Markets and Commodity figures

25 March 2018

Total Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Deals Nominal Consideration Deals Nominal Consideration
Current Day 1 282 40.02 bn Rbn 41.44 170 24.01 bn Rbn 25.20
Week to Date 4 888 143.97 bn Rbn 150.37 1 020 154.17 bn Rbn 158.58
Month to Date 20 745 546.26 bn Rbn 573.14 4 376 617.73 bn Rbn 634.45
Year to Date 72 533 2 439.96 bn Rbn 2 531.41 18 426 2 269.15 bn Rbn 2 302.28

Foreign Client Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Party Deals Nominal Consideration Deals Nominal Consideration
Buy 168 7.42 bn Rbn 7.77 12 0.77 bn Rbn 0.75
Current Day Sell 113 5.64 bn Rbn 5.93 26 8.62 bn Rbn 9.05
Net 55 1.78 bn Rbn 1.84 -14 -7.85 bn Rbn -8.30
Buy 435 20.40 bn Rbn 21.32 52 7.04 bn Rbn 6.53
Week to Date Sell 329 17.20 bn Rbn 18.11 114 38.00 bn Rbn 41.60
Net 106 3.19 bn Rbn 3.21 -62 -30.97 bn Rbn -35.07
Buy 1 338 75.38 bn Rbn 78.68 239 34.34 bn Rbn 32.38
Month to Date Sell 1 081 63.20 bn Rbn 67.75 342 107.46 bn Rbn 118.67
Net 257 12.18 bn Rbn 10.93 -103 -73.13 bn Rbn -86.28
Buy 5 225 309.95 bn Rbn 322.84 898 97.17 bn Rbn 92.55
Year to Date Sell 4 758 291.20 bn Rbn 305.34 1 116 345.64 bn Rbn 377.49
Net 467 18.75 bn Rbn 17.50 -218 -248.46 bn Rbn -284.94

Index Levels

Code Index Yield Index Previous Return MTD Return YTD

ALBI20 8.517%
All Bond Index Top 634.455
20 Composite 632.939 1.93% 7.91%
GOVI 8.397%Split - 630.902
ALBI20 Issuer Class GOVI 629.485 1.81% 7.55%
OTHI 8.829%
ALBI20 Issuer Class Split - 650.180
OTHI 648.380 2.25% 8.84%
CILI15 2.314%
Composite Inflation 260.248
Linked Index Top 15 257.537 3.25% 2.98%
ICOR 3.044%
CILI15 Issuer Class 281.458
Split - ICOR 280.648 1.62% 3.92%
IGOV 2.281%
CILI15 Issuer Class 259.171
Split - IGOV 256.368 3.34% 2.93%
ISOE 2.774%
CILI15 Issuer Class 259.428
Split - ISOE 258.540 1.76% 3.54%
MMI JSE Money Market Index
0 235.746 235.697 0.46% 1.70%

ALBI Constituent Bonds

Bond Issuer Maturity MTM Previous YTD Low YTD High

R159 REPUBLIC OF SOUTH
Jan 2020
AFRICA 6.670% 6.690% 6.58% 7.31%
R203 REPUBLIC OF SOUTH
Feb 2020
AFRICA 7.910% 7.930% 7.69% 8.40%
ES18 ESKOM HOLDINGS
MarLIMITED
2021 6.950% 6.970% 6.88% 7.59%
R204 REPUBLIC OF SOUTH
Jan 2023
AFRICA 8.440% 8.470% 8.43% 8.98%
R207 REPUBLIC OF SOUTH
Feb 2023
AFRICA 8.630% 8.660% 8.57% 9.19%
R208 REPUBLIC OF SOUTH
Feb 2023
AFRICA 7.330% 7.360% 7.32% 7.94%
ES23 ESKOM HOLDINGSAprLIMITED
2026 9.270% 9.290% 9.26% 9.85%
DV23 DEVELOPMENT DecBANK
2026
OF SOUTHERN
7.980% AFRICA 8.000% 7.97% 8.64%
R2023 REPUBLIC OF SOUTH
Jan 2030
AFRICA 8.390% 8.415% 8.39% 9.19%
ES26 ESKOM HOLDINGSFebLIMITED
2031 8.465% 8.490% 8.47% 9.25%
R186 REPUBLIC OF SOUTH
Mar 2032
AFRICA 8.570% 8.600% 8.57% 9.39%
R2030 REPUBLIC OF SOUTH
Sep 2033
AFRICA 10.060% 10.090% 10.06% 10.76%
R213 REPUBLIC OF SOUTH
Feb 2035
AFRICA 8.710% 8.750% 8.71% 9.58%
R2032 REPUBLIC OF SOUTH
Mar 2036
AFRICA 8.720% 8.750% 8.72% 9.52%
ES33 ESKOM HOLDINGSJanLIMITED
2037 8.795% 8.820% 8.80% 9.68%
R209 REPUBLIC OF SOUTH
Jan 2040
AFRICA 8.860% 8.890% 8.86% 9.77%
R2037 REPUBLIC OF SOUTH
Feb 2041
AFRICA 8.835% 8.865% 8.84% 9.74%
R214 REPUBLIC OF SOUTH
Apr 2042
AFRICA 10.230% 10.260% 10.23% 11.05%
R2044 REPUBLIC OF SOUTH
Jan 2044
AFRICA 8.900% 8.930% 8.90% 9.82%
R2048 REPUBLIC OF SOUTH
Feb 2048
AFRICA 8.865% 8.900% 8.87% 9.77%

Other Rates

Code Description Rate Previous YTD Low YTD High

SAFEX SAFEX Overnight Deposit Rate6.550% 6.550% 6.50% 6.56%
JIBAR1 JIBAR 1 Month 6.900% 6.900% 6.89% 6.92%
JIBAR3 JIBAR 3 Month 7.125% 7.125% 7.13% 7.16%
JIBAR6 JIBAR 6 Month 7.533% 7.533% 7.53% 7.60%
RSA 2 year retail bond 7.00% 0 0 0
RSA 3 year retail bond 7.25% 0 0 0
RSA 5 year retail bond 8.00% 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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