Markets and Commodity figures

25 July 2017

Total Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Deals Nominal Consideration Deals Nominal Consideration
Current Day 893 31.40 bn Rbn 33.23 825 89.36 bn Rbn 88.12
Week to Date 1 626 45.90 bn Rbn 47.98 1 019 117.64 bn Rbn 116.30
Month to Date 17 391 462.80 bn Rbn 476.84 5 707 627.47 bn Rbn 612.88
Year to Date 156 544 4 049.27 bn Rbn 4 283.31 43 270 5 387.57 bn Rbn 5 268.95

Foreign Client Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Party Deals Nominal Consideration Deals Nominal Consideration
Buy 90 5.57 bn Rbn 5.84 51 4.81 bn Rbn 4.21
Current Day Sell 54 3.00 bn Rbn 3.21 25 5.34 bn Rbn 5.67
Net 36 2.57 bn Rbn 2.63 26 -0.53 bn Rbn -1.45
Buy 155 8.60 bn Rbn 8.96 60 5.55 bn Rbn 4.96
Week to Date Sell 109 4.73 bn Rbn 4.96 33 12.34 bn Rbn 13.36
Net 46 3.86 bn Rbn 4.00 27 -6.79 bn Rbn -8.40
Buy 1 489 71.09 bn Rbn 71.86 487 43.42 bn Rbn 39.16
Month to Date Sell 1 369 64.81 bn Rbn 65.94 264 69.84 bn Rbn 72.52
Net 120 6.28 bn Rbn 5.92 223 -26.42 bn Rbn -33.36
Buy 13 081 561.20 bn Rbn 582.25 3 106 281.50 bn Rbn 270.75
Year to Date Sell 10 669 511.49 bn Rbn 536.62 1 168 187.26 bn Rbn 192.62
Net 2 412 49.71 bn Rbn 45.63 1 938 94.24 bn Rbn 78.12

Index Levels

Code Index Yield Index Previous Return MTD Return YTD

ALBI20 8.970%
All Bond Index Top 564.398
20 Composite 565.006 1.74% 5.80%
GOVI 8.861%Split - 563.303
ALBI20 Issuer Class GOVI 563.835 1.78% 6.00%
OTHI 9.262%
ALBI20 Issuer Class Split - 573.083
OTHI 573.903 1.62% 5.25%
CILI15 2.564%
Composite Inflation 246.556
Linked Index Top 15 246.531 -0.04% 0.36%
ICOR 3.800%
CILI15 Issuer Class 257.235
Split - ICOR 257.200 0.79% 3.46%
IGOV 2.515%
CILI15 Issuer Class 245.848
Split - IGOV 245.823 -0.08% 0.20%
ISOE 3.159%
CILI15 Issuer Class 243.425
Split - ISOE 243.397 0.58% 3.10%
MMI JSE Money Market Index
0 224.748 224.703 0.59% 4.49%

ALBI Constituent Bonds

Bond Issuer Maturity MTM Previous YTD Low YTD High

R159 REPUBLIC OF SOUTH
Dec 2018
AFRICA 7.140% 7.150% 7.14% 7.97%
R203 REPUBLIC OF SOUTH
Jan 2020
AFRICA 7.310% 7.310% 7.27% 8.15%
ES18 ESKOM HOLDINGSAugLIMITED
2020 8.200% 8.200% 8.13% 8.88%
R204 REPUBLIC OF SOUTH
Mar 2021
AFRICA 7.465% 7.460% 7.43% 8.31%
R207 REPUBLIC OF SOUTH
Jan 2023
AFRICA 8.885% 8.890% 8.72% 9.46%
R208 REPUBLIC OF SOUTH
Feb 2023
AFRICA 7.855% 7.860% 7.82% 8.65%
ES23 ESKOM HOLDINGSAprLIMITED
2026 9.680% 9.675% 9.30% 10.09%
DV23 DEVELOPMENT DecBANK
2026
OF SOUTHERN
8.540% AFRICA 8.535% 8.31% 9.00%
R2023 REPUBLIC OF SOUTH
Jan 2030
AFRICA 9.130% 9.130% 8.70% 9.47%
ES26 ESKOM HOLDINGSFebLIMITED
2031 9.210% 9.205% 8.74% 9.55%
R186 REPUBLIC OF SOUTH
Mar 2032
AFRICA 9.325% 9.325% 8.84% 9.66%
R2030 REPUBLIC OF SOUTH
Sep 2033
AFRICA 10.750% 10.730% 10.05% 11.01%
R213 REPUBLIC OF SOUTH
Feb 2035
AFRICA 9.575% 9.555% 9.04% 9.83%
R2032 REPUBLIC OF SOUTH
Mar 2036
AFRICA 9.540% 9.520% 9.03% 9.80%
ES33 ESKOM HOLDINGSJanLIMITED
2037 9.655% 9.640% 9.12% 9.91%
R209 REPUBLIC OF SOUTH
Jan 2040
AFRICA 9.825% 9.770% 9.14% 10.00%
R2037 REPUBLIC OF SOUTH
Feb 2041
AFRICA 9.735% 9.695% 9.10% 9.92%
R214 REPUBLIC OF SOUTH
Apr 2042
AFRICA 10.995% 10.955% 10.18% 11.18%
R2044 REPUBLIC OF SOUTH
Jan 2044
AFRICA 9.845% 9.805% 9.17% 10.03%
R2048 REPUBLIC OF SOUTH
Feb 2048
AFRICA 9.805% 9.765% 9.16% 9.99%

Other Rates

Code Description Rate Previous YTD Low YTD High

SAFEX SAFEX Overnight Deposit Rate6.560% 6.560% 6.56% 6.83%
JIBAR1 JIBAR 1 Month 6.833% 6.833% 6.83% 7.12%
JIBAR3 JIBAR 3 Month 7.083% 7.083% 7.08% 7.38%
JIBAR6 JIBAR 6 Month 7.475% 7.475% 7.48% 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)
9.60
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
Par/Swap