Markets and Commodity figures

19 April 2017

Total Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Deals Nominal Consideration Deals Nominal Consideration
Current Day 1 193 28.29 bn Rbn 29.81 512 65.05 bn Rbn 64.39
Week to Date 1 193 28.29 bn Rbn 29.81 512 65.05 bn Rbn 64.39
Month to Date 12 906 292.80 bn Rbn 307.99 3 039 423.97 bn Rbn 411.16
Year to Date 84 935 2 136.96 bn Rbn 2 273.23 23 220 2 695.93 bn Rbn 2 643.51

Foreign Client Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Party Deals Nominal Consideration Deals Nominal Consideration
Buy 90 4.79 bn Rbn 4.69 28 2.82 bn Rbn 2.59
Current Day Sell 105 4.17 bn Rbn 4.16 6 0.93 bn Rbn 1.07
Net -15 0.63 bn Rbn 0.53 22 1.89 bn Rbn 1.52
Buy 90 4.79 bn Rbn 4.69 28 2.82 bn Rbn 2.59
Week to Date Sell 105 4.17 bn Rbn 4.16 6 0.93 bn Rbn 1.07
Net -15 0.63 bn Rbn 0.53 22 1.89 bn Rbn 1.52
Buy 1 179 48.87 bn Rbn 50.23 220 22.05 bn Rbn 20.04
Month to Date Sell 968 35.41 bn Rbn 36.90 55 8.99 bn Rbn 9.18
Net 211 13.45 bn Rbn 13.34 165 13.07 bn Rbn 10.87
Buy 7 050 292.38 bn Rbn 304.58 1 576 150.33 bn Rbn 148.79
Year to Date Sell 5 712 259.72 bn Rbn 272.84 493 55.81 bn Rbn 55.37
Net 1 338 32.66 bn Rbn 31.75 1 083 94.52 bn Rbn 93.43

Index Levels

Code Index Yield Index Previous Return MTD Return YTD

ALBI20 9.014%
All Bond Index Top 547.047
20 Composite 549.156 0.08% 2.55%
GOVI 8.933%Split - 545.428
ALBI20 Issuer Class GOVI 547.479 0.14% 2.64%
OTHI 9.234%
ALBI20 Issuer Class Split - 556.980
OTHI 559.269 -0.08% 2.30%
CILI15 2.338%
Composite Inflation 246.665
Linked Index Top 15 246.426 0.96% 0.41%
ICOR 3.560%
CILI15 Issuer Class 252.971
Split - ICOR 252.896 1.03% 1.75%
IGOV 2.282%
CILI15 Issuer Class 246.171
Split - IGOV 245.922 0.97% 0.33%
ISOE 2.994%
CILI15 Issuer Class 240.035
Split - ISOE 239.967 0.71% 1.66%
MMI JSE Money Market Index
0 220.032 219.802 0.37% 2.29%

ALBI Constituent Bonds

Bond Issuer Maturity MTM Previous YTD Low YTD High

R159 REPUBLIC OF SOUTH
Dec 2018
AFRICA 7.595% 7.575% 7.32% 7.97%
R203 REPUBLIC OF SOUTH
Jan 2020
AFRICA 7.725% 7.685% 7.38% 8.15%
ES18 ESKOM HOLDINGS
MarLIMITED
2021 7.880% 7.840% 7.52% 8.31%
R204 REPUBLIC OF SOUTH
Jan 2023
AFRICA 9.210% 9.175% 8.72% 9.46%
R207 REPUBLIC OF SOUTH
Feb 2023
AFRICA 9.870% 9.835% 9.44% 10.27%
R208 REPUBLIC OF SOUTH
Feb 2023
AFRICA 8.270% 8.235% 7.88% 8.65%
ES23 ESKOM HOLDINGSAprLIMITED
2026 9.950% 9.910% 9.30% 10.09%
DV23 DEVELOPMENT DecBANK
2026
OF SOUTHERN
8.850% AFRICA 8.810% 8.31% 9.00%
R2023 REPUBLIC OF SOUTH
Jan 2030
AFRICA 9.275% 9.215% 8.70% 9.40%
ES26 ESKOM HOLDINGSFebLIMITED
2031 9.315% 9.255% 8.74% 9.44%
R186 REPUBLIC OF SOUTH
Mar 2032
AFRICA 9.445% 9.385% 8.84% 9.56%
R2030 REPUBLIC OF SOUTH
Sep 2033
AFRICA 10.745% 10.690% 10.05% 10.87%
R213 REPUBLIC OF SOUTH
Feb 2035
AFRICA 9.615% 9.555% 9.04% 9.73%
R2032 REPUBLIC OF SOUTH
Mar 2036
AFRICA 9.595% 9.540% 9.03% 9.74%
ES33 ESKOM HOLDINGSJanLIMITED
2037 9.690% 9.635% 9.12% 9.81%
R209 REPUBLIC OF SOUTH
Jan 2040
AFRICA 9.760% 9.690% 9.14% 9.86%
R2037 REPUBLIC OF SOUTH
Feb 2041
AFRICA 9.715% 9.645% 9.10% 9.82%
R214 REPUBLIC OF SOUTH
Apr 2042
AFRICA 10.925% 10.855% 10.18% 11.02%
R2044 REPUBLIC OF SOUTH
Jan 2044
AFRICA 9.790% 9.720% 9.17% 9.89%
R2048 REPUBLIC OF SOUTH
Feb 2048
AFRICA 9.780% 9.710% 9.16% 9.88%

Other Rates

Code Description Rate Previous YTD Low YTD High

SAFEX SAFEX Overnight Deposit Rate6.800% 6.800% 6.77% 6.83%
JIBAR1 JIBAR 1 Month 7.117% 7.117% 7.08% 7.12%
JIBAR3 JIBAR 3 Month 7.350% 7.350% 7.33% 7.38%
JIBAR6 JIBAR 6 Month 7.967% 7.975% 7.88% 8.00%
RSA 2 year retail bond 8.00% 0 0 0
RSA 3 year retail bond 8.25% 0 0 0
RSA 5 year retail bond 8.75% 0 0 0
RSA 3 year inflation linked retail
1.75%
bond 0 0 0
RSA 5 year inflation linked retail
2.00%
bond 0 0 0
RSA 10 year inflation linked retail
2.25%
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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4.60
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Zero
Par/Swap