Markets and Commodity figures

30 October 2017

Total Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Deals Nominal Consideration Deals Nominal Consideration
Current Day 2 176 40.29 bn Rbn 41.13 302 46.98 bn Rbn 45.22
Week to Date 2 176 40.29 bn Rbn 41.13 302 46.98 bn Rbn 45.22
Month to Date 31 067 854.37 bn Rbn 876.95 7 363 936.94 bn Rbn 905.95
Year to Date 242 788 6 422.95 bn Rbn 6 735.18 65 962 8 111.57 bn Rbn 7 908.11

Foreign Client Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Party Deals Nominal Consideration Deals Nominal Consideration
Buy 257 4.61 bn Rbn 4.46 31 3.14 bn Rbn 2.86
Current Day Sell 253 9.36 bn Rbn 9.19 22 6.04 bn Rbn 6.55
Net 4 -4.75 bn Rbn -4.73 9 -2.90 bn Rbn -3.69
Buy 257 4.61 bn Rbn 4.46 31 3.14 bn Rbn 2.86
Week to Date Sell 253 9.36 bn Rbn 9.19 22 6.04 bn Rbn 6.55
Net 4 -4.75 bn Rbn -4.73 9 -2.90 bn Rbn -3.69
Buy 2 355 100.23 bn Rbn 102.64 593 51.89 bn Rbn 47.81
Month to Date Sell 2 066 109.93 bn Rbn 111.80 394 122.76 bn Rbn 131.96
Net 289 -9.70 bn Rbn -9.16 199 -70.86 bn Rbn -84.15
Buy 19 770 860.67 bn Rbn 889.98 4 861 425.61 bn Rbn 402.40
Year to Date Sell 16 196 800.50 bn Rbn 831.65 2 401 510.87 bn Rbn 527.76
Net 3 574 60.17 bn Rbn 58.34 2 460 -85.26 bn Rbn -125.35

Index Levels

Code Index Yield Index Previous Return MTD Return YTD

ALBI20 9.226%
All Bond Index Top 562.243
20 Composite 560.105 -2.25% 5.39%
GOVI 9.140%Split - 560.677
ALBI20 Issuer Class GOVI 558.556 -2.29% 5.51%
OTHI 9.454%
ALBI20 Issuer Class Split - 572.174
OTHI 569.966 -2.15% 5.09%
CILI15 2.609%
Composite Inflation 248.267
Linked Index Top 15 248.807 -0.74% 1.06%
ICOR 3.557%
CILI15 Issuer Class 266.641
Split - ICOR 266.645 0.04% 7.24%
IGOV 2.566%
CILI15 Issuer Class 247.306
Split - IGOV 247.873 -0.78% 0.79%
ISOE 3.169%
CILI15 Issuer Class 247.016
Split - ISOE 247.058 -0.03% 4.62%
MMI JSE Money Market Index
0 228.997 228.874 0.57% 6.46%

ALBI Constituent Bonds

Bond Issuer Maturity MTM Previous YTD Low YTD High

R159 REPUBLIC OF SOUTH
Dec 2018
AFRICA 7.320% 7.370% 6.82% 7.97%
R203 REPUBLIC OF SOUTH
Jan 2020
AFRICA 7.740% 7.795% 7.03% 8.15%
ES18 ESKOM HOLDINGS
MarLIMITED
2021 7.995% 8.050% 7.25% 8.31%
R204 REPUBLIC OF SOUTH
Jan 2023
AFRICA 9.375% 9.430% 8.71% 9.55%
R207 REPUBLIC OF SOUTH
Feb 2023
AFRICA 9.595% 9.750% 9.13% 10.27%
R208 REPUBLIC OF SOUTH
Feb 2023
AFRICA 8.345% 8.400% 7.68% 8.65%
ES23 ESKOM HOLDINGSAprLIMITED
2026 10.245% 10.300% 9.30% 10.44%
DV23 DEVELOPMENT DecBANK
2026
OF SOUTHERN
9.075% AFRICA 9.130% 8.31% 9.27%
R2023 REPUBLIC OF SOUTH
Jan 2030
AFRICA 9.590% 9.640% 8.70% 9.79%
ES26 ESKOM HOLDINGSFebLIMITED
2031 9.680% 9.730% 8.74% 9.88%
R186 REPUBLIC OF SOUTH
Mar 2032
AFRICA 9.795% 9.845% 8.84% 10.00%
R2030 REPUBLIC OF SOUTH
Sep 2033
AFRICA 11.100% 11.150% 10.05% 11.30%
R213 REPUBLIC OF SOUTH
Feb 2035
AFRICA 9.945% 9.995% 9.04% 10.15%
R2032 REPUBLIC OF SOUTH
Mar 2036
AFRICA 9.895% 9.945% 9.03% 10.10%
ES33 ESKOM HOLDINGSJanLIMITED
2037 10.015% 10.065% 9.12% 10.22%
R209 REPUBLIC OF SOUTH
Jan 2040
AFRICA 10.115% 10.160% 9.14% 10.31%
R2037 REPUBLIC OF SOUTH
Feb 2041
AFRICA 10.025% 10.075% 9.10% 10.23%
R214 REPUBLIC OF SOUTH
Apr 2042
AFRICA 11.325% 11.375% 10.18% 11.53%
R2044 REPUBLIC OF SOUTH
Jan 2044
AFRICA 10.130% 10.180% 9.17% 10.33%
R2048 REPUBLIC OF SOUTH
Feb 2048
AFRICA 10.080% 10.130% 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 6.842% 6.825% 6.79% 7.12%
JIBAR3 JIBAR 3 Month 7.050% 7.033% 6.98% 7.38%
JIBAR6 JIBAR 6 Month 7.583% 7.558% 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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