Markets and Commodity figures

08 November 2017

Total Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Deals Nominal Consideration Deals Nominal Consideration
Current Day 1 880 38.60 bn Rbn 39.18 229 23.74 bn Rbn 23.17
Week to Date 4 358 98.90 bn Rbn 101.27 1 299 147.80 bn Rbn 140.74
Month to Date 9 057 259.88 bn Rbn 260.39 1 995 262.65 bn Rbn 246.22
Year to Date 253 551 6 722.19 bn Rbn 7 034.87 68 769 8 453.11 bn Rbn 8 229.66

Foreign Client Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Party Deals Nominal Consideration Deals Nominal Consideration
Buy 133 10.03 bn Rbn 10.05 36 2.24 bn Rbn 2.09
Current Day Sell 105 7.22 bn Rbn 7.14 14 6.62 bn Rbn 7.08
Net 28 2.81 bn Rbn 2.91 22 -4.38 bn Rbn -4.99
Buy 328 19.69 bn Rbn 19.84 113 12.97 bn Rbn 11.85
Week to Date Sell 268 15.90 bn Rbn 16.09 57 23.11 bn Rbn 24.36
Net 60 3.79 bn Rbn 3.75 56 -10.14 bn Rbn -12.51
Buy 656 32.11 bn Rbn 32.46 220 23.19 bn Rbn 20.56
Month to Date Sell 521 31.10 bn Rbn 31.57 88 31.79 bn Rbn 33.58
Net 135 1.01 bn Rbn 0.89 132 -8.60 bn Rbn -13.02
Buy 20 557 899.20 bn Rbn 928.69 5 120 453.13 bn Rbn 426.90
Year to Date Sell 16 819 837.69 bn Rbn 869.19 2 520 545.33 bn Rbn 563.80
Net 3 738 61.50 bn Rbn 59.50 2 600 -92.20 bn Rbn -136.90

Index Levels

Code Index Yield Index Previous Return MTD Return YTD

ALBI20 9.386%
All Bond Index Top 556.843
20 Composite 559.833 -0.91% 4.38%
GOVI 9.386%Split - 555.083
ALBI20 Issuer Class GOVI 558.098 -0.94% 4.46%
OTHI 9.387%
ALBI20 Issuer Class Split - 567.271
OTHI 570.207 -0.83% 4.19%
CILI15 2.654%
Composite Inflation 247.134
Linked Index Top 15 247.186 -0.60% 0.60%
ICOR 3.582%
CILI15 Issuer Class 266.490
Split - ICOR 266.338 0.03% 7.18%
IGOV 2.612%
CILI15 Issuer Class 246.124
Split - IGOV 246.184 -0.63% 0.31%
ISOE 3.206%
CILI15 Issuer Class 246.791
Split - ISOE 246.762 0.01% 4.52%
MMI JSE Money Market Index
0 229.411 229.360 0.16% 6.65%

ALBI Constituent Bonds

Bond Issuer Maturity MTM Previous YTD Low YTD High

R159 REPUBLIC OF SOUTH
Jan 2020
AFRICA 7.970% 7.890% 7.03% 8.15%
R203 REPUBLIC OF SOUTH
Feb 2020
AFRICA 9.070% 8.990% 8.33% 9.75%
ES18 ESKOM HOLDINGS
MarLIMITED
2021 8.220% 8.145% 7.25% 8.31%
R204 REPUBLIC OF SOUTH
Jan 2023
AFRICA 9.600% 9.525% 8.71% 9.62%
R207 REPUBLIC OF SOUTH
Feb 2023
AFRICA 9.820% 9.745% 9.13% 10.27%
R208 REPUBLIC OF SOUTH
Feb 2023
AFRICA 8.570% 8.495% 7.68% 8.65%
ES23 ESKOM HOLDINGSAprLIMITED
2026 10.430% 10.350% 9.30% 10.44%
DV23 DEVELOPMENT DecBANK
2026
OF SOUTHERN
9.260% AFRICA 9.180% 8.31% 9.27%
R2023 REPUBLIC OF SOUTH
Jan 2030
AFRICA 9.750% 9.670% 8.70% 9.79%
ES26 ESKOM HOLDINGSFebLIMITED
2031 9.840% 9.760% 8.74% 9.88%
R186 REPUBLIC OF SOUTH
Mar 2032
AFRICA 9.945% 9.865% 8.84% 10.00%
R2030 REPUBLIC OF SOUTH
Sep 2033
AFRICA 11.250% 11.170% 10.05% 11.30%
R213 REPUBLIC OF SOUTH
Feb 2035
AFRICA 10.105% 10.025% 9.04% 10.15%
R2032 REPUBLIC OF SOUTH
Mar 2036
AFRICA 10.045% 9.965% 9.03% 10.10%
ES33 ESKOM HOLDINGSJanLIMITED
2037 10.175% 10.095% 9.12% 10.22%
R209 REPUBLIC OF SOUTH
Jan 2040
AFRICA 10.270% 10.190% 9.14% 10.31%
R2037 REPUBLIC OF SOUTH
Feb 2041
AFRICA 10.180% 10.100% 9.10% 10.23%
R214 REPUBLIC OF SOUTH
Apr 2042
AFRICA 11.480% 11.400% 10.18% 11.53%
R2044 REPUBLIC OF SOUTH
Jan 2044
AFRICA 10.290% 10.210% 9.17% 10.33%
R2048 REPUBLIC OF SOUTH
Feb 2048
AFRICA 10.240% 10.160% 9.16% 10.28%

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 6.842% 6.842% 6.79% 7.12%
JIBAR3 JIBAR 3 Month 7.050% 7.050% 6.98% 7.38%
JIBAR6 JIBAR 6 Month 7.592% 7.592% 7.32% 8.00%
RSA 2 year retail bond 8.25% 0 0 0
RSA 3 year retail bond 8.50% 0 0 0
RSA 5 year retail bond 9.00% 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)
9.62
9.12
8.62
8.12
7.62
7.12 Zero
6.62 Par/Swap
6.12
5.62
5.12
4.62
2015 2020 2026 2031 2037 2042 2048 2053 2059
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