Markets and Commodity figures

02 October 2017

Total Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Deals Nominal Consideration Deals Nominal Consideration
Current Day 1 045 43.30 bn Rbn 46.50 252 42.39 bn Rbn 42.41
Week to Date 1 045 43.30 bn Rbn 46.50 252 42.39 bn Rbn 42.41
Month to Date 1 045 43.30 bn Rbn 46.50 252 42.39 bn Rbn 42.41
Year to Date 212 771 5 612.06 bn Rbn 5 904.89 58 851 7 217.02 bn Rbn 7 044.57

Foreign Client Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Party Deals Nominal Consideration Deals Nominal Consideration
Buy 107 6.20 bn Rbn 6.08 33 4.17 bn Rbn 3.97
Current Day Sell 67 2.82 bn Rbn 2.77 14 7.29 bn Rbn 8.27
Net 40 3.38 bn Rbn 3.31 19 -3.12 bn Rbn -4.30
Buy 107 6.20 bn Rbn 6.08 33 4.17 bn Rbn 3.97
Week to Date Sell 67 2.82 bn Rbn 2.77 14 7.29 bn Rbn 8.27
Net 40 3.38 bn Rbn 3.31 19 -3.12 bn Rbn -4.30
Buy 107 6.20 bn Rbn 6.08 33 4.17 bn Rbn 3.97
Month to Date Sell 67 2.82 bn Rbn 2.77 14 7.29 bn Rbn 8.27
Net 40 3.38 bn Rbn 3.31 19 -3.12 bn Rbn -4.30
Buy 17 527 766.93 bn Rbn 793.70 4 301 377.89 bn Rbn 358.57
Year to Date Sell 14 197 693.28 bn Rbn 722.51 2 021 395.40 bn Rbn 404.07
Net 3 330 73.64 bn Rbn 71.20 2 280 -17.51 bn Rbn -45.50

Index Levels

Code Index Yield Index Previous Return MTD Return YTD

ALBI20 8.968%
All Bond Index Top 573.747
20 Composite 575.329 -0.25% 7.55%
GOVI 8.880%Split - 572.348
ALBI20 Issuer Class GOVI 573.955 -0.26% 7.70%
OTHI 9.203%
ALBI20 Issuer Class Split - 583.343
OTHI 584.874 -0.24% 7.14%
CILI15 2.497%
Composite Inflation 250.268
Linked Index Top 15 250.149 0.06% 1.88%
ICOR 3.472%
CILI15 Issuer Class 266.622
Split - ICOR 266.572 0.03% 7.24%
IGOV 2.454%
CILI15 Issuer Class 249.407
Split - IGOV 249.284 0.06% 1.65%
ISOE 3.084%
CILI15 Issuer Class 247.178
Split - ISOE 247.134 0.03% 4.69%
MMI JSE Money Market Index
0 227.834 227.699 0.06% 5.92%

ALBI Constituent Bonds

Bond Issuer Maturity MTM Previous YTD Low YTD High

R159 REPUBLIC OF SOUTH
Dec 2018
AFRICA 6.985% 6.950% 6.82% 7.97%
R203 REPUBLIC OF SOUTH
Jan 2020
AFRICA 7.310% 7.260% 7.03% 8.15%
ES18 ESKOM HOLDINGS
MarLIMITED
2021 7.545% 7.490% 7.25% 8.31%
R204 REPUBLIC OF SOUTH
Jan 2023
AFRICA 8.970% 8.920% 8.71% 9.46%
R207 REPUBLIC OF SOUTH
Feb 2023
AFRICA 9.390% 9.340% 9.13% 10.27%
R208 REPUBLIC OF SOUTH
Feb 2023
AFRICA 7.940% 7.890% 7.68% 8.65%
ES23 ESKOM HOLDINGSAprLIMITED
2026 9.765% 9.715% 9.30% 10.09%
DV23 DEVELOPMENT DecBANK
2026
OF SOUTHERN
8.600% AFRICA 8.550% 8.31% 9.00%
R2023 REPUBLIC OF SOUTH
Jan 2030
AFRICA 9.155% 9.105% 8.70% 9.47%
ES26 ESKOM HOLDINGSFebLIMITED
2031 9.230% 9.185% 8.74% 9.55%
R186 REPUBLIC OF SOUTH
Mar 2032
AFRICA 9.380% 9.335% 8.84% 9.66%
R2030 REPUBLIC OF SOUTH
Sep 2033
AFRICA 10.720% 10.680% 10.05% 11.01%
R213 REPUBLIC OF SOUTH
Feb 2035
AFRICA 9.560% 9.520% 9.04% 9.83%
R2032 REPUBLIC OF SOUTH
Mar 2036
AFRICA 9.515% 9.475% 9.03% 9.80%
ES33 ESKOM HOLDINGSJanLIMITED
2037 9.675% 9.635% 9.12% 9.91%
R209 REPUBLIC OF SOUTH
Jan 2040
AFRICA 9.795% 9.760% 9.14% 10.00%
R2037 REPUBLIC OF SOUTH
Feb 2041
AFRICA 9.685% 9.650% 9.10% 9.92%
R214 REPUBLIC OF SOUTH
Apr 2042
AFRICA 10.985% 10.950% 10.18% 11.18%
R2044 REPUBLIC OF SOUTH
Jan 2044
AFRICA 9.800% 9.765% 9.17% 10.03%
R2048 REPUBLIC OF SOUTH
Feb 2048
AFRICA 9.760% 9.725% 9.16% 9.99%

Other Rates

Code Description Rate Previous YTD Low YTD High

SAFEX SAFEX Overnight Deposit Rate6.570% 6.570% 6.50% 6.83%
JIBAR1 JIBAR 1 Month 6.800% 6.800% 6.79% 7.12%
JIBAR3 JIBAR 3 Month 6.992% 6.992% 6.98% 7.38%
JIBAR6 JIBAR 6 Month 7.408% 7.408% 7.32% 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
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