Markets and Commodity figures

15 March 2018

Total Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Deals Nominal Consideration Deals Nominal Consideration
Current Day 838 36.72 bn Rbn 37.70 146 25.00 bn Rbn 25.52
Week to Date 4 181 133.78 bn Rbn 140.04 1 167 162.15 bn Rbn 166.24
Month to Date 15 244 382.57 bn Rbn 402.53 3 198 442.71 bn Rbn 453.25
Year to Date 67 032 2 276.28 bn Rbn 2 360.80 17 248 2 094.13 bn Rbn 2 121.08

Foreign Client Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Party Deals Nominal Consideration Deals Nominal Consideration
Buy 62 4.51 bn Rbn 4.73 6 1.33 bn Rbn 1.16
Current Day Sell 51 3.56 bn Rbn 3.78 13 3.95 bn Rbn 4.42
Net 11 0.95 bn Rbn 0.94 -7 -2.62 bn Rbn -3.26
Buy 283 18.89 bn Rbn 19.47 67 7.69 bn Rbn 7.25
Week to Date Sell 232 15.03 bn Rbn 16.25 82 24.47 bn Rbn 27.09
Net 51 3.86 bn Rbn 3.22 -15 -16.78 bn Rbn -19.84
Buy 861 53.48 bn Rbn 55.68 177 26.65 bn Rbn 25.22
Month to Date Sell 695 44.61 bn Rbn 48.17 211 65.97 bn Rbn 73.39
Net 166 8.87 bn Rbn 7.50 -34 -39.32 bn Rbn -48.17
Buy 4 748 288.05 bn Rbn 299.84 836 89.48 bn Rbn 85.39
Year to Date Sell 4 372 272.61 bn Rbn 285.76 985 304.14 bn Rbn 332.21
Net 376 15.44 bn Rbn 14.08 -149 -214.66 bn Rbn -246.82

Index Levels

Code Index Yield Index Previous Return MTD Return YTD

ALBI20 8.662%
All Bond Index Top 622.821
20 Composite 624.513 0.06% 5.93%
GOVI 8.526%Split - 620.361
ALBI20 Issuer Class GOVI 622.004 0.11% 5.75%
OTHI 9.018%
ALBI20 Issuer Class Split - 635.478
OTHI 637.323 -0.07% 6.38%
CILI15 2.587%
Composite Inflation 251.105
Linked Index Top 15 250.854 -0.37% -0.64%
ICOR 3.257%
CILI15 Issuer Class 277.367
Split - ICOR 277.352 0.14% 2.41%
IGOV 2.556%
CILI15 Issuer Class 249.789
Split - IGOV 249.525 -0.40% -0.79%
ISOE 2.999%
CILI15 Issuer Class 255.052
Split - ISOE 255.077 0.04% 1.79%
MMI JSE Money Market Index
0 235.367 235.318 0.30% 1.54%

ALBI Constituent Bonds

Bond Issuer Maturity MTM Previous YTD Low YTD High

R159 REPUBLIC OF SOUTH
Jan 2020
AFRICA 6.720% 6.685% 6.58% 7.31%
R203 REPUBLIC OF SOUTH
Feb 2020
AFRICA 7.950% 7.915% 7.69% 8.40%
ES18 ESKOM HOLDINGS
MarLIMITED
2021 7.020% 6.985% 6.88% 7.59%
R204 REPUBLIC OF SOUTH
Jan 2023
AFRICA 8.545% 8.515% 8.43% 8.98%
R207 REPUBLIC OF SOUTH
Feb 2023
AFRICA 8.735% 8.655% 8.57% 9.19%
R208 REPUBLIC OF SOUTH
Feb 2023
AFRICA 7.435% 7.405% 7.32% 7.94%
ES23 ESKOM HOLDINGSAprLIMITED
2026 9.400% 9.365% 9.26% 9.85%
DV23 DEVELOPMENT DecBANK
2026
OF SOUTHERN
8.110% AFRICA 8.075% 7.97% 8.64%
R2023 REPUBLIC OF SOUTH
Jan 2030
AFRICA 8.575% 8.525% 8.40% 9.19%
ES26 ESKOM HOLDINGSFebLIMITED
2031 8.650% 8.605% 8.48% 9.25%
R186 REPUBLIC OF SOUTH
Mar 2032
AFRICA 8.770% 8.730% 8.61% 9.39%
R2030 REPUBLIC OF SOUTH
Sep 2033
AFRICA 10.325% 10.305% 10.14% 10.76%
R213 REPUBLIC OF SOUTH
Feb 2035
AFRICA 8.965% 8.925% 8.75% 9.58%
R2032 REPUBLIC OF SOUTH
Mar 2036
AFRICA 8.965% 8.925% 8.74% 9.52%
ES33 ESKOM HOLDINGSJanLIMITED
2037 9.045% 9.010% 8.84% 9.68%
R209 REPUBLIC OF SOUTH
Jan 2040
AFRICA 9.130% 9.090% 8.89% 9.77%
R2037 REPUBLIC OF SOUTH
Feb 2041
AFRICA 9.100% 9.060% 8.87% 9.74%
R214 REPUBLIC OF SOUTH
Apr 2042
AFRICA 10.510% 10.470% 10.28% 11.05%
R2044 REPUBLIC OF SOUTH
Jan 2044
AFRICA 9.180% 9.140% 8.91% 9.82%
R2048 REPUBLIC OF SOUTH
Feb 2048
AFRICA 9.145% 9.105% 8.89% 9.77%

Other Rates

Code Description Rate Previous YTD Low YTD High

SAFEX SAFEX Overnight Deposit Rate6.540% 6.540% 6.50% 6.56%
JIBAR1 JIBAR 1 Month 6.892% 6.892% 6.89% 6.92%
JIBAR3 JIBAR 3 Month 7.125% 7.125% 7.13% 7.16%
JIBAR6 JIBAR 6 Month 7.542% 7.550% 7.53% 7.60%
RSA 2 year retail bond 7.00% 0 0 0
RSA 3 year retail bond 7.25% 0 0 0
RSA 5 year retail bond 8.00% 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
Par/Swap