Markets and Commodity figures

26 October 2017

Total Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Deals Nominal Consideration Deals Nominal Consideration
Current Day 1 851 76.19 bn Rbn 78.91 294 31.80 bn Rbn 31.22
Week to Date 4 299 142.12 bn Rbn 146.41 1 344 162.05 bn Rbn 156.02
Month to Date 23 887 674.18 bn Rbn 695.79 6 453 809.59 bn Rbn 783.35
Year to Date 235 608 6 242.77 bn Rbn 6 554.01 65 052 7 984.22 bn Rbn 7 785.51

Foreign Client Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Party Deals Nominal Consideration Deals Nominal Consideration
Buy 106 5.70 bn Rbn 6.12 28 1.69 bn Rbn 1.47
Current Day Sell 116 11.21 bn Rbn 11.25 22 8.73 bn Rbn 9.45
Net -10 -5.50 bn Rbn -5.13 6 -7.04 bn Rbn -7.98
Buy 244 12.93 bn Rbn 13.73 89 6.95 bn Rbn 6.42
Week to Date Sell 240 17.70 bn Rbn 18.15 73 23.95 bn Rbn 25.51
Net 4 -4.77 bn Rbn -4.42 16 -16.99 bn Rbn -19.10
Buy 1 716 77.82 bn Rbn 80.47 496 42.52 bn Rbn 39.41
Month to Date Sell 1 458 82.16 bn Rbn 84.52 321 101.78 bn Rbn 109.66
Net 258 -4.33 bn Rbn -4.05 175 -59.26 bn Rbn -70.25
Buy 19 131 838.26 bn Rbn 867.81 4 764 416.24 bn Rbn 394.01
Year to Date Sell 15 588 772.73 bn Rbn 804.37 2 328 489.90 bn Rbn 505.46
Net 3 543 65.53 bn Rbn 63.44 2 436 -73.66 bn Rbn -111.45

Index Levels

Code Index Yield Index Previous Return MTD Return YTD

ALBI20 9.253%
All Bond Index Top 559.965
20 Composite 569.317 -2.65% 4.97%
GOVI 9.163%Split - 558.617
ALBI20 Issuer Class GOVI 567.832 -2.65% 5.12%
OTHI 9.490%
ALBI20 Issuer Class Split - 569.282
OTHI 579.100 -2.64% 4.56%
CILI15 2.541%
Composite Inflation 249.871
Linked Index Top 15 250.630 -0.10% 1.71%
ICOR 3.499%
CILI15 Issuer Class 267.295
Split - ICOR 267.882 0.29% 7.51%
IGOV 2.499%
CILI15 Issuer Class 248.957
Split - IGOV 249.729 -0.12% 1.46%
ISOE 3.113%
CILI15 Issuer Class 247.694
Split - ISOE 248.120 0.24% 4.91%
MMI JSE Money Market Index
0 228.835 228.789 0.50% 6.39%

ALBI Constituent Bonds

Bond Issuer Maturity MTM Previous YTD Low YTD High

R159 REPUBLIC OF SOUTH
Dec 2018
AFRICA 7.365% 7.165% 6.82% 7.97%
R203 REPUBLIC OF SOUTH
Jan 2020
AFRICA 7.695% 7.490% 7.03% 8.15%
ES18 ESKOM HOLDINGS
MarLIMITED
2021 7.945% 7.735% 7.25% 8.31%
R204 REPUBLIC OF SOUTH
Jan 2023
AFRICA 9.360% 9.145% 8.71% 9.46%
R207 REPUBLIC OF SOUTH
Feb 2023
AFRICA 9.680% 9.465% 9.13% 10.27%
R208 REPUBLIC OF SOUTH
Feb 2023
AFRICA 8.330% 8.115% 7.68% 8.65%
ES23 ESKOM HOLDINGSAprLIMITED
2026 10.235% 10.005% 9.30% 10.24%
DV23 DEVELOPMENT DecBANK
2026
OF SOUTHERN
9.065% AFRICA 8.835% 8.31% 9.07%
R2023 REPUBLIC OF SOUTH
Jan 2030
AFRICA 9.630% 9.405% 8.70% 9.63%
ES26 ESKOM HOLDINGSFebLIMITED
2031 9.720% 9.495% 8.74% 9.72%
R186 REPUBLIC OF SOUTH
Mar 2032
AFRICA 9.840% 9.615% 8.84% 9.84%
R2030 REPUBLIC OF SOUTH
Sep 2033
AFRICA 11.180% 10.925% 10.05% 11.18%
R213 REPUBLIC OF SOUTH
Feb 2035
AFRICA 10.020% 9.760% 9.04% 10.02%
R2032 REPUBLIC OF SOUTH
Mar 2036
AFRICA 9.975% 9.720% 9.03% 9.98%
ES33 ESKOM HOLDINGSJanLIMITED
2037 10.100% 9.850% 9.12% 10.10%
R209 REPUBLIC OF SOUTH
Jan 2040
AFRICA 10.165% 9.910% 9.14% 10.17%
R2037 REPUBLIC OF SOUTH
Feb 2041
AFRICA 10.085% 9.830% 9.10% 10.09%
R214 REPUBLIC OF SOUTH
Apr 2042
AFRICA 11.385% 11.130% 10.18% 11.39%
R2044 REPUBLIC OF SOUTH
Jan 2044
AFRICA 10.180% 9.925% 9.17% 10.18%
R2048 REPUBLIC OF SOUTH
Feb 2048
AFRICA 10.125% 9.870% 9.16% 10.13%

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% 6.79% 7.12%
JIBAR3 JIBAR 3 Month 7.025% 7.025% 6.98% 7.38%
JIBAR6 JIBAR 6 Month 7.467% 7.467% 7.32% 8.00%
RSA 2 year retail bond 7.75% 0 0 0
RSA 3 year retail bond 8.00% 0 0 0
RSA 5 year retail bond 8.50% 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)
9.60
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