Markets and Commodity figures

16 August 2017

Total Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Deals Nominal Consideration Deals Nominal Consideration
Current Day 942 21.83 bn Rbn 23.45 764 84.53 bn Rbn 83.04
Week to Date 1 853 38.92 bn Rbn 43.29 975 114.65 bn Rbn 113.25
Month to Date 9 475 257.34 bn Rbn 273.51 3 784 446.09 bn Rbn 434.74
Year to Date 170 961 4 473.59 bn Rbn 4 729.01 47 918 5 945.20 bn Rbn 5 812.84

Foreign Client Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Party Deals Nominal Consideration Deals Nominal Consideration
Buy 74 4.08 bn Rbn 4.20 35 2.79 bn Rbn 2.59
Current Day Sell 61 2.43 bn Rbn 2.48 19 3.84 bn Rbn 3.88
Net 13 1.66 bn Rbn 1.72 16 -1.05 bn Rbn -1.29
Buy 177 6.75 bn Rbn 6.87 66 4.92 bn Rbn 4.57
Week to Date Sell 168 4.62 bn Rbn 4.75 35 9.71 bn Rbn 10.06
Net 9 2.13 bn Rbn 2.12 31 -4.78 bn Rbn -5.49
Buy 869 31.23 bn Rbn 32.07 295 21.38 bn Rbn 19.42
Month to Date Sell 831 33.67 bn Rbn 34.10 204 53.42 bn Rbn 54.52
Net 38 -2.43 bn Rbn -2.03 91 -32.04 bn Rbn -35.09
Buy 14 393 617.53 bn Rbn 639.42 3 488 311.29 bn Rbn 297.87
Year to Date Sell 11 842 565.77 bn Rbn 592.03 1 436 252.23 bn Rbn 258.47
Net 2 551 51.76 bn Rbn 47.39 2 052 59.06 bn Rbn 39.40

Index Levels

Code Index Yield Index Previous Return MTD Return YTD

ALBI20 8.982%
All Bond Index Top 566.281
20 Composite 565.812 0.56% 6.15%
GOVI 8.891%Split - 565.080
ALBI20 Issuer Class GOVI 564.622 0.55% 6.34%
OTHI 9.221%
ALBI20 Issuer Class Split - 575.269
OTHI 574.766 0.60% 5.66%
CILI15 2.526%
Composite Inflation 248.394
Linked Index Top 15 248.358 0.54% 1.11%
ICOR 3.802%
CILI15 Issuer Class 259.514
Split - ICOR 259.462 0.56% 4.38%
IGOV 2.476%
CILI15 Issuer Class 247.680
Split - IGOV 247.645 0.54% 0.94%
ISOE 3.117%
CILI15 Issuer Class 244.901
Split - ISOE 244.857 0.54% 3.72%
MMI JSE Money Market Index
0 225.691 225.646 0.30% 4.92%

ALBI Constituent Bonds

Bond Issuer Maturity MTM Previous YTD Low YTD High

R159 REPUBLIC OF SOUTH
Dec 2018
AFRICA 7.085% 7.090% 7.08% 7.97%
R203 REPUBLIC OF SOUTH
Jan 2020
AFRICA 7.355% 7.360% 7.24% 8.15%
ES18 ESKOM HOLDINGS
MarLIMITED
2021 7.505% 7.510% 7.39% 8.31%
R204 REPUBLIC OF SOUTH
Jan 2023
AFRICA 8.935% 8.940% 8.72% 9.46%
R207 REPUBLIC OF SOUTH
Feb 2023
AFRICA 9.455% 9.460% 9.41% 10.27%
R208 REPUBLIC OF SOUTH
Feb 2023
AFRICA 7.905% 7.910% 7.82% 8.65%
ES23 ESKOM HOLDINGSAprLIMITED
2026 9.755% 9.760% 9.30% 10.09%
DV23 DEVELOPMENT DecBANK
2026
OF SOUTHERN
8.590% AFRICA 8.595% 8.31% 9.00%
R2023 REPUBLIC OF SOUTH
Jan 2030
AFRICA 9.135% 9.140% 8.70% 9.47%
ES26 ESKOM HOLDINGSFebLIMITED
2031 9.240% 9.250% 8.74% 9.55%
R186 REPUBLIC OF SOUTH
Mar 2032
AFRICA 9.375% 9.380% 8.84% 9.66%
R2030 REPUBLIC OF SOUTH
Sep 2033
AFRICA 10.785% 10.795% 10.05% 11.01%
R213 REPUBLIC OF SOUTH
Feb 2035
AFRICA 9.610% 9.615% 9.04% 9.83%
R2032 REPUBLIC OF SOUTH
Mar 2036
AFRICA 9.580% 9.590% 9.03% 9.80%
ES33 ESKOM HOLDINGSJanLIMITED
2037 9.700% 9.710% 9.12% 9.91%
R209 REPUBLIC OF SOUTH
Jan 2040
AFRICA 9.815% 9.825% 9.14% 10.00%
R2037 REPUBLIC OF SOUTH
Feb 2041
AFRICA 9.725% 9.740% 9.10% 9.92%
R214 REPUBLIC OF SOUTH
Apr 2042
AFRICA 11.025% 11.040% 10.18% 11.18%
R2044 REPUBLIC OF SOUTH
Jan 2044
AFRICA 9.845% 9.855% 9.17% 10.03%
R2048 REPUBLIC OF SOUTH
Feb 2048
AFRICA 9.805% 9.815% 9.16% 9.99%

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 6.825% 6.825% 6.83% 7.12%
JIBAR3 JIBAR 3 Month 7.058% 7.058% 7.06% 7.38%
JIBAR6 JIBAR 6 Month 7.467% 7.467% 7.47% 8.00%
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
2.50%
bond 0 0 0
RSA 10 year inflation linked retail
2.50%
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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