Markets and Commodity figures

01 February 2017

Total Market Turnover Statistics

Deals
889
3 442
889
23 016

Current Day
Week to Date
Month to Date
Year to Date

Standard Turnover
Nominal
Consideration
27.11 bn Rbn
28.07
109.12 bn Rbn
113.76
27.11 bn Rbn
28.07
543.98 bn Rbn
577.73

223
1 270
223
6 445

REPO 1 Turnover
Nominal
Consideration
18.49 bn Rbn
17.88
124.14 bn Rbn
121.16
18.49 bn Rbn
17.88
609.19 bn Rbn
606.58

29
7
22
63
30
33
29
7
22
395
161
234

REPO 1 Turnover
Nominal
Consideration
1.76 bn Rbn
1.71
0.52 bn Rbn
0.56
1.24 bn Rbn
1.15
3.91 bn Rbn
3.88
3.75 bn Rbn
3.76
0.16 bn Rbn
0.12
1.76 bn Rbn
1.71
0.52 bn Rbn
0.56
1.24 bn Rbn
1.15
27.17 bn Rbn
26.91
17.04 bn Rbn
16.86
10.13 bn Rbn
10.05

Deals

Foreign Client Market Turnover Statistics

Party
Current Day

Week to Date

Month to Date

Year to Date

Buy
Sell
Net
Buy
Sell
Net
Buy
Sell
Net
Buy
Sell
Net

Deals
91
62
29
344
277
67
91
62
29
1 736
1 510
226

Standard Turnover
Nominal
Consideration
3.76 bn Rbn
3.82
3.50 bn Rbn
3.62
0.26 bn Rbn
0.19
13.01 bn Rbn
12.99
15.01 bn Rbn
15.39
-2.00 bn Rbn
-2.40
3.76 bn Rbn
3.82
3.50 bn Rbn
3.62
0.26 bn Rbn
0.19
67.02 bn Rbn
69.14
72.13 bn Rbn
74.35
-5.11 bn Rbn
-5.20

Deals

Index Levels
Code
ALBI20
GOVI
OTHI
CILI15
ICOR
IGOV

Index
Yield
Index
All Bond Index Top
20 Composite
8.946%
539.548
ALBI20 Issuer Class
GOVI
8.884%Split - 537.445
ALBI20 Issuer Class
Split
OTHI
9.113%
550.722
Composite Inflation
Linked Index
Top 15
2.130%
249.553
CILI15 Issuer Class
Split - ICOR
3.380%
251.030
CILI15 Issuer Class
Split - IGOV
2.065%
249.345

Previous
540.586
538.457
551.840
249.486
250.968
249.279

Return MTD
-0.19%
-0.19%
-0.20%
0.03%
0.02%
0.03%

Return YTD
1.14%
1.14%
1.15%
1.58%
0.96%
1.62%

ISOE
MMI

CILI15 Issuer Class

Split - ISOE
2.796%
238.881
JSE Money Market Index
0
216.577

238.798
216.530

0.03%
0.02%

1.17%
0.69%

Previous
8.535%
7.845%
7.970%
8.135%
9.275%
8.445%
9.805%
8.825%
9.230%
9.250%
9.360%
10.470%
9.490%
9.460%
9.555%
9.570%
9.525%
10.600%
9.590%
9.590%

YTD Low
8.43%
7.74%
7.88%
8.02%
9.15%
8.32%
9.61%
8.63%
9.06%
9.08%
9.19%
10.27%
9.30%
9.26%
9.36%
9.37%
9.32%
10.40%
9.38%
9.37%

YTD High
8.66%
7.97%
8.15%
8.31%
9.46%
8.65%
9.93%
8.96%
9.38%
9.40%
9.53%
10.58%
9.64%
9.58%
9.70%
9.69%
9.63%
10.71%
9.70%
9.68%

Previous
6.800%
7.117%
7.367%
7.958%
0
0
0
0
0
0

YTD Low
6.77%
7.10%
7.35%
7.93%
0
0
0
0
0
0

YTD High
6.80%
7.12%
7.37%
7.97%
0
0
0
0
0
0

ALBI Constituent Bonds

Bond
R159
R203
ES18
R204
R207
R208
ES23
DV23
R2023
ES26
R186
R2030
R213
R2032
ES33
R209
R2037
R214
R2044
R2048

Issuer
Maturity
MTM
REPUBLIC OF SOUTH
Apr 2018
AFRICA 8.535%
REPUBLIC OF SOUTH
Dec 2018
AFRICA 7.845%
ESKOM HOLDINGS
JanLIMITED
2020
7.985%
REPUBLIC OF SOUTH
Mar 2021
AFRICA 8.160%
REPUBLIC OF SOUTH
Jan 2023
AFRICA 9.295%
REPUBLIC OF SOUTH
Feb 2023
AFRICA 8.465%
ESKOM HOLDINGS
AprLIMITED
2026
9.830%
DEVELOPMENT Dec
BANK
2026
OF SOUTHERN
8.850% AFRICA
REPUBLIC OF SOUTH
Jan 2030
AFRICA 9.250%
ESKOM HOLDINGS
FebLIMITED
2031
9.275%
REPUBLIC OF SOUTH
Mar 2032
AFRICA 9.385%
REPUBLIC OF SOUTH
Sep 2033
AFRICA 10.505%
REPUBLIC OF SOUTH
Feb 2035
AFRICA 9.525%
REPUBLIC OF SOUTH
Mar 2036
AFRICA 9.495%
ESKOM HOLDINGS
JanLIMITED
2037
9.590%
REPUBLIC OF SOUTH
Jan 2040
AFRICA 9.605%
REPUBLIC OF SOUTH
Feb 2041
AFRICA 9.565%
REPUBLIC OF SOUTH
Apr 2042
AFRICA 10.640%
REPUBLIC OF SOUTH
Jan 2044
AFRICA 9.630%
REPUBLIC OF SOUTH
Feb 2048
AFRICA 9.625%

Other Rates
Code
SAFEX
JIBAR1
JIBAR3
JIBAR6

Description
Rate
SAFEX Overnight Deposit Rate6.800%
JIBAR 1 Month
7.100%
JIBAR 3 Month
7.350%
JIBAR 6 Month
7.967%
RSA 2 year retail bond
8.25%
RSA 3 year retail bond
8.50%
RSA 5 year retail bond
8.75%
RSA 3 year inflation linked retail
1.75%
bond
RSA 5 year inflation linked retail
2.00%
bond
RSA 10 year inflation linked retail
2.25%
bond

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
DATA
DISCLAIMER
To the
extent allowed by law, JSE Limited (the JSE) does not (expressly, tacitly or implicitly) guarantee or warrant the availability,
4.60
sequence,2015
accuracy, completeness,
reliability or any other aspect
(Data), or that any Data is
up to date.
2020
2026 of any of the data 2031
2037

2042

To the extent allowed by law, neither the JSE nor any of its directors, officers, employees, contractors, agents or representatives are
liable in any way to the reader or to any other natural or juristic person (Person) for any loss or damage as a result of (i) the display
of any Data in this bulltetin, or (ii) any Data being unavailable in this bulletin at any time and for any reason, or (iii) any delay,
inaccuracy, error, or omission in relation to any Data, or (iv) any actions taken or not taken by or on behalf of any Person in reliance
on any Data. The JSE is entitled to terminate the production of any Data at any time, without notice and without liability to any Person.

2048

2053

2059

Zero
Par/Swap