Markets and Commodity figures

07 May 2018

Total Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Deals Nominal Consideration Deals Nominal Consideration
Current Day 994 20.11 bn Rbn 21.35 285 45.37 bn Rbn 44.25
Week to Date 994 20.11 bn Rbn 21.35 285 45.37 bn Rbn 44.25
Month to Date 6 202 170.37 bn Rbn 181.46 847 148.24 bn Rbn 146.60
Year to Date 106 479 3 324.23 bn Rbn 3 476.00 25 891 3 343.84 bn Rbn 3 405.16

Foreign Client Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Party Deals Nominal Consideration Deals Nominal Consideration
Buy 41 1.62 bn Rbn 1.68 5 0.59 bn Rbn 0.67
Current Day Sell 45 1.54 bn Rbn 1.73 8 1.79 bn Rbn 1.94
Net -4 0.08 bn Rbn -0.05 -3 -1.20 bn Rbn -1.27
Buy 41 1.62 bn Rbn 1.68 5 0.59 bn Rbn 0.67
Week to Date Sell 45 1.54 bn Rbn 1.73 8 1.79 bn Rbn 1.94
Net -4 0.08 bn Rbn -0.05 -3 -1.20 bn Rbn -1.27
Buy 338 16.53 bn Rbn 17.62 59 9.05 bn Rbn 8.37
Month to Date Sell 311 16.78 bn Rbn 17.95 75 18.79 bn Rbn 20.31
Net 27 -0.26 bn Rbn -0.33 -16 -9.74 bn Rbn -11.94
Buy 7 343 415.87 bn Rbn 435.67 1 245 149.04 bn Rbn 142.30
Year to Date Sell 6 682 396.88 bn Rbn 418.70 1 712 525.37 bn Rbn 570.79
Net 661 19.00 bn Rbn 16.97 -467 -376.33 bn Rbn -428.50

Index Levels

Code Index Yield Index Previous Return MTD Return YTD

ALBI20 All Bond Index######### ########### ############### ############## ###########
Top 20 Composite
GOVI ALBI20 Issuer#########
Class Split###########
- GOVI ############### ############## ###########
OTHI ALBI20 Issuer#########
Class Split###########
- OTHI ############### ############## ###########
CILI15 Composite0,02526006064541 ###########
Inflation Linked ###############
Index Top 15 0,00305152227697803876
0,01645886707253066368
ICOR 0,034176661499
CILI15 Issuer Class Split ###########
- ICOR ###############
0,00234174028349274048
0,03938868068963969654
IGOV 0,02485116667492
CILI15 Issuer Class Split ###########
- IGOV ###############
0,00308064825362768136
0,01572969585570688692
ISOE 0,0317
CILI15 Issuer Class Split ###########
- ISOE ###############
0,00276466761570037149
0,01991804964188649115
MMI JSE Money Market Index
0 ########### ############### ############## ###########

ALBI Constituent Bonds

Bond Issuer Maturity MTM Previous YTD Low YTD High

R159 REPUBLIC OF SOUTH
Jan 2020
AFRICA 0,0718 0,07235 0,06575 0,0731
R203 REPUBLIC OF SOUTH
Feb 2020
AFRICA 0,0842 0,08475 0,07685 0,08475
ES18 ESKOM HOLDINGS
MarLIMITED
2021 0,07385 0,0744 0,06865 0,0759
R204 REPUBLIC OF SOUTH
Jan 2023
AFRICA 0,0884 0,08895 0,08345 0,08975
R207 REPUBLIC OF SOUTH
Feb 2023
AFRICA 0,09075 0,0913 0,08565 0,09185
R208 REPUBLIC OF SOUTH
Feb 2023
AFRICA 0,077 0,07755 0,07235 0,07935
ES23 ESKOM HOLDINGSAprLIMITED
2026 0,0959 0,0963 0,0917 0,09845
DV23 DEVELOPMENT DecBANK
2026
OF SOUTHERN
0,0831 AFRICA 0,0835 0,0788 0,08635
R2023 REPUBLIC OF SOUTH
Jan 2030
AFRICA 0,08725 0,0877 0,08275 0,09185
ES26 ESKOM HOLDINGSFebLIMITED
2031 0,08805 0,0885 0,08355 0,0925
R186 REPUBLIC OF SOUTH
Mar 2032
AFRICA 0,089 0,0895 0,08455 0,09385
R2030 REPUBLIC OF SOUTH
Sep 2033
AFRICA 0,10375 0,1042 0,0996 0,1076
R213 REPUBLIC OF SOUTH
Feb 2035
AFRICA 0,09015 0,0906 0,08605 0,0958
R2032 REPUBLIC OF SOUTH
Mar 2036
AFRICA 0,09045 0,0909 0,0862 0,0952
ES33 ESKOM HOLDINGSJanLIMITED
2037 0,09105 0,0915 0,0869 0,0968
R209 REPUBLIC OF SOUTH
Jan 2040
AFRICA 0,09155 0,092 0,08755 0,0977
R2037 REPUBLIC OF SOUTH
Feb 2041
AFRICA 0,09145 0,09195 0,0873 0,09735
R214 REPUBLIC OF SOUTH
Apr 2042
AFRICA 0,10535 0,10585 0,1013 0,11045
R2044 REPUBLIC OF SOUTH
Jan 2044
AFRICA 0,0919 0,09235 0,08795 0,0982
R2048 REPUBLIC OF SOUTH
Feb 2048
AFRICA 0,0917 0,09215 0,08755 0,0977

Other Rates

Code Description Rate Previous YTD Low YTD High

SAFEX SAFEX Overnight Deposit Rate0,0632 0,0632 0,0632 0,0656
JIBAR1 JIBAR 1 Month 0,06675 0,06675 0,06633 0,06917
JIBAR3 JIBAR 3 Month 0,069 0,069 0,06867 0,07158
JIBAR6 JIBAR 6 Month 0,074 0,07392 0,07375 0,076
RSA 2 year retail bond 0,075 0 0 0
RSA 3 year retail bond 0,0775 0 0 0
RSA 5 year retail bond 0,0825 0 0 0
RSA 3 year inflation linked retail0,03
bond 0 0 0
RSA 5 year inflation linked retail
0,0325
bond 0 0 0
RSA 10 year inflation linked retail
0,035
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