Markets and Commodity figures

25 October 2017

Total Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Deals Nominal Consideration Deals Nominal Consideration
Current Day 1 247 32.05 bn Rbn 32.52 797 88.50 bn Rbn 85.54
Week to Date 2 452 66.15 bn Rbn 67.72 1 050 130.24 bn Rbn 124.80
Month to Date 22 041 598.32 bn Rbn 617.23 6 159 777.79 bn Rbn 752.13
Year to Date 233 762 6 166.90 bn Rbn 6 475.45 64 758 7 952.42 bn Rbn 7 754.30

Foreign Client Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Party Deals Nominal Consideration Deals Nominal Consideration
Buy 81 3.61 bn Rbn 3.82 39 2.90 bn Rbn 2.73
Current Day Sell 66 3.41 bn Rbn 3.62 31 7.27 bn Rbn 7.40
Net 15 0.20 bn Rbn 0.20 8 -4.37 bn Rbn -4.67
Buy 139 7.42 bn Rbn 7.84 61 5.27 bn Rbn 4.94
Week to Date Sell 123 6.29 bn Rbn 6.67 51 15.22 bn Rbn 16.06
Net 16 1.13 bn Rbn 1.17 10 -9.95 bn Rbn -11.12
Buy 1 612 72.53 bn Rbn 74.82 468 40.83 bn Rbn 37.94
Month to Date Sell 1 340 70.53 bn Rbn 72.80 299 93.06 bn Rbn 100.20
Net 272 2.00 bn Rbn 2.02 169 -52.22 bn Rbn -62.26
Buy 19 027 832.97 bn Rbn 862.16 4 736 414.55 bn Rbn 392.53
Year to Date Sell 15 470 761.10 bn Rbn 792.64 2 306 481.17 bn Rbn 496.00
Net 3 557 71.87 bn Rbn 69.52 2 430 -66.62 bn Rbn -103.47

Index Levels

Code Index Yield Index Previous Return MTD Return YTD

ALBI20 9.096%
All Bond Index Top 569.317
20 Composite 569.189 -1.02% 6.72%
GOVI 9.009%Split - 567.832
ALBI20 Issuer Class GOVI 567.726 -1.04% 6.86%
OTHI 9.324%
ALBI20 Issuer Class Split - 579.100
OTHI 578.911 -0.96% 6.36%
CILI15 2.505%
Composite Inflation 250.630
Linked Index Top 15 250.629 0.21% 2.02%
ICOR 3.453%
CILI15 Issuer Class 267.882
Split - ICOR 267.941 0.51% 7.74%
IGOV 2.463%
CILI15 Issuer Class 249.729
Split - IGOV 249.723 0.19% 1.78%
ISOE 3.076%
CILI15 Issuer Class 248.120
Split - ISOE 248.249 0.41% 5.09%
MMI JSE Money Market Index
0 228.789 228.746 0.48% 6.37%

ALBI Constituent Bonds

Bond Issuer Maturity MTM Previous YTD Low YTD High

R159 REPUBLIC OF SOUTH
Dec 2018
AFRICA 7.165% 7.160% 6.82% 7.97%
R203 REPUBLIC OF SOUTH
Jan 2020
AFRICA 7.490% 7.480% 7.03% 8.15%
ES18 ESKOM HOLDINGS
MarLIMITED
2021 7.735% 7.720% 7.25% 8.31%
R204 REPUBLIC OF SOUTH
Jan 2023
AFRICA 9.145% 9.135% 8.71% 9.46%
R207 REPUBLIC OF SOUTH
Feb 2023
AFRICA 9.465% 9.505% 9.13% 10.27%
R208 REPUBLIC OF SOUTH
Feb 2023
AFRICA 8.115% 8.105% 7.68% 8.65%
ES23 ESKOM HOLDINGSAprLIMITED
2026 10.005% 10.000% 9.30% 10.09%
DV23 DEVELOPMENT DecBANK
2026
OF SOUTHERN
8.835% AFRICA 8.830% 8.31% 9.00%
R2023 REPUBLIC OF SOUTH
Jan 2030
AFRICA 9.405% 9.400% 8.70% 9.47%
ES26 ESKOM HOLDINGSFebLIMITED
2031 9.495% 9.490% 8.74% 9.55%
R186 REPUBLIC OF SOUTH
Mar 2032
AFRICA 9.615% 9.610% 8.84% 9.66%
R2030 REPUBLIC OF SOUTH
Sep 2033
AFRICA 10.925% 10.925% 10.05% 11.01%
R213 REPUBLIC OF SOUTH
Feb 2035
AFRICA 9.760% 9.760% 9.04% 9.83%
R2032 REPUBLIC OF SOUTH
Mar 2036
AFRICA 9.720% 9.720% 9.03% 9.80%
ES33 ESKOM HOLDINGSJanLIMITED
2037 9.850% 9.855% 9.12% 9.91%
R209 REPUBLIC OF SOUTH
Jan 2040
AFRICA 9.910% 9.915% 9.14% 10.00%
R2037 REPUBLIC OF SOUTH
Feb 2041
AFRICA 9.830% 9.835% 9.10% 9.92%
R214 REPUBLIC OF SOUTH
Apr 2042
AFRICA 11.130% 11.135% 10.18% 11.18%
R2044 REPUBLIC OF SOUTH
Jan 2044
AFRICA 9.925% 9.930% 9.17% 10.03%
R2048 REPUBLIC OF SOUTH
Feb 2048
AFRICA 9.870% 9.875% 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 6.825% 6.825% 6.79% 7.12%
JIBAR3 JIBAR 3 Month 7.025% 7.025% 6.98% 7.38%
JIBAR6 JIBAR 6 Month 7.467% 7.467% 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
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4.60
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Zero
Par/Swap