Markets and Commodity figures

01 May 2018

Total Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Deals Nominal Consideration Deals Nominal Consideration
Current Day 815 13.51 bn Rbn 14.58 558 66.83 bn Rbn 68.01
Week to Date 815 13.51 bn Rbn 14.58 558 66.83 bn Rbn 68.01
Month to Date 22 027 572.97 bn Rbn 609.93 5 757 806.21 bn Rbn 828.55
Year to Date 100 283 3 153.91 bn Rbn 3 294.58 25 046 3 195.60 bn Rbn 3 258.56

Foreign Client Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Party Deals Nominal Consideration Deals Nominal Consideration
Buy 48 1.27 bn Rbn 1.33 15 2.34 bn Rbn 2.28
Current Day Sell 53 1.26 bn Rbn 1.30 29 6.78 bn Rbn 7.02
Net -5 0.02 bn Rbn 0.03 -14 -4.44 bn Rbn -4.73
Buy 48 1.27 bn Rbn 1.33 15 2.34 bn Rbn 2.28
Week to Date Sell 53 1.26 bn Rbn 1.30 29 6.78 bn Rbn 7.02
Net -5 0.02 bn Rbn 0.03 -14 -4.44 bn Rbn -4.73
Buy 1 337 66.15 bn Rbn 70.61 248 37.42 bn Rbn 35.92
Month to Date Sell 1 249 67.67 bn Rbn 72.25 453 142.78 bn Rbn 153.33
Net 88 -1.52 bn Rbn -1.64 -205 -105.36 bn Rbn -117.41
Buy 7 001 399.29 bn Rbn 418.00 1 187 140.00 bn Rbn 133.93
Year to Date Sell 6 375 380.14 bn Rbn 400.81 1 636 506.59 bn Rbn 550.48
Net 626 19.15 bn Rbn 17.20 -449 -366.59 bn Rbn -416.55

Index Levels

Code Index Yield Index Previous Return MTD Return YTD

ALBI20 8.660%
All Bond Index Top 630.866
20 Composite 629.208 -0.70% 7.30%
GOVI 8.541%Split - 627.413
ALBI20 Issuer Class GOVI 625.847 -0.68% 6.96%
OTHI 8.964%
ALBI20 Issuer Class Split - 646.287
OTHI 644.370 -0.75% 8.19%
CILI15 2.525%
Composite Inflation 256.103
Linked Index Top 15 255.825 -2.66% 1.34%
ICOR 3.271%
CILI15 Issuer Class 280.852
Split - ICOR 280.800 -0.76% 3.70%
IGOV 2.485%
CILI15 Issuer Class 254.957
Split - IGOV 254.667 -2.74% 1.26%
ISOE 3.219%
CILI15 Issuer Class 254.855
Split - ISOE 254.809 -1.32% 1.71%
MMI JSE Money Market Index
0 237.591 237.407 0.62% 2.50%

ALBI Constituent Bonds

Bond Issuer Maturity MTM Previous YTD Low YTD High

R159 REPUBLIC OF SOUTH
Jan 2020
AFRICA 7.080% 7.110% 6.58% 7.31%
R203 REPUBLIC OF SOUTH
Feb 2020
AFRICA 8.320% 8.350% 7.69% 8.42%
ES18 ESKOM HOLDINGS
MarLIMITED
2021 7.280% 7.315% 6.87% 7.59%
R204 REPUBLIC OF SOUTH
Jan 2023
AFRICA 8.760% 8.795% 8.35% 8.98%
R207 REPUBLIC OF SOUTH
Feb 2023
AFRICA 8.995% 9.030% 8.57% 9.19%
R208 REPUBLIC OF SOUTH
Feb 2023
AFRICA 7.620% 7.655% 7.24% 7.94%
ES23 ESKOM HOLDINGSAprLIMITED
2026 9.460% 9.490% 9.17% 9.85%
DV23 DEVELOPMENT DecBANK
2026
OF SOUTHERN
8.180% AFRICA 8.210% 7.88% 8.64%
R2023 REPUBLIC OF SOUTH
Jan 2030
AFRICA 8.575% 8.605% 8.28% 9.19%
ES26 ESKOM HOLDINGSFebLIMITED
2031 8.655% 8.685% 8.36% 9.25%
R186 REPUBLIC OF SOUTH
Mar 2032
AFRICA 8.755% 8.785% 8.46% 9.39%
R2030 REPUBLIC OF SOUTH
Sep 2033
AFRICA 10.240% 10.275% 9.96% 10.76%
R213 REPUBLIC OF SOUTH
Feb 2035
AFRICA 8.880% 8.915% 8.61% 9.58%
R2032 REPUBLIC OF SOUTH
Mar 2036
AFRICA 8.910% 8.945% 8.62% 9.52%
ES33 ESKOM HOLDINGSJanLIMITED
2037 8.965% 9.000% 8.69% 9.68%
R209 REPUBLIC OF SOUTH
Jan 2040
AFRICA 9.030% 9.060% 8.76% 9.77%
R2037 REPUBLIC OF SOUTH
Feb 2041
AFRICA 9.015% 9.045% 8.73% 9.74%
R214 REPUBLIC OF SOUTH
Apr 2042
AFRICA 10.410% 10.440% 10.13% 11.05%
R2044 REPUBLIC OF SOUTH
Jan 2044
AFRICA 9.065% 9.100% 8.80% 9.82%
R2048 REPUBLIC OF SOUTH
Feb 2048
AFRICA 9.040% 9.070% 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 7.383% 7.383% 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)
9.60
9.10
8.60
8.10
7.60
7.10 Zero
6.60 Par/Swap
6.10
5.60
5.10
DATA DISCLAIMER

4.60
To the extent allowed by law, JSE Limited (the JSE) does not (expressly, tacitly or implicitly) guarantee or warrant the availability,
sequence,2015 2020
accuracy, completeness, 2026 of any of the data 2031
reliability or any other aspect 2037
(Data), or that any Data is up to date. 2042 2048 2053 2059
To the extent allowed by law, neither the JSE nor any of its directors, officers, employees, contractors, agents or representatives are
liable in any way to the reader or to any other natural or juristic person (Person) for any loss or damage as a result of (i) the display
of any Data in this bulltetin, or (ii) any Data being unavailable in this bulletin at any time and for any reason, or (iii) any delay,
inaccuracy, error, or omission in relation to any Data, or (iv) any actions taken or not taken by or on behalf of any Person in reliance
on any Data. The JSE is entitled to terminate the production of any Data at any time, without notice and without liability to any Person.
Zero
Par/Swap