Markets and Commodity figures

11 April 2017

Total Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Deals Nominal Consideration Deals Nominal Consideration
Current Day 1 835 23.94 bn Rbn 26.14 164 20.22 bn Rbn 19.41
Week to Date 7 897 186.47 bn Rbn 196.10 1 427 191.13 bn Rbn 183.42
Month to Date 7 897 186.47 bn Rbn 196.10 1 427 191.13 bn Rbn 183.42
Year to Date 79 926 2 030.63 bn Rbn 2 161.34 21 608 2 463.09 bn Rbn 2 415.78

Foreign Client Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Party Deals Nominal Consideration Deals Nominal Consideration
Buy 122 3.13 bn Rbn 3.34 14 1.69 bn Rbn 1.48
Current Day Sell 123 2.29 bn Rbn 2.45 5 1.51 bn Rbn 1.71
Net -1 0.84 bn Rbn 0.89 9 0.18 bn Rbn -0.23
Buy 778 32.62 bn Rbn 33.92 118 11.69 bn Rbn 10.60
Week to Date Sell 631 22.82 bn Rbn 24.02 26 4.07 bn Rbn 4.08
Net 147 9.79 bn Rbn 9.90 92 7.61 bn Rbn 6.52
Buy 778 32.62 bn Rbn 33.92 118 11.69 bn Rbn 10.60
Month to Date Sell 631 22.82 bn Rbn 24.02 26 4.07 bn Rbn 4.08
Net 147 9.79 bn Rbn 9.90 92 7.61 bn Rbn 6.52
Buy 6 649 276.13 bn Rbn 288.27 1 474 139.97 bn Rbn 139.35
Year to Date Sell 5 375 247.13 bn Rbn 259.95 464 50.90 bn Rbn 50.27
Net 1 274 29.00 bn Rbn 28.32 1 010 89.06 bn Rbn 89.08

Index Levels

Code Index Yield Index Previous Return MTD Return YTD

ALBI20 9.039%
All Bond Index Top 544.097
20 Composite 540.998 -0.46% 1.99%
GOVI 8.959%Split - 542.435
ALBI20 Issuer Class GOVI 539.275 -0.41% 2.08%
OTHI 9.256%
ALBI20 Issuer Class Split - 554.119
OTHI 551.156 -0.59% 1.77%
CILI15 2.374%
Composite Inflation 245.092
Linked Index Top 15 244.698 0.32% -0.23%
ICOR 3.570%
CILI15 Issuer Class 252.008
Split - ICOR 251.096 0.65% 1.36%
IGOV 2.318%
CILI15 Issuer Class 244.566
Split - IGOV 244.173 0.31% -0.33%
ISOE 3.032%
CILI15 Issuer Class 238.963
Split - ISOE 238.793 0.26% 1.21%
MMI JSE Money Market Index
0 219.518 219.471 0.13% 2.05%

ALBI Constituent Bonds

Bond Issuer Maturity MTM Previous YTD Low YTD High

R159 REPUBLIC OF SOUTH
Dec 2018
AFRICA 7.590% 7.640% 7.32% 7.97%
R203 REPUBLIC OF SOUTH
Jan 2020
AFRICA 7.765% 7.810% 7.38% 8.15%
ES18 ESKOM HOLDINGS
MarLIMITED
2021 7.900% 7.960% 7.52% 8.31%
R204 REPUBLIC OF SOUTH
Jan 2023
AFRICA 9.245% 9.280% 8.72% 9.46%
R207 REPUBLIC OF SOUTH
Feb 2023
AFRICA 9.865% 9.925% 9.44% 10.27%
R208 REPUBLIC OF SOUTH
Feb 2023
AFRICA 8.305% 8.365% 7.88% 8.65%
ES23 ESKOM HOLDINGSAprLIMITED
2026 10.020% 10.085% 9.30% 10.09%
DV23 DEVELOPMENT DecBANK
2026
OF SOUTHERN
8.920% AFRICA 9.000% 8.31% 9.00%
R2023 REPUBLIC OF SOUTH
Jan 2030
AFRICA 9.305% 9.395% 8.70% 9.40%
ES26 ESKOM HOLDINGSFebLIMITED
2031 9.350% 9.440% 8.74% 9.44%
R186 REPUBLIC OF SOUTH
Mar 2032
AFRICA 9.480% 9.560% 8.84% 9.56%
R2030 REPUBLIC OF SOUTH
Sep 2033
AFRICA 10.805% 10.860% 10.05% 10.86%
R213 REPUBLIC OF SOUTH
Feb 2035
AFRICA 9.650% 9.730% 9.04% 9.73%
R2032 REPUBLIC OF SOUTH
Mar 2036
AFRICA 9.655% 9.735% 9.03% 9.74%
ES33 ESKOM HOLDINGSJanLIMITED
2037 9.730% 9.810% 9.12% 9.81%
R209 REPUBLIC OF SOUTH
Jan 2040
AFRICA 9.785% 9.855% 9.14% 9.86%
R2037 REPUBLIC OF SOUTH
Feb 2041
AFRICA 9.740% 9.815% 9.10% 9.82%
R214 REPUBLIC OF SOUTH
Apr 2042
AFRICA 10.950% 11.000% 10.18% 11.00%
R2044 REPUBLIC OF SOUTH
Jan 2044
AFRICA 9.810% 9.885% 9.17% 9.89%
R2048 REPUBLIC OF SOUTH
Feb 2048
AFRICA 9.800% 9.875% 9.16% 9.88%

Other Rates

Code Description Rate Previous YTD Low YTD High

SAFEX SAFEX Overnight Deposit Rate6.800% 6.800% 6.77% 6.83%
JIBAR1 JIBAR 1 Month 7.108% 7.108% 7.08% 7.12%
JIBAR3 JIBAR 3 Month 7.358% 7.358% 7.33% 7.38%
JIBAR6 JIBAR 6 Month 7.992% 7.992% 7.88% 8.00%
RSA 2 year retail bond 8.00% 0 0 0
RSA 3 year retail bond 8.25% 0 0 0
RSA 5 year retail bond 8.75% 0 0 0
RSA 3 year inflation linked retail
1.75%
bond 0 0 0
RSA 5 year inflation linked retail
2.00%
bond 0 0 0
RSA 10 year inflation linked retail
2.25%
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
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