFRICA 9.870% 9.820% 9.17% 10.03%
R2048 REPUBLIC OF SOUTH
Feb 2048
AFRICA 9.825% 9.775% 9.16% 9.99%

Other Rates

Code Description Rate Previous YTD Low YTD High

SAFEX SAFEX Overnight Deposit Rate6.560% 6.560% 6.50% 6.83%
JIBAR1 JIBAR 1 Month 6.800% 6.800% 6.79% 7.12%
JIBAR3 JIBAR 3 Month 6.992% 6.992% 6.98% 7.38%
JIBAR6 JIBAR 6 Month 7.417% 7.417% 7.32% 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
DATA DISCLAIMER

4.60
To the extent allowed by law, JSE Limited (the JSE) does not (expressly, tacitly or implicitly) guarantee or warrant the availability,
sequence,2015 2020
accuracy, completeness, 2026 of any of the data 2031
reliability or any other aspect 2037
(Data), or that any Data is up to date. 2042 2048 2053 2059
To the extent allowed by law, neither the JSE nor any of its directors, officers, employees, contractors, agents or representatives are
liable in any way to the reader or to any other natural or juristic person (Person) for any loss or damage as a result of (i) the display
of any Data in this bulltetin, or (ii) any Data being unavailable in this bulletin at any time and for any reason, or (iii) any delay,
inaccuracy, error, or omission in relation to any Data, or (iv) any actions taken or not taken by or on behalf of any Person in reliance
on any Data. The JSE is entitled to terminate the production of any Data at any time, without notice and without liability to any Person.
Zero
Par/Swap