Markets and Commodity figures

25 February 2018

Total Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Deals Nominal Consideration Deals Nominal Consideration
Current Day 1 702 150.72 bn Rbn 155.25 218 31.02 bn Rbn 32.76
Week to Date 7 321 364.40 bn Rbn 380.94 1 775 223.19 bn Rbn 228.18
Month to Date 23 052 921.88 bn Rbn 955.15 5 717 695.54 bn Rbn 701.14
Year to Date 47 748 1 765.66 bn Rbn 1 822.77 12 787 1 499.97 bn Rbn 1 508.89

Foreign Client Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Party Deals Nominal Consideration Deals Nominal Consideration
Buy 148 19.05 bn Rbn 19.39 17 1.17 bn Rbn 1.15
Current Day Sell 121 16.50 bn Rbn 17.02 15 4.05 bn Rbn 4.49
Net 27 2.55 bn Rbn 2.36 2 -2.88 bn Rbn -3.33
Buy 599 51.99 bn Rbn 54.05 84 6.47 bn Rbn 6.51
Week to Date Sell 491 38.42 bn Rbn 40.41 76 25.87 bn Rbn 28.96
Net 108 13.57 bn Rbn 13.64 8 -19.40 bn Rbn -22.45
Buy 1 702 110.45 bn Rbn 114.87 270 29.19 bn Rbn 27.85
Month to Date Sell 1 495 98.12 bn Rbn 103.37 298 87.95 bn Rbn 95.40
Net 207 12.33 bn Rbn 11.49 -28 -58.76 bn Rbn -67.56
Buy 3 583 219.99 bn Rbn 228.72 621 59.04 bn Rbn 56.52
Year to Date Sell 3 338 215.09 bn Rbn 224.18 705 218.06 bn Rbn 235.89
Net 245 4.91 bn Rbn 4.54 -84 -159.02 bn Rbn -179.37

Index Levels

Code Index Yield Index Previous Return MTD Return YTD

ALBI20 8.558%
All Bond Index Top 627.138
20 Composite 627.306 4.72% 6.66%
GOVI 8.432%Split - 624.000
ALBI20 Issuer Class GOVI 624.236 4.42% 6.37%
OTHI 8.886%
ALBI20 Issuer Class Split - 641.670
OTHI 641.656 5.51% 7.42%
CILI15 2.524%
Composite Inflation 252.878
Linked Index Top 15 253.470 1.46% 0.06%
ICOR 3.264%
CILI15 Issuer Class 276.320
Split - ICOR 276.924 1.59% 2.02%
IGOV 2.491%
CILI15 Issuer Class 251.694
Split - IGOV 252.278 1.45% -0.04%
ISOE 2.988%
CILI15 Issuer Class 254.490
Split - ISOE 255.313 1.53% 1.56%
MMI JSE Money Market Index
0 234.431 234.385 0.47% 1.13%

ALBI Constituent Bonds

Bond Issuer Maturity MTM Previous YTD Low YTD High

R159 REPUBLIC OF SOUTH
Jan 2020
AFRICA 6.615% 6.575% 6.58% 7.31%
R203 REPUBLIC OF SOUTH
Feb 2020
AFRICA 7.725% 7.685% 7.69% 8.40%
ES18 ESKOM HOLDINGS
MarLIMITED
2021 6.940% 6.880% 6.88% 7.59%
R204 REPUBLIC OF SOUTH
Jan 2023
AFRICA 8.525% 8.480% 8.43% 8.98%
R207 REPUBLIC OF SOUTH
Feb 2023
AFRICA 8.665% 8.620% 8.57% 9.19%
R208 REPUBLIC OF SOUTH
Feb 2023
AFRICA 7.415% 7.370% 7.32% 7.94%
ES23 ESKOM HOLDINGSAprLIMITED
2026 9.310% 9.300% 9.26% 9.85%
DV23 DEVELOPMENT DecBANK
2026
OF SOUTHERN
8.020% AFRICA 8.010% 7.97% 8.64%
R2023 REPUBLIC OF SOUTH
Jan 2030
AFRICA 8.470% 8.455% 8.40% 9.19%
ES26 ESKOM HOLDINGSFebLIMITED
2031 8.555% 8.540% 8.48% 9.25%
R186 REPUBLIC OF SOUTH
Mar 2032
AFRICA 8.675% 8.665% 8.61% 9.39%
R2030 REPUBLIC OF SOUTH
Sep 2033
AFRICA 10.195% 10.185% 10.14% 10.76%
R213 REPUBLIC OF SOUTH
Feb 2035
AFRICA 8.790% 8.785% 8.75% 9.58%
R2032 REPUBLIC OF SOUTH
Mar 2036
AFRICA 8.795% 8.785% 8.74% 9.52%
ES33 ESKOM HOLDINGSJanLIMITED
2037 8.875% 8.875% 8.84% 9.68%
R209 REPUBLIC OF SOUTH
Jan 2040
AFRICA 8.920% 8.925% 8.90% 9.77%
R2037 REPUBLIC OF SOUTH
Feb 2041
AFRICA 8.910% 8.910% 8.89% 9.74%
R214 REPUBLIC OF SOUTH
Apr 2042
AFRICA 10.320% 10.320% 10.30% 11.05%
R2044 REPUBLIC OF SOUTH
Jan 2044
AFRICA 8.950% 8.955% 8.93% 9.82%
R2048 REPUBLIC OF SOUTH
Feb 2048
AFRICA 8.930% 8.935% 8.91% 9.77%

Other Rates

Code Description Rate Previous YTD Low YTD High

SAFEX SAFEX Overnight Deposit Rate6.560% 6.560% 6.50% 6.56%
JIBAR1 JIBAR 1 Month 6.892% 6.892% 6.89% 6.92%
JIBAR3 JIBAR 3 Month 7.125% 7.125% 7.13% 7.16%
JIBAR6 JIBAR 6 Month 7.542% 7.542% 7.54% 7.60%
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
3.25%
bond 0 0 0
RSA 10 year inflation linked retail
3.50%
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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