Markets and Commodity figures

13 March 2018

Total Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Deals Nominal Consideration Deals Nominal Consideration
Current Day 1 368 43.82 bn Rbn 45.44 616 72.60 bn Rbn 73.65
Week to Date 2 478 64.38 bn Rbn 68.15 840 112.57 bn Rbn 115.11
Month to Date 13 541 313.17 bn Rbn 330.64 2 871 393.14 bn Rbn 402.12
Year to Date 65 329 2 206.88 bn Rbn 2 288.91 16 921 2 044.56 bn Rbn 2 069.95

Foreign Client Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Party Deals Nominal Consideration Deals Nominal Consideration
Buy 110 6.93 bn Rbn 7.00 29 3.95 bn Rbn 3.69
Current Day Sell 83 3.72 bn Rbn 4.17 32 7.83 bn Rbn 8.46
Net 27 3.21 bn Rbn 2.83 -3 -3.88 bn Rbn -4.77
Buy 151 9.49 bn Rbn 9.67 43 5.27 bn Rbn 4.99
Week to Date Sell 133 6.63 bn Rbn 7.30 46 14.52 bn Rbn 16.15
Net 18 2.86 bn Rbn 2.37 -3 -9.25 bn Rbn -11.16
Buy 729 44.08 bn Rbn 45.88 153 24.22 bn Rbn 22.96
Month to Date Sell 596 36.21 bn Rbn 39.22 175 56.02 bn Rbn 62.45
Net 133 7.87 bn Rbn 6.65 -22 -31.79 bn Rbn -39.49
Buy 4 616 278.66 bn Rbn 290.04 812 87.06 bn Rbn 83.13
Year to Date Sell 4 273 264.21 bn Rbn 276.81 949 294.19 bn Rbn 321.27
Net 343 14.44 bn Rbn 13.23 -137 -207.13 bn Rbn -238.15

Index Levels

Code Index Yield Index Previous Return MTD Return YTD

ALBI20 8.638%
All Bond Index Top 624.255
20 Composite 625.507 0.29% 6.17%
GOVI 8.502%Split - 621.782
ALBI20 Issuer Class GOVI 622.966 0.34% 6.00%
OTHI 8.992%
ALBI20 Issuer Class Split - 636.964
OTHI 638.413 0.17% 6.63%
CILI15 2.590%
Composite Inflation 250.854
Linked Index Top 15 250.806 -0.47% -0.74%
ICOR 3.251%
CILI15 Issuer Class 277.389
Split - ICOR 277.321 0.15% 2.42%
IGOV 2.560%
CILI15 Issuer Class 249.520
Split - IGOV 249.473 -0.51% -0.90%
ISOE 2.988%
CILI15 Issuer Class 255.189
Split - ISOE 255.129 0.10% 1.84%
MMI JSE Money Market Index
0 235.271 235.224 0.26% 1.50%

ALBI Constituent Bonds

Bond Issuer Maturity MTM Previous YTD Low YTD High

R159 REPUBLIC OF SOUTH
Jan 2020
AFRICA 6.680% 6.655% 6.58% 7.31%
R203 REPUBLIC OF SOUTH
Feb 2020
AFRICA 7.910% 7.885% 7.69% 8.40%
ES18 ESKOM HOLDINGS
MarLIMITED
2021 6.985% 6.960% 6.88% 7.59%
R204 REPUBLIC OF SOUTH
Jan 2023
AFRICA 8.515% 8.500% 8.43% 8.98%
R207 REPUBLIC OF SOUTH
Feb 2023
AFRICA 8.655% 8.640% 8.57% 9.19%
R208 REPUBLIC OF SOUTH
Feb 2023
AFRICA 7.405% 7.390% 7.32% 7.94%
ES23 ESKOM HOLDINGSAprLIMITED
2026 9.370% 9.345% 9.26% 9.85%
DV23 DEVELOPMENT DecBANK
2026
OF SOUTHERN
8.080% AFRICA 8.055% 7.97% 8.64%
R2023 REPUBLIC OF SOUTH
Jan 2030
AFRICA 8.525% 8.495% 8.40% 9.19%
ES26 ESKOM HOLDINGSFebLIMITED
2031 8.610% 8.585% 8.48% 9.25%
R186 REPUBLIC OF SOUTH
Mar 2032
AFRICA 8.730% 8.700% 8.61% 9.39%
R2030 REPUBLIC OF SOUTH
Sep 2033
AFRICA 10.330% 10.300% 10.14% 10.76%
R213 REPUBLIC OF SOUTH
Feb 2035
AFRICA 8.930% 8.900% 8.75% 9.58%
R2032 REPUBLIC OF SOUTH
Mar 2036
AFRICA 8.930% 8.900% 8.74% 9.52%
ES33 ESKOM HOLDINGSJanLIMITED
2037 9.015% 8.990% 8.84% 9.68%
R209 REPUBLIC OF SOUTH
Jan 2040
AFRICA 9.090% 9.055% 8.89% 9.77%
R2037 REPUBLIC OF SOUTH
Feb 2041
AFRICA 9.060% 9.025% 8.87% 9.74%
R214 REPUBLIC OF SOUTH
Apr 2042
AFRICA 10.470% 10.435% 10.28% 11.05%
R2044 REPUBLIC OF SOUTH
Jan 2044
AFRICA 9.140% 9.105% 8.91% 9.82%
R2048 REPUBLIC OF SOUTH
Feb 2048
AFRICA 9.105% 9.070% 8.89% 9.77%

Other Rates

Code Description Rate Previous YTD Low YTD High

SAFEX SAFEX Overnight Deposit Rate6.540% 6.540% 6.50% 6.56%
JIBAR1 JIBAR 1 Month 6.892% 6.892% 6.89% 6.92%
JIBAR3 JIBAR 3 Month 7.125% 7.125% 7.13% 7.16%
JIBAR6 JIBAR 6 Month 7.550% 7.550% 7.53% 7.60%
RSA 2 year retail bond 7.00% 0 0 0
RSA 3 year retail bond 7.25% 0 0 0
RSA 5 year retail bond 8.00% 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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