Markets and Commodity figures

27 October 2017

Total Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Deals Nominal Consideration Deals Nominal Consideration
Current Day 2 219 49.65 bn Rbn 50.37 326 44.72 bn Rbn 43.43
Week to Date 9 310 281.91 bn Rbn 286.43 1 952 242.41 bn Rbn 233.40
Month to Date 28 898 813.98 bn Rbn 835.81 7 061 889.96 bn Rbn 860.73
Year to Date 240 619 6 382.57 bn Rbn 6 694.04 65 660 8 064.59 bn Rbn 7 862.89

Foreign Client Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Party Deals Nominal Consideration Deals Nominal Consideration
Buy 191 6.95 bn Rbn 6.74 30 3.44 bn Rbn 3.17
Current Day Sell 190 8.61 bn Rbn 8.18 24 6.30 bn Rbn 6.55
Net 1 -1.66 bn Rbn -1.44 6 -2.87 bn Rbn -3.38
Buy 627 30.28 bn Rbn 31.05 156 13.26 bn Rbn 12.04
Week to Date Sell 594 36.56 bn Rbn 36.62 123 38.81 bn Rbn 41.18
Net 33 -6.28 bn Rbn -5.57 33 -25.55 bn Rbn -29.14
Buy 2 099 95.18 bn Rbn 97.79 563 48.83 bn Rbn 45.03
Month to Date Sell 1 812 101.02 bn Rbn 103.00 371 116.64 bn Rbn 125.32
Net 287 -5.84 bn Rbn -5.21 192 -67.82 bn Rbn -80.29
Buy 19 514 855.61 bn Rbn 885.13 4 831 422.54 bn Rbn 399.63
Year to Date Sell 15 942 791.59 bn Rbn 822.84 2 378 504.76 bn Rbn 521.12
Net 3 572 64.02 bn Rbn 62.29 2 453 -82.21 bn Rbn -121.50

Index Levels

Code Index Yield Index Previous Return MTD Return YTD

ALBI20 9.260%
All Bond Index Top 559.820
20 Composite 554.031 -2.67% 4.94%
GOVI 9.173%Split - 558.275
ALBI20 Issuer Class GOVI 552.575 -2.71% 5.06%
OTHI 9.488%
ALBI20 Issuer Class Split - 569.668
OTHI 563.581 -2.58% 4.63%
CILI15 2.591%
Composite Inflation 248.725
Linked Index Top 15 249.741 -0.56% 1.25%
ICOR 3.555%
CILI15 Issuer Class 266.543
Split - ICOR 267.345 0.01% 7.20%
IGOV 2.548%
CILI15 Issuer Class 247.792
Split - IGOV 248.818 -0.59% 0.99%
ISOE 3.165%
CILI15 Issuer Class 246.969
Split - ISOE 247.738 -0.05% 4.60%
MMI JSE Money Market Index
0 228.874 228.834 0.52% 6.40%

ALBI Constituent Bonds

Bond Issuer Maturity MTM Previous YTD Low YTD High

R159 REPUBLIC OF SOUTH
Dec 2018
AFRICA 7.370% 7.495% 6.82% 7.97%
R203 REPUBLIC OF SOUTH
Jan 2020
AFRICA 7.795% 7.930% 7.03% 8.15%
ES18 ESKOM HOLDINGS
MarLIMITED
2021 8.050% 8.180% 7.25% 8.31%
R204 REPUBLIC OF SOUTH
Jan 2023
AFRICA 9.430% 9.550% 8.71% 9.55%
R207 REPUBLIC OF SOUTH
Feb 2023
AFRICA 9.750% 9.870% 9.13% 10.27%
R208 REPUBLIC OF SOUTH
Feb 2023
AFRICA 8.400% 8.520% 7.68% 8.65%
ES23 ESKOM HOLDINGSAprLIMITED
2026 10.300% 10.440% 9.30% 10.44%
DV23 DEVELOPMENT DecBANK
2026
OF SOUTHERN
9.130% AFRICA 9.270% 8.31% 9.27%
R2023 REPUBLIC OF SOUTH
Jan 2030
AFRICA 9.640% 9.785% 8.70% 9.79%
ES26 ESKOM HOLDINGSFebLIMITED
2031 9.730% 9.880% 8.74% 9.88%
R186 REPUBLIC OF SOUTH
Mar 2032
AFRICA 9.845% 10.000% 8.84% 10.00%
R2030 REPUBLIC OF SOUTH
Sep 2033
AFRICA 11.150% 11.300% 10.05% 11.30%
R213 REPUBLIC OF SOUTH
Feb 2035
AFRICA 9.995% 10.150% 9.04% 10.15%
R2032 REPUBLIC OF SOUTH
Mar 2036
AFRICA 9.945% 10.095% 9.03% 10.10%
ES33 ESKOM HOLDINGSJanLIMITED
2037 10.065% 10.220% 9.12% 10.22%
R209 REPUBLIC OF SOUTH
Jan 2040
AFRICA 10.160% 10.310% 9.14% 10.31%
R2037 REPUBLIC OF SOUTH
Feb 2041
AFRICA 10.075% 10.225% 9.10% 10.23%
R214 REPUBLIC OF SOUTH
Apr 2042
AFRICA 11.375% 11.525% 10.18% 11.53%
R2044 REPUBLIC OF SOUTH
Jan 2044
AFRICA 10.180% 10.330% 9.17% 10.33%
R2048 REPUBLIC OF SOUTH
Feb 2048
AFRICA 10.130% 10.280% 9.16% 10.28%

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 7.033% 7.025% 6.98% 7.38%
JIBAR6 JIBAR 6 Month 7.558% 7.542% 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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