Markets and Commodity figures

03 November 2017

Total Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Deals Nominal Consideration Deals Nominal Consideration
Current Day 1 236 46.63 bn Rbn 46.84 238 62.00 bn Rbn 55.63
Week to Date 8 581 240.62 bn Rbn 239.55 1 810 240.72 bn Rbn 226.02
Month to Date 4 699 160.99 bn Rbn 159.12 696 114.85 bn Rbn 105.47
Year to Date 249 193 6 623.29 bn Rbn 6 933.60 67 470 8 305.31 bn Rbn 8 088.91

Foreign Client Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Party Deals Nominal Consideration Deals Nominal Consideration
Buy 93 3.52 bn Rbn 3.63 32 2.40 bn Rbn 2.15
Current Day Sell 85 5.26 bn Rbn 5.36 11 3.32 bn Rbn 3.48
Net 8 -1.74 bn Rbn -1.72 21 -0.92 bn Rbn -1.32
Buy 715 22.94 bn Rbn 22.93 177 17.70 bn Rbn 15.50
Week to Date Sell 609 31.15 bn Rbn 31.05 84 17.39 bn Rbn 18.23
Net 106 -8.21 bn Rbn -8.12 93 0.31 bn Rbn -2.73
Buy 328 12.42 bn Rbn 12.62 107 10.22 bn Rbn 8.70
Month to Date Sell 253 15.19 bn Rbn 15.48 31 8.68 bn Rbn 9.22
Net 75 -2.78 bn Rbn -2.86 76 1.54 bn Rbn -0.52
Buy 20 229 879.50 bn Rbn 908.85 5 007 440.17 bn Rbn 415.04
Year to Date Sell 16 551 821.79 bn Rbn 853.10 2 463 522.22 bn Rbn 539.44
Net 3 678 57.71 bn Rbn 55.75 2 544 -82.05 bn Rbn -124.40

Index Levels

Code Index Yield Index Previous Return MTD Return YTD

ALBI20 9.395%
All Bond Index Top 555.620
20 Composite 564.813 -1.13% 4.15%
GOVI 9.394%Split - 553.879
ALBI20 Issuer Class GOVI 563.129 -1.15% 4.23%
OTHI 9.397%
ALBI20 Issuer Class Split - 565.976
OTHI 575.059 -1.06% 3.95%
CILI15 2.620%
Composite Inflation 248.185
Linked Index Top 15 248.282 -0.17% 1.03%
ICOR 3.568%
CILI15 Issuer Class 266.519
Split - ICOR 266.485 0.04% 7.19%
IGOV 2.576%
CILI15 Issuer Class 247.227
Split - IGOV 247.331 -0.18% 0.76%
ISOE 3.187%
CILI15 Issuer Class 246.878
Split - ISOE 246.848 0.04% 4.56%
MMI JSE Money Market Index
0 229.189 229.143 0.06% 6.55%

ALBI Constituent Bonds

Bond Issuer Maturity MTM Previous YTD Low YTD High

R159 REPUBLIC OF SOUTH
Jan 2020
AFRICA 7.980% 7.735% 7.03% 8.15%
R203 REPUBLIC OF SOUTH
Feb 2020
AFRICA 9.080% 8.835% 8.33% 9.75%
ES18 ESKOM HOLDINGS
MarLIMITED
2021 8.230% 7.980% 7.25% 8.31%
R204 REPUBLIC OF SOUTH
Jan 2023
AFRICA 9.610% 9.360% 8.71% 9.61%
R207 REPUBLIC OF SOUTH
Feb 2023
AFRICA 9.830% 9.580% 9.13% 10.27%
R208 REPUBLIC OF SOUTH
Feb 2023
AFRICA 8.580% 8.330% 7.68% 8.65%
ES23 ESKOM HOLDINGSAprLIMITED
2026 10.440% 10.200% 9.30% 10.44%
DV23 DEVELOPMENT DecBANK
2026
OF SOUTHERN
9.270% AFRICA 9.030% 8.31% 9.27%
R2023 REPUBLIC OF SOUTH
Jan 2030
AFRICA 9.760% 9.530% 8.70% 9.79%
ES26 ESKOM HOLDINGSFebLIMITED
2031 9.855% 9.620% 8.74% 9.88%
R186 REPUBLIC OF SOUTH
Mar 2032
AFRICA 9.960% 9.720% 8.84% 10.00%
R2030 REPUBLIC OF SOUTH
Sep 2033
AFRICA 11.265% 11.035% 10.05% 11.30%
R213 REPUBLIC OF SOUTH
Feb 2035
AFRICA 10.120% 9.880% 9.04% 10.15%
R2032 REPUBLIC OF SOUTH
Mar 2036
AFRICA 10.060% 9.830% 9.03% 10.10%
ES33 ESKOM HOLDINGSJanLIMITED
2037 10.190% 9.955% 9.12% 10.22%
R209 REPUBLIC OF SOUTH
Jan 2040
AFRICA 10.285% 10.055% 9.14% 10.31%
R2037 REPUBLIC OF SOUTH
Feb 2041
AFRICA 10.195% 9.965% 9.10% 10.23%
R214 REPUBLIC OF SOUTH
Apr 2042
AFRICA 11.495% 11.265% 10.18% 11.53%
R2044 REPUBLIC OF SOUTH
Jan 2044
AFRICA 10.305% 10.070% 9.17% 10.33%
R2048 REPUBLIC OF SOUTH
Feb 2048
AFRICA 10.250% 10.020% 9.16% 10.28%

Other Rates

Code Description Rate Previous YTD Low YTD High

SAFEX SAFEX Overnight Deposit Rate6.560% 6.560% 6.50% 6.83%
JIBAR1 JIBAR 1 Month 6.842% 6.842% 6.79% 7.12%
JIBAR3 JIBAR 3 Month 7.050% 7.050% 6.98% 7.38%
JIBAR6 JIBAR 6 Month 7.575% 7.575% 7.32% 8.00%
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 9.00% 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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4.60
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Zero
Par/Swap