Markets and Commodity figures

23 February 2017

Total Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Deals Nominal Consideration Deals Nominal Consideration
Current Day 1 503 46.06 bn Rbn 47.40 233 24.00 bn Rbn 23.74
Week to Date 4 848 143.19 bn Rbn 149.02 1 516 159.61 bn Rbn 156.27
Month to Date 18 556 551.43 bn Rbn 581.94 5 544 609.54 bn Rbn 597.30
Year to Date 40 683 1 068.30 bn Rbn 1 131.59 11 766 1 200.24 bn Rbn 1 186.00

Foreign Client Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Party Deals Nominal Consideration Deals Nominal Consideration
Buy 97 5.44 bn Rbn 5.67 22 1.76 bn Rbn 1.80
Current Day Sell 110 5.64 bn Rbn 5.84 4 0.06 bn Rbn 0.06
Net -13 -0.20 bn Rbn -0.17 18 1.70 bn Rbn 1.74
Buy 345 19.21 bn Rbn 20.16 102 9.40 bn Rbn 9.55
Week to Date Sell 325 17.79 bn Rbn 18.76 28 3.41 bn Rbn 3.33
Net 20 1.42 bn Rbn 1.40 74 5.98 bn Rbn 6.22
Buy 1 509 68.62 bn Rbn 70.94 423 52.75 bn Rbn 52.74
Month to Date Sell 1 228 63.05 bn Rbn 66.19 115 11.17 bn Rbn 10.82
Net 281 5.57 bn Rbn 4.75 308 41.58 bn Rbn 41.92
Buy 3 153 131.88 bn Rbn 136.26 789 78.17 bn Rbn 77.93
Year to Date Sell 2 677 131.69 bn Rbn 136.93 269 27.70 bn Rbn 27.12
Net 476 0.19 bn Rbn -0.66 520 50.47 bn Rbn 50.81

Index Levels

Code Index Yield Index Previous Return MTD Return YTD

ALBI20 8.853%
All Bond Index Top 548.675
20 Composite 545.326 1.50% 2.85%
GOVI 8.784%Split - 546.514
ALBI20 Issuer Class GOVI 543.154 1.50% 2.84%
OTHI 9.034%
ALBI20 Issuer Class Split - 560.098
OTHI 556.741 1.50% 2.87%
CILI15 2.127%
Composite Inflation 249.850
Linked Index Top 15 250.245 0.15% 1.71%
ICOR 3.340%
CILI15 Issuer Class 252.751
Split - ICOR 252.699 0.71% 1.66%
IGOV 2.071%
CILI15 Issuer Class 249.585
Split - IGOV 249.997 0.12% 1.72%
ISOE 2.783%
CILI15 Issuer Class 239.748
Split - ISOE 239.973 0.40% 1.54%
MMI JSE Money Market Index
0 217.598 217.555 0.49% 1.16%

ALBI Constituent Bonds

Bond Issuer Maturity MTM Previous YTD Low YTD High

R159 REPUBLIC OF SOUTH
Dec 2018
AFRICA 7.525% 7.645% 7.53% 7.97%
R203 REPUBLIC OF SOUTH
Jan 2020
AFRICA 7.725% 7.835% 7.71% 8.15%
ES18 ESKOM HOLDINGS
MarLIMITED
2021 7.880% 7.995% 7.87% 8.31%
R204 REPUBLIC OF SOUTH
Jan 2023
AFRICA 9.050% 9.160% 9.03% 9.46%
R207 REPUBLIC OF SOUTH
Feb 2023
AFRICA 9.770% 9.880% 9.75% 10.27%
R208 REPUBLIC OF SOUTH
Feb 2023
AFRICA 8.210% 8.320% 8.19% 8.65%
ES23 ESKOM HOLDINGSAprLIMITED
2026 9.650% 9.740% 9.56% 9.93%
DV23 DEVELOPMENT DecBANK
2026
OF SOUTHERN
8.660% AFRICA 8.750% 8.57% 8.96%
R2023 REPUBLIC OF SOUTH
Jan 2030
AFRICA 9.080% 9.160% 8.96% 9.38%
ES26 ESKOM HOLDINGSFebLIMITED
2031 9.120% 9.200% 8.99% 9.40%
R186 REPUBLIC OF SOUTH
Mar 2032
AFRICA 9.225% 9.305% 9.10% 9.53%
R2030 REPUBLIC OF SOUTH
Sep 2033
AFRICA 10.370% 10.445% 10.23% 10.58%
R213 REPUBLIC OF SOUTH
Feb 2035
AFRICA 9.345% 9.425% 9.23% 9.64%
R2032 REPUBLIC OF SOUTH
Mar 2036
AFRICA 9.350% 9.425% 9.21% 9.58%
ES33 ESKOM HOLDINGSJanLIMITED
2037 9.455% 9.530% 9.32% 9.70%
R209 REPUBLIC OF SOUTH
Jan 2040
AFRICA 9.475% 9.550% 9.33% 9.69%
R2037 REPUBLIC OF SOUTH
Feb 2041
AFRICA 9.435% 9.510% 9.29% 9.63%
R214 REPUBLIC OF SOUTH
Apr 2042
AFRICA 10.520% 10.595% 10.37% 10.71%
R2044 REPUBLIC OF SOUTH
Jan 2044
AFRICA 9.515% 9.590% 9.37% 9.70%
R2048 REPUBLIC OF SOUTH
Feb 2048
AFRICA 9.515% 9.590% 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 7.333% 7.325% 7.33% 7.37%
JIBAR6 JIBAR 6 Month 7.917% 7.908% 7.88% 7.97%
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 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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Zero
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