Markets and Commodity figures

22 March 2017

Total Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Deals Nominal Consideration Deals Nominal Consideration
Current Day 777 18.80 bn Rbn 21.14 720 60.37 bn Rbn 62.39
Week to Date 777 18.80 bn Rbn 21.14 720 60.37 bn Rbn 62.39
Month to Date 13 404 325.71 bn Rbn 350.67 4 748 579.32 bn Rbn 567.80
Year to Date 56 855 1 475.06 bn Rbn 1 569.42 17 849 1 938.86 bn Rbn 1 909.11

Foreign Client Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Party Deals Nominal Consideration Deals Nominal Consideration
Buy 49 1.88 bn Rbn 2.01 37 4.13 bn Rbn 4.39
Current Day Sell 39 3.27 bn Rbn 3.52 26 2.65 bn Rbn 2.72
Net 10 -1.39 bn Rbn -1.51 11 1.48 bn Rbn 1.67
Buy 49 1.88 bn Rbn 2.01 37 4.13 bn Rbn 4.39
Week to Date Sell 39 3.27 bn Rbn 3.52 26 2.65 bn Rbn 2.72
Net 10 -1.39 bn Rbn -1.51 11 1.48 bn Rbn 1.67
Buy 1 063 42.19 bn Rbn 44.00 325 30.62 bn Rbn 31.19
Month to Date Sell 797 40.23 bn Rbn 42.84 107 11.01 bn Rbn 10.87
Net 266 1.96 bn Rbn 1.16 218 19.61 bn Rbn 20.32
Buy 4 510 185.89 bn Rbn 192.52 1 176 114.91 bn Rbn 115.14
Year to Date Sell 3 692 183.60 bn Rbn 191.92 403 42.69 bn Rbn 41.85
Net 818 2.28 bn Rbn 0.61 773 72.23 bn Rbn 73.28

Index Levels

Code Index Yield Index Previous Return MTD Return YTD

ALBI20 8.695%
All Bond Index Top 562.391
20 Composite 559.978 3.30% 5.42%
GOVI 8.628%Split - 560.206
ALBI20 Issuer Class GOVI 557.776 3.31% 5.42%
OTHI 8.872%
ALBI20 Issuer Class Split - 574.016
OTHI 571.624 3.27% 5.43%
CILI15 2.160%
Composite Inflation 249.999
Linked Index Top 15 249.952 0.12% 1.77%
ICOR 3.380%
CILI15 Issuer Class 253.558
Split - ICOR 253.502 0.33% 1.98%
IGOV 2.104%
CILI15 Issuer Class 249.683
Split - IGOV 249.636 0.11% 1.76%
ISOE 2.807%
CILI15 Issuer Class 240.668
Split - ISOE 240.618 0.33% 1.93%
MMI JSE Money Market Index
0 218.749 218.615 0.42% 1.70%

ALBI Constituent Bonds

Bond Issuer Maturity MTM Previous YTD Low YTD High

R159 REPUBLIC OF SOUTH
Dec 2018
AFRICA 7.370% 7.385% 7.37% 7.97%
R203 REPUBLIC OF SOUTH
Jan 2020
AFRICA 7.490% 7.545% 7.49% 8.15%
ES18 ESKOM HOLDINGS
MarLIMITED
2021 7.630% 7.685% 7.63% 8.31%
R204 REPUBLIC OF SOUTH
Jan 2023
AFRICA 8.840% 8.895% 8.84% 9.46%
R207 REPUBLIC OF SOUTH
Feb 2023
AFRICA 9.560% 9.615% 9.56% 10.27%
R208 REPUBLIC OF SOUTH
Feb 2023
AFRICA 8.000% 8.055% 8.00% 8.65%
ES23 ESKOM HOLDINGSAprLIMITED
2026 9.430% 9.485% 9.43% 9.93%
DV23 DEVELOPMENT DecBANK
2026
OF SOUTHERN
8.440% AFRICA 8.495% 8.44% 8.96%
R2023 REPUBLIC OF SOUTH
Jan 2030
AFRICA 8.820% 8.880% 8.82% 9.38%
ES26 ESKOM HOLDINGSFebLIMITED
2031 8.860% 8.920% 8.86% 9.40%
R186 REPUBLIC OF SOUTH
Mar 2032
AFRICA 8.960% 9.015% 8.96% 9.53%
R2030 REPUBLIC OF SOUTH
Sep 2033
AFRICA 10.120% 10.175% 10.12% 10.58%
R213 REPUBLIC OF SOUTH
Feb 2035
AFRICA 9.115% 9.170% 9.12% 9.64%
R2032 REPUBLIC OF SOUTH
Mar 2036
AFRICA 9.100% 9.155% 9.10% 9.58%
ES33 ESKOM HOLDINGSJanLIMITED
2037 9.195% 9.250% 9.20% 9.70%
R209 REPUBLIC OF SOUTH
Jan 2040
AFRICA 9.205% 9.260% 9.21% 9.69%
R2037 REPUBLIC OF SOUTH
Feb 2041
AFRICA 9.165% 9.220% 9.17% 9.63%
R214 REPUBLIC OF SOUTH
Apr 2042
AFRICA 10.250% 10.305% 10.25% 10.71%
R2044 REPUBLIC OF SOUTH
Jan 2044
AFRICA 9.240% 9.295% 9.24% 9.70%
R2048 REPUBLIC OF SOUTH
Feb 2048
AFRICA 9.220% 9.275% 9.22% 9.68%

Other Rates

Code Description Rate Previous YTD Low YTD High

SAFEX SAFEX Overnight Deposit Rate6.800% 6.800% 6.77% 6.81%
JIBAR1 JIBAR 1 Month 7.083% 7.083% 7.08% 7.12%
JIBAR3 JIBAR 3 Month 7.333% 7.333% 7.33% 7.37%
JIBAR6 JIBAR 6 Month 7.900% 7.900% 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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Zero
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