Markets and Commodity figures

18 February 2018

Total Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Deals Nominal Consideration Deals Nominal Consideration
Current Day 1 659 60.64 bn Rbn 64.51 198 27.69 bn Rbn 27.97
Week to Date 6 582 227.36 bn Rbn 239.46 1 705 197.37 bn Rbn 199.24
Month to Date 15 738 557.51 bn Rbn 574.24 3 943 472.62 bn Rbn 473.21
Year to Date 40 434 1 401.29 bn Rbn 1 441.86 11 013 1 277.04 bn Rbn 1 280.95

Foreign Client Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Party Deals Nominal Consideration Deals Nominal Consideration
Buy 129 10.62 bn Rbn 11.26 16 1.22 bn Rbn 1.22
Current Day Sell 116 8.30 bn Rbn 8.60 15 5.50 bn Rbn 5.95
Net 13 2.31 bn Rbn 2.65 1 -4.28 bn Rbn -4.72
Buy 525 30.46 bn Rbn 32.02 83 9.29 bn Rbn 9.15
Week to Date Sell 511 29.13 bn Rbn 30.71 82 24.73 bn Rbn 27.25
Net 14 1.34 bn Rbn 1.31 1 -15.44 bn Rbn -18.10
Buy 1 107 59.33 bn Rbn 61.67 187 22.99 bn Rbn 21.59
Month to Date Sell 1 005 58.85 bn Rbn 62.12 222 62.08 bn Rbn 66.45
Net 102 0.48 bn Rbn -0.45 -35 -39.09 bn Rbn -44.86
Buy 2 988 168.87 bn Rbn 175.52 538 52.84 bn Rbn 50.26
Year to Date Sell 2 848 175.82 bn Rbn 182.93 629 192.19 bn Rbn 206.93
Net 140 -6.95 bn Rbn -7.41 -91 -139.35 bn Rbn -156.68

Index Levels

Code Index Yield Index Previous Return MTD Return YTD

ALBI20 8.656%
All Bond Index Top 619.096
20 Composite 612.584 3.37% 5.29%
GOVI 8.517%Split - 616.939
ALBI20 Issuer Class GOVI 610.767 3.23% 5.17%
OTHI 9.025%
ALBI20 Issuer Class Split - 630.908
OTHI 623.417 3.74% 5.62%
CILI15 2.633%
Composite Inflation 249.905
Linked Index Top 15 248.597 0.26% -1.12%
ICOR 3.392%
CILI15 Issuer Class 274.223
Split - ICOR 272.764 0.81% 1.25%
IGOV 2.599%
CILI15 Issuer Class 248.673
Split - IGOV 247.372 0.23% -1.23%
ISOE 3.099%
CILI15 Issuer Class 252.692
Split - ISOE 251.387 0.81% 0.85%
MMI JSE Money Market Index
0 234.093 234.040 0.33% 0.99%

ALBI Constituent Bonds

Bond Issuer Maturity MTM Previous YTD Low YTD High

R159 REPUBLIC OF SOUTH
Jan 2020
AFRICA 6.740% 6.820% 6.74% 7.31%
R203 REPUBLIC OF SOUTH
Feb 2020
AFRICA 7.850% 7.930% 7.85% 8.40%
ES18 ESKOM HOLDINGS
MarLIMITED
2021 7.005% 7.090% 7.01% 7.59%
R204 REPUBLIC OF SOUTH
Jan 2023
AFRICA 8.540% 8.620% 8.54% 8.98%
R207 REPUBLIC OF SOUTH
Feb 2023
AFRICA 8.680% 8.760% 8.68% 9.19%
R208 REPUBLIC OF SOUTH
Feb 2023
AFRICA 7.430% 7.510% 7.43% 7.94%
ES23 ESKOM HOLDINGSAprLIMITED
2026 9.400% 9.510% 9.40% 9.85%
DV23 DEVELOPMENT DecBANK
2026
OF SOUTHERN
8.110% AFRICA 8.220% 8.11% 8.64%
R2023 REPUBLIC OF SOUTH
Jan 2030
AFRICA 8.595% 8.730% 8.60% 9.19%
ES26 ESKOM HOLDINGSFebLIMITED
2031 8.675% 8.810% 8.68% 9.25%
R186 REPUBLIC OF SOUTH
Mar 2032
AFRICA 8.810% 8.945% 8.81% 9.39%
R2030 REPUBLIC OF SOUTH
Sep 2033
AFRICA 10.380% 10.515% 10.38% 10.76%
R213 REPUBLIC OF SOUTH
Feb 2035
AFRICA 8.990% 9.125% 8.99% 9.58%
R2032 REPUBLIC OF SOUTH
Mar 2036
AFRICA 8.980% 9.115% 8.98% 9.52%
ES33 ESKOM HOLDINGSJanLIMITED
2037 9.080% 9.215% 9.08% 9.68%
R209 REPUBLIC OF SOUTH
Jan 2040
AFRICA 9.110% 9.270% 9.11% 9.77%
R2037 REPUBLIC OF SOUTH
Feb 2041
AFRICA 9.090% 9.250% 9.09% 9.74%
R214 REPUBLIC OF SOUTH
Apr 2042
AFRICA 10.500% 10.660% 10.50% 11.05%
R2044 REPUBLIC OF SOUTH
Jan 2044
AFRICA 9.130% 9.300% 9.13% 9.82%
R2048 REPUBLIC OF SOUTH
Feb 2048
AFRICA 9.105% 9.275% 9.11% 9.77%

Other Rates

Code Description Rate Previous YTD Low YTD High

SAFEX SAFEX Overnight Deposit Rate6.560% 6.550% 6.53% 6.56%
JIBAR1 JIBAR 1 Month 6.900% 6.900% 6.90% 6.92%
JIBAR3 JIBAR 3 Month 7.133% 7.133% 7.13% 7.16%
JIBAR6 JIBAR 6 Month 7.575% 7.583% 7.56% 7.60%
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
3.25%
bond 0 0 0
RSA 10 year inflation linked retail
3.50%
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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Zero
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