Markets and Commodity figures

12 July 2017

Total Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Deals Nominal Consideration Deals Nominal Consideration
Current Day 1 435 31.90 bn Rbn 31.86 206 19.20 bn Rbn 18.06
Week to Date 3 280 92.76 bn Rbn 96.27 1 293 137.10 bn Rbn 135.60
Month to Date 9 700 246.23 bn Rbn 253.86 2 869 316.47 bn Rbn 308.22
Year to Date 148 853 3 832.69 bn Rbn 4 060.33 40 432 5 076.58 bn Rbn 4 964.28

Foreign Client Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Party Deals Nominal Consideration Deals Nominal Consideration
Buy 139 5.08 bn Rbn 5.04 31 1.65 bn Rbn 1.49
Current Day Sell 117 3.85 bn Rbn 3.93 15 3.23 bn Rbn 3.32
Net 22 1.24 bn Rbn 1.11 16 -1.58 bn Rbn -1.83
Buy 321 14.99 bn Rbn 15.24 114 10.68 bn Rbn 9.63
Week to Date Sell 270 11.67 bn Rbn 11.76 54 13.56 bn Rbn 13.76
Net 51 3.32 bn Rbn 3.48 60 -2.88 bn Rbn -4.13
Buy 793 35.74 bn Rbn 35.95 254 22.46 bn Rbn 20.40
Month to Date Sell 794 37.65 bn Rbn 38.14 139 38.50 bn Rbn 39.46
Net -1 -1.91 bn Rbn -2.19 115 -16.04 bn Rbn -19.06
Buy 12 385 525.86 bn Rbn 546.34 2 873 260.55 bn Rbn 251.99
Year to Date Sell 10 094 484.33 bn Rbn 508.82 1 043 155.92 bn Rbn 159.56
Net 2 291 41.52 bn Rbn 37.52 1 830 104.62 bn Rbn 92.42

Index Levels

Code Index Yield Index Previous Return MTD Return YTD

ALBI20 9.076%
All Bond Index Top 556.227
20 Composite 552.145 0.26% 4.27%
GOVI 8.971%Split - 554.847
ALBI20 Issuer Class GOVI 550.781 0.25% 4.41%
OTHI 9.357%
ALBI20 Issuer Class Split - 565.599
OTHI 561.434 0.29% 3.88%
CILI15 2.621%
Composite Inflation 245.116
Linked Index Top 15 245.133 -0.62% -0.22%
ICOR 3.910%
CILI15 Issuer Class 255.265
Split - ICOR 255.230 0.02% 2.67%
IGOV 2.571%
CILI15 Issuer Class 244.416
Split - IGOV 244.435 -0.66% -0.39%
ISOE 3.222%
CILI15 Issuer Class 242.257
Split - ISOE 242.228 0.10% 2.60%
MMI JSE Money Market Index
0 223.976 223.929 0.24% 4.13%

ALBI Constituent Bonds

Bond Issuer Maturity MTM Previous YTD Low YTD High

R159 REPUBLIC OF SOUTH
Dec 2018
AFRICA 7.505% 7.540% 7.28% 7.97%
R203 REPUBLIC OF SOUTH
Jan 2020
AFRICA 7.655% 7.735% 7.33% 8.15%
ES18 ESKOM HOLDINGSAugLIMITED
2020 8.545% 8.625% 8.13% 8.88%
R204 REPUBLIC OF SOUTH
Mar 2021
AFRICA 7.785% 7.865% 7.45% 8.31%
R207 REPUBLIC OF SOUTH
Jan 2023
AFRICA 9.225% 9.305% 8.72% 9.46%
R208 REPUBLIC OF SOUTH
Feb 2023
AFRICA 8.195% 8.275% 7.83% 8.65%
ES23 ESKOM HOLDINGSAprLIMITED
2026 9.925% 10.030% 9.30% 10.09%
DV23 DEVELOPMENT DecBANK
2026
OF SOUTHERN
8.785% AFRICA 8.890% 8.31% 9.00%
R2023 REPUBLIC OF SOUTH
Jan 2030
AFRICA 9.330% 9.430% 8.70% 9.47%
ES26 ESKOM HOLDINGSFebLIMITED
2031 9.405% 9.505% 8.74% 9.55%
R186 REPUBLIC OF SOUTH
Mar 2032
AFRICA 9.525% 9.620% 8.84% 9.66%
R2030 REPUBLIC OF SOUTH
Sep 2033
AFRICA 10.890% 11.000% 10.05% 11.01%
R213 REPUBLIC OF SOUTH
Feb 2035
AFRICA 9.710% 9.820% 9.04% 9.83%
R2032 REPUBLIC OF SOUTH
Mar 2036
AFRICA 9.680% 9.790% 9.03% 9.80%
ES33 ESKOM HOLDINGSJanLIMITED
2037 9.795% 9.900% 9.12% 9.91%
R209 REPUBLIC OF SOUTH
Jan 2040
AFRICA 9.885% 9.990% 9.14% 10.00%
R2037 REPUBLIC OF SOUTH
Feb 2041
AFRICA 9.810% 9.920% 9.10% 9.92%
R214 REPUBLIC OF SOUTH
Apr 2042
AFRICA 11.070% 11.180% 10.18% 11.18%
R2044 REPUBLIC OF SOUTH
Jan 2044
AFRICA 9.915% 10.020% 9.17% 10.03%
R2048 REPUBLIC OF SOUTH
Feb 2048
AFRICA 9.885% 9.990% 9.16% 9.99%

Other Rates

Code Description Rate Previous YTD Low YTD High

SAFEX SAFEX Overnight Deposit Rate6.810% 6.810% 6.77% 6.83%
JIBAR1 JIBAR 1 Month 7.083% 7.083% 7.08% 7.12%
JIBAR3 JIBAR 3 Month 7.342% 7.342% 7.32% 7.38%
JIBAR6 JIBAR 6 Month 7.833% 7.833% 7.81% 8.00%
RSA 2 year retail bond 7.75% 0 0 0
RSA 3 year retail bond 8.00% 0 0 0
RSA 5 year retail bond 8.50% 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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