Markets and Commodity figures

05 March 2017

Total Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Deals Nominal Consideration Deals Nominal Consideration
Current Day 1 266 19.53 bn Rbn 21.74 214 30.90 bn Rbn 30.30
Week to Date 5 087 122.30 bn Rbn 132.50 1 781 226.20 bn Rbn 219.67
Month to Date 3 315 69.05 bn Rbn 74.59 641 90.41 bn Rbn 87.67
Year to Date 46 766 1 218.39 bn Rbn 1 293.34 13 742 1 449.95 bn Rbn 1 428.98

Foreign Client Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Party Deals Nominal Consideration Deals Nominal Consideration
Buy 82 3.03 bn Rbn 3.07 36 3.03 bn Rbn 3.09
Current Day Sell 68 1.73 bn Rbn 1.78 4 0.09 bn Rbn 0.09
Net 14 1.31 bn Rbn 1.29 32 2.93 bn Rbn 3.00
Buy 448 17.41 bn Rbn 18.10 123 12.48 bn Rbn 12.62
Week to Date Sell 358 18.23 bn Rbn 19.02 39 4.09 bn Rbn 3.92
Net 90 -0.82 bn Rbn -0.92 84 8.39 bn Rbn 8.71
Buy 229 8.98 bn Rbn 9.36 79 7.64 bn Rbn 7.83
Month to Date Sell 206 9.96 bn Rbn 10.46 18 1.08 bn Rbn 0.92
Net 23 -0.98 bn Rbn -1.10 61 6.56 bn Rbn 6.91
Buy 3 676 152.68 bn Rbn 157.88 930 91.93 bn Rbn 91.78
Year to Date Sell 3 101 153.33 bn Rbn 159.54 314 32.76 bn Rbn 31.90
Net 575 -0.66 bn Rbn -1.66 616 59.18 bn Rbn 59.87

Index Levels

Code Index Yield Index Previous Return MTD Return YTD

ALBI20 8.884%
All Bond Index Top 548.332
20 Composite 546.883 0.72% 2.79%
GOVI 8.817%Split - 546.149
ALBI20 Issuer Class GOVI 544.702 0.72% 2.77%
OTHI 9.063%
ALBI20 Issuer Class Split - 559.811
OTHI 558.338 0.71% 2.82%
CILI15 2.142%
Composite Inflation 249.591
Linked Index Top 15 249.749 -0.04% 1.60%
ICOR 3.350%
CILI15 Issuer Class 253.032
Split - ICOR 252.976 0.12% 1.77%
IGOV 2.087%
CILI15 Issuer Class 249.288
Split - IGOV 249.460 -0.05% 1.60%
ISOE 2.789%
CILI15 Issuer Class 240.058
Split - ISOE 240.009 0.08% 1.67%
MMI JSE Money Market Index
0 217.968 217.923 0.07% 1.33%

ALBI Constituent Bonds

Bond Issuer Maturity MTM Previous YTD Low YTD High

R159 REPUBLIC OF SOUTH
Dec 2018
AFRICA 7.480% 7.495% 7.48% 7.97%
R203 REPUBLIC OF SOUTH
Jan 2020
AFRICA 7.725% 7.760% 7.71% 8.15%
ES18 ESKOM HOLDINGS
MarLIMITED
2021 7.885% 7.915% 7.87% 8.31%
R204 REPUBLIC OF SOUTH
Jan 2023
AFRICA 9.080% 9.110% 9.03% 9.46%
R207 REPUBLIC OF SOUTH
Feb 2023
AFRICA 9.800% 9.830% 9.75% 10.27%
R208 REPUBLIC OF SOUTH
Feb 2023
AFRICA 8.240% 8.270% 8.19% 8.65%
ES23 ESKOM HOLDINGSAprLIMITED
2026 9.705% 9.735% 9.56% 9.93%
DV23 DEVELOPMENT DecBANK
2026
OF SOUTHERN
8.715% AFRICA 8.745% 8.57% 8.96%
R2023 REPUBLIC OF SOUTH
Jan 2030
AFRICA 9.125% 9.155% 8.96% 9.38%
ES26 ESKOM HOLDINGSFebLIMITED
2031 9.160% 9.195% 8.99% 9.40%
R186 REPUBLIC OF SOUTH
Mar 2032
AFRICA 9.260% 9.295% 9.10% 9.53%
R2030 REPUBLIC OF SOUTH
Sep 2033
AFRICA 10.405% 10.440% 10.23% 10.58%
R213 REPUBLIC OF SOUTH
Feb 2035
AFRICA 9.405% 9.435% 9.23% 9.64%
R2032 REPUBLIC OF SOUTH
Mar 2036
AFRICA 9.385% 9.420% 9.21% 9.58%
ES33 ESKOM HOLDINGSJanLIMITED
2037 9.495% 9.530% 9.32% 9.70%
R209 REPUBLIC OF SOUTH
Jan 2040
AFRICA 9.505% 9.540% 9.33% 9.69%
R2037 REPUBLIC OF SOUTH
Feb 2041
AFRICA 9.465% 9.500% 9.29% 9.63%
R214 REPUBLIC OF SOUTH
Apr 2042
AFRICA 10.550% 10.585% 10.37% 10.71%
R2044 REPUBLIC OF SOUTH
Jan 2044
AFRICA 9.545% 9.580% 9.37% 9.70%
R2048 REPUBLIC OF SOUTH
Feb 2048
AFRICA 9.535% 9.570% 9.36% 9.68%

Other Rates

Code Description Rate Previous YTD Low YTD High

SAFEX SAFEX Overnight Deposit Rate6.800% 6.800% 6.77% 6.80%
JIBAR1 JIBAR 1 Month 7.083% 7.083% 7.08% 7.12%
JIBAR3 JIBAR 3 Month 7.325% 7.325% 7.33% 7.37%
JIBAR6 JIBAR 6 Month 7.925% 7.925% 7.88% 7.97%
RSA 2 year retail bond 8.00% 0 0 0
RSA 3 year retail bond 8.25% 0 0 0
RSA 5 year retail bond 8.75% 0 0 0
RSA 3 year inflation linked retail
1.75%
bond 0 0 0
RSA 5 year inflation linked retail
2.00%
bond 0 0 0
RSA 10 year inflation linked retail
2.25%
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