Markets and Commodity figures

06 December 2017

Total Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Deals Nominal Consideration Deals Nominal Consideration
Current Day 1 290 27.11 bn Rbn 27.02 180 17.33 bn Rbn 17.46
Week to Date 3 697 90.71 bn Rbn 92.09 960 130.71 bn Rbn 127.12
Month to Date 4 802 130.82 bn Rbn 136.35 1 112 164.07 bn Rbn 159.98
Year to Date 278 988 7 515.03 bn Rbn 7 835.55 74 452 9 207.58 bn Rbn 8 959.60

Foreign Client Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Party Deals Nominal Consideration Deals Nominal Consideration
Buy 87 3.07 bn Rbn 3.19 21 1.68 bn Rbn 1.67
Current Day Sell 102 4.43 bn Rbn 4.51 15 5.16 bn Rbn 5.76
Net -15 -1.35 bn Rbn -1.32 6 -3.48 bn Rbn -4.08
Buy 424 14.73 bn Rbn 14.78 67 5.68 bn Rbn 5.17
Week to Date Sell 350 16.26 bn Rbn 16.21 49 26.45 bn Rbn 29.06
Net 74 -1.53 bn Rbn -1.42 18 -20.77 bn Rbn -23.89
Buy 562 20.04 bn Rbn 19.80 95 7.79 bn Rbn 7.06
Month to Date Sell 487 22.49 bn Rbn 22.45 60 32.07 bn Rbn 35.24
Net 75 -2.46 bn Rbn -2.64 35 -24.28 bn Rbn -28.19
Buy 23 003 1 015.79 bn Rbn 1 043.64 5 608 498.62 bn Rbn 467.83
Year to Date Sell 18 877 964.96 bn Rbn 996.64 2 816 683.51 bn Rbn 713.63
Net 4 126 50.83 bn Rbn 47.00 2 792 -184.89 bn Rbn -245.80

Index Levels

Code Index Yield Index Previous Return MTD Return YTD

ALBI20 9.302%
All Bond Index Top 565.680
20 Composite 565.679 1.65% 6.04%
GOVI 9.300%Split - 563.988
ALBI20 Issuer Class GOVI 563.969 1.67% 6.13%
OTHI 9.309%
ALBI20 Issuer Class Split - 575.961
OTHI 576.018 1.59% 5.78%
CILI15 2.807%
Composite Inflation 243.516
Linked Index Top 15 243.186 1.12% -0.87%
ICOR 3.717%
CILI15 Issuer Class 265.530
Split - ICOR 265.250 0.58% 6.80%
IGOV 2.765%
CILI15 Issuer Class 242.376
Split - IGOV 242.041 1.15% -1.22%
ISOE 3.342%
CILI15 Issuer Class 245.557
Split - ISOE 245.342 0.67% 4.00%
MMI JSE Money Market Index
0 230.654 230.607 0.12% 7.23%

ALBI Constituent Bonds

Bond Issuer Maturity MTM Previous YTD Low YTD High

R159 REPUBLIC OF SOUTH
Jan 2020
AFRICA 8.020% 8.000% 7.03% 8.19%
R203 REPUBLIC OF SOUTH
Feb 2020
AFRICA 9.110% 9.090% 8.33% 9.75%
ES18 ESKOM HOLDINGS
MarLIMITED
2021 8.265% 8.235% 7.25% 8.43%
R204 REPUBLIC OF SOUTH
Jan 2023
AFRICA 9.590% 9.560% 8.71% 9.83%
R207 REPUBLIC OF SOUTH
Feb 2023
AFRICA 9.800% 9.770% 9.13% 10.27%
R208 REPUBLIC OF SOUTH
Feb 2023
AFRICA 8.550% 8.520% 7.68% 8.79%
ES23 ESKOM HOLDINGSAprLIMITED
2026 10.350% 10.350% 9.30% 10.65%
DV23 DEVELOPMENT DecBANK
2026
OF SOUTHERN
9.160% AFRICA 9.160% 8.31% 9.47%
R2023 REPUBLIC OF SOUTH
Jan 2030
AFRICA 9.620% 9.620% 8.70% 9.95%
ES26 ESKOM HOLDINGSFebLIMITED
2031 9.690% 9.690% 8.74% 10.02%
R186 REPUBLIC OF SOUTH
Mar 2032
AFRICA 9.800% 9.800% 8.84% 10.14%
R2030 REPUBLIC OF SOUTH
Sep 2033
AFRICA 11.115% 11.110% 10.05% 11.49%
R213 REPUBLIC OF SOUTH
Feb 2035
AFRICA 9.945% 9.940% 9.04% 10.33%
R2032 REPUBLIC OF SOUTH
Mar 2036
AFRICA 9.875% 9.870% 9.03% 10.25%
ES33 ESKOM HOLDINGSJanLIMITED
2037 10.030% 10.025% 9.12% 10.41%
R209 REPUBLIC OF SOUTH
Jan 2040
AFRICA 10.125% 10.125% 9.14% 10.51%
R2037 REPUBLIC OF SOUTH
Feb 2041
AFRICA 10.055% 10.055% 9.10% 10.43%
R214 REPUBLIC OF SOUTH
Apr 2042
AFRICA 11.365% 11.365% 10.18% 11.74%
R2044 REPUBLIC OF SOUTH
Jan 2044
AFRICA 10.170% 10.165% 9.17% 10.55%
R2048 REPUBLIC OF SOUTH
Feb 2048
AFRICA 10.115% 10.115% 9.16% 10.50%

Other Rates

Code Description Rate Previous YTD Low YTD High

SAFEX SAFEX Overnight Deposit Rate6.550% 6.550% 6.50% 6.83%
JIBAR1 JIBAR 1 Month 6.867% 6.858% 6.79% 7.12%
JIBAR3 JIBAR 3 Month 7.125% 7.125% 6.98% 7.38%
JIBAR6 JIBAR 6 Month 7.733% 7.733% 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
3.25%
bond 0 0 0
RSA 10 year inflation linked retail
3.50%
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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