Markets and Commodity figures

11 May 2017

Total Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Deals Nominal Consideration Deals Nominal Consideration
Current Day 1 093 21.54 bn Rbn 21.88 229 26.49 bn Rbn 25.58
Week to Date 3 172 67.17 bn Rbn 70.47 1 026 144.02 bn Rbn 140.12
Month to Date 8 421 210.95 bn Rbn 226.89 2 135 340.27 bn Rbn 332.05
Year to Date 100 730 2 541.77 bn Rbn 2 707.00 26 910 3 282.27 bn Rbn 3 211.62

Foreign Client Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Party Deals Nominal Consideration Deals Nominal Consideration
Buy 58 3.90 bn Rbn 4.20 10 1.12 bn Rbn 1.00
Current Day Sell 62 2.55 bn Rbn 2.75 6 0.58 bn Rbn 0.69
Net -4 1.35 bn Rbn 1.45 4 0.54 bn Rbn 0.30
Buy 174 9.08 bn Rbn 9.65 53 5.98 bn Rbn 5.65
Week to Date Sell 161 9.87 bn Rbn 10.50 14 0.71 bn Rbn 0.81
Net 13 -0.79 bn Rbn -0.85 39 5.28 bn Rbn 4.84
Buy 530 23.47 bn Rbn 24.56 130 12.33 bn Rbn 11.72
Month to Date Sell 396 20.89 bn Rbn 21.97 40 5.40 bn Rbn 5.77
Net 134 2.58 bn Rbn 2.59 90 6.93 bn Rbn 5.95
Buy 8 321 346.26 bn Rbn 361.31 1 830 173.89 bn Rbn 170.61
Year to Date Sell 6 648 307.96 bn Rbn 324.31 557 66.94 bn Rbn 67.60
Net 1 673 38.30 bn Rbn 37.00 1 273 106.94 bn Rbn 103.02

Index Levels

Code Index Yield Index Previous Return MTD Return YTD

ALBI20 8.974%
All Bond Index Top 553.672
20 Composite 550.972 -0.17% 3.79%
GOVI 8.878%Split - 551.937
ALBI20 Issuer Class GOVI 549.258 -0.18% 3.86%
OTHI 9.229%
ALBI20 Issuer Class Split - 563.991
OTHI 561.204 -0.15% 3.58%
CILI15 2.357%
Composite Inflation 247.449
Linked Index Top 15 247.394 0.08% 0.73%
ICOR 3.553%
CILI15 Issuer Class 254.975
Split - ICOR 254.999 0.43% 2.55%
IGOV 2.308%
CILI15 Issuer Class 246.892
Split - IGOV 246.827 0.06% 0.62%
ISOE 2.965%
CILI15 Issuer Class 241.699
Split - ISOE 241.941 0.31% 2.37%
MMI JSE Money Market Index
0 221.069 221.023 0.24% 2.78%

ALBI Constituent Bonds

Bond Issuer Maturity MTM Previous YTD Low YTD High

R159 REPUBLIC OF SOUTH
Dec 2018
AFRICA 7.470% 7.525% 7.32% 7.97%
R203 REPUBLIC OF SOUTH
Jan 2020
AFRICA 7.580% 7.645% 7.38% 8.15%
ES18 ESKOM HOLDINGSAugLIMITED
2020 8.450% 8.515% 8.13% 8.88%
R204 REPUBLIC OF SOUTH
Mar 2021
AFRICA 7.730% 7.795% 7.52% 8.31%
R207 REPUBLIC OF SOUTH
Jan 2023
AFRICA 9.095% 9.160% 8.72% 9.46%
R208 REPUBLIC OF SOUTH
Feb 2023
AFRICA 8.155% 8.220% 7.88% 8.65%
ES23 ESKOM HOLDINGSAprLIMITED
2026 9.840% 9.905% 9.30% 10.09%
DV23 DEVELOPMENT DecBANK
2026
OF SOUTHERN
8.740% AFRICA 8.805% 8.31% 9.00%
R2023 REPUBLIC OF SOUTH
Jan 2030
AFRICA 9.185% 9.250% 8.70% 9.40%
ES26 ESKOM HOLDINGSFebLIMITED
2031 9.225% 9.290% 8.74% 9.44%
R186 REPUBLIC OF SOUTH
Mar 2032
AFRICA 9.340% 9.410% 8.84% 9.56%
R2030 REPUBLIC OF SOUTH
Sep 2033
AFRICA 10.625% 10.690% 10.05% 10.87%
R213 REPUBLIC OF SOUTH
Feb 2035
AFRICA 9.510% 9.575% 9.04% 9.73%
R2032 REPUBLIC OF SOUTH
Mar 2036
AFRICA 9.475% 9.540% 9.03% 9.74%
ES33 ESKOM HOLDINGSJanLIMITED
2037 9.590% 9.655% 9.12% 9.81%
R209 REPUBLIC OF SOUTH
Jan 2040
AFRICA 9.680% 9.745% 9.14% 9.86%
R2037 REPUBLIC OF SOUTH
Feb 2041
AFRICA 9.630% 9.695% 9.10% 9.82%
R214 REPUBLIC OF SOUTH
Apr 2042
AFRICA 10.880% 10.945% 10.18% 11.02%
R2044 REPUBLIC OF SOUTH
Jan 2044
AFRICA 9.735% 9.800% 9.17% 9.89%
R2048 REPUBLIC OF SOUTH
Feb 2048
AFRICA 9.725% 9.790% 9.16% 9.88%

Other Rates

Code Description Rate Previous YTD Low YTD High

SAFEX SAFEX Overnight Deposit Rate6.810% 6.810% 6.77% 6.83%
JIBAR1 JIBAR 1 Month 7.117% 7.117% 7.08% 7.12%
JIBAR3 JIBAR 3 Month 7.342% 7.342% 7.33% 7.38%
JIBAR6 JIBAR 6 Month 7.892% 7.892% 7.88% 8.00%
RSA 2 year retail bond 7.75% 0 0 0
RSA 3 year retail bond 8.00% 0 0 0
RSA 5 year retail bond 8.50% 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
Par/Swap