Markets and Commodity figures

11 April 2018

Total Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Deals Nominal Consideration Deals Nominal Consideration
Current Day 863 15.38 bn Rbn 16.50 158 31.22 bn Rbn 32.83
Week to Date 2 807 59.96 bn Rbn 66.00 1 100 151.03 bn Rbn 155.89
Month to Date 8 123 174.55 bn Rbn 186.08 2 276 317.08 bn Rbn 327.70
Year to Date 86 379 2 755.48 bn Rbn 2 870.74 21 565 2 706.47 bn Rbn 2 757.71

Foreign Client Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Party Deals Nominal Consideration Deals Nominal Consideration
Buy 35 1.33 bn Rbn 1.44 17 1.04 bn Rbn 0.99
Current Day Sell 33 1.56 bn Rbn 1.71 19 8.17 bn Rbn 8.83
Net 2 -0.23 bn Rbn -0.27 -2 -7.13 bn Rbn -7.84
Buy 146 6.31 bn Rbn 6.71 44 5.48 bn Rbn 5.29
Week to Date Sell 130 6.18 bn Rbn 6.76 100 29.28 bn Rbn 31.24
Net 16 0.13 bn Rbn -0.06 -56 -23.80 bn Rbn -25.95
Buy 448 20.23 bn Rbn 21.42 114 13.95 bn Rbn 13.53
Month to Date Sell 400 21.66 bn Rbn 23.37 192 63.85 bn Rbn 68.32
Net 48 -1.44 bn Rbn -1.96 -78 -49.90 bn Rbn -54.78
Buy 6 112 353.38 bn Rbn 368.81 1 053 116.53 bn Rbn 111.54
Year to Date Sell 5 526 334.14 bn Rbn 351.93 1 375 427.65 bn Rbn 465.47
Net 586 19.24 bn Rbn 16.88 -322 -311.12 bn Rbn -353.93

Index Levels

Code Index Yield Index Previous Return MTD Return YTD

ALBI20 8.616%
All Bond Index Top 631.286
20 Composite 630.907 -0.64% 7.37%
GOVI 8.496%Split - 627.944
ALBI20 Issuer Class GOVI 627.648 -0.60% 7.05%
OTHI 8.921%
ALBI20 Issuer Class Split - 646.422
OTHI 645.819 -0.73% 8.21%
CILI15 2.313%
Composite Inflation 261.310
Linked Index Top 15 261.443 -0.68% 3.40%
ICOR 3.137%
CILI15 Issuer Class 281.304
Split - ICOR 281.523 -0.60% 3.86%
IGOV 2.272%
CILI15 Issuer Class 260.333
Split - IGOV 260.456 -0.69% 3.40%
ISOE 2.975%
CILI15 Issuer Class 257.890
Split - ISOE 258.286 -0.15% 2.92%
MMI JSE Money Market Index
0 236.705 236.662 0.25% 2.11%

ALBI Constituent Bonds

Bond Issuer Maturity MTM Previous YTD Low YTD High

R159 REPUBLIC OF SOUTH
Jan 2020
AFRICA 6.945% 6.940% 6.58% 7.31%
R203 REPUBLIC OF SOUTH
Feb 2020
AFRICA 8.185% 8.180% 7.69% 8.40%
ES18 ESKOM HOLDINGS
MarLIMITED
2021 7.170% 7.165% 6.87% 7.59%
R204 REPUBLIC OF SOUTH
Jan 2023
AFRICA 8.635% 8.630% 8.35% 8.98%
R207 REPUBLIC OF SOUTH
Feb 2023
AFRICA 8.875% 8.870% 8.57% 9.19%
R208 REPUBLIC OF SOUTH
Feb 2023
AFRICA 7.525% 7.520% 7.24% 7.94%
ES23 ESKOM HOLDINGSAprLIMITED
2026 9.375% 9.375% 9.17% 9.85%
DV23 DEVELOPMENT DecBANK
2026
OF SOUTHERN
8.095% AFRICA 8.095% 7.88% 8.64%
R2023 REPUBLIC OF SOUTH
Jan 2030
AFRICA 8.490% 8.485% 8.28% 9.19%
ES26 ESKOM HOLDINGSFebLIMITED
2031 8.560% 8.555% 8.36% 9.25%
R186 REPUBLIC OF SOUTH
Mar 2032
AFRICA 8.665% 8.665% 8.46% 9.39%
R2030 REPUBLIC OF SOUTH
Sep 2033
AFRICA 10.180% 10.190% 9.96% 10.76%
R213 REPUBLIC OF SOUTH
Feb 2035
AFRICA 8.825% 8.830% 8.61% 9.58%
R2032 REPUBLIC OF SOUTH
Mar 2036
AFRICA 8.850% 8.860% 8.62% 9.52%
ES33 ESKOM HOLDINGSJanLIMITED
2037 8.915% 8.925% 8.69% 9.68%
R209 REPUBLIC OF SOUTH
Jan 2040
AFRICA 8.975% 8.985% 8.76% 9.77%
R2037 REPUBLIC OF SOUTH
Feb 2041
AFRICA 8.960% 8.970% 8.73% 9.74%
R214 REPUBLIC OF SOUTH
Apr 2042
AFRICA 10.355% 10.365% 10.13% 11.05%
R2044 REPUBLIC OF SOUTH
Jan 2044
AFRICA 9.025% 9.035% 8.80% 9.82%
R2048 REPUBLIC OF SOUTH
Feb 2048
AFRICA 8.990% 9.000% 8.76% 9.77%

Other Rates

Code Description Rate Previous YTD Low YTD High

SAFEX SAFEX Overnight Deposit Rate6.320% 6.320% 6.32% 6.56%
JIBAR1 JIBAR 1 Month 6.675% 6.675% 6.63% 6.92%
JIBAR3 JIBAR 3 Month 6.900% 6.900% 6.87% 7.16%
JIBAR6 JIBAR 6 Month 7.408% 7.400% 7.38% 7.60%
RSA 2 year retail bond 6.75% 0 0 0
RSA 3 year retail bond 7.00% 0 0 0
RSA 5 year retail bond 7.75% 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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