Markets and Commodity figures

30 May 2017

Total Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Deals Nominal Consideration Deals Nominal Consideration
Current Day 1 055 16.23 bn Rbn 17.55 137 31.56 bn Rbn 30.55
Week to Date 1 055 16.23 bn Rbn 17.55 137 31.56 bn Rbn 30.55
Month to Date 16 998 400.69 bn Rbn 421.48 3 627 529.41 bn Rbn 511.30
Year to Date 89 027 2 244.85 bn Rbn 2 386.71 23 808 2 801.36 bn Rbn 2 743.65

Foreign Client Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Party Deals Nominal Consideration Deals Nominal Consideration
Buy 69 2.85 bn Rbn 3.06 15 1.73 bn Rbn 1.47
Current Day Sell 53 1.68 bn Rbn 1.77 4 2.36 bn Rbn 2.74
Net 16 1.17 bn Rbn 1.29 11 -0.63 bn Rbn -1.27
Buy 69 2.85 bn Rbn 3.06 15 1.73 bn Rbn 1.47
Week to Date Sell 53 1.68 bn Rbn 1.77 4 2.36 bn Rbn 2.74
Net 16 1.17 bn Rbn 1.29 11 -0.63 bn Rbn -1.27
Buy 1 581 66.47 bn Rbn 68.87 287 27.74 bn Rbn 25.04
Month to Date Sell 1 249 48.21 bn Rbn 50.75 67 12.04 bn Rbn 12.68
Net 332 18.26 bn Rbn 18.11 220 15.69 bn Rbn 12.36
Buy 7 452 309.98 bn Rbn 323.21 1 643 156.02 bn Rbn 153.79
Year to Date Sell 5 994 272.52 bn Rbn 286.70 505 58.87 bn Rbn 58.87
Net 1 458 37.46 bn Rbn 36.51 1 138 97.15 bn Rbn 94.92

Index Levels

Code Index Yield Index Previous Return MTD Return YTD

ALBI20 8.876%
All Bond Index Top 556.237
20 Composite 555.387 1.76% 4.27%
GOVI 8.796%Split - 554.557
ALBI20 Issuer Class GOVI 553.723 1.82% 4.36%
OTHI 9.091%
ALBI20 Issuer Class Split - 566.431
OTHI 565.527 1.62% 4.03%
CILI15 2.311%
Composite Inflation 247.732
Linked Index Top 15 247.586 1.40% 0.84%
ICOR 3.530%
CILI15 Issuer Class 253.839
Split - ICOR 253.764 1.38% 2.09%
IGOV 2.256%
CILI15 Issuer Class 247.252
Split - IGOV 247.104 1.41% 0.77%
ISOE 2.957%
CILI15 Issuer Class 240.846
Split - ISOE 240.712 1.05% 2.01%
MMI JSE Money Market Index
0 220.345 220.204 0.51% 2.44%

ALBI Constituent Bonds

Bond Issuer Maturity MTM Previous YTD Low YTD High

R159 REPUBLIC OF SOUTH
Dec 2018
AFRICA 7.430% 7.415% 7.32% 7.97%
R203 REPUBLIC OF SOUTH
Jan 2020
AFRICA 7.510% 7.520% 7.38% 8.15%
ES18 ESKOM HOLDINGS
MarLIMITED
2021 7.670% 7.680% 7.52% 8.31%
R204 REPUBLIC OF SOUTH
Jan 2023
AFRICA 8.995% 9.005% 8.72% 9.46%
R207 REPUBLIC OF SOUTH
Feb 2023
AFRICA 9.655% 9.665% 9.44% 10.27%
R208 REPUBLIC OF SOUTH
Feb 2023
AFRICA 8.055% 8.065% 7.88% 8.65%
ES23 ESKOM HOLDINGSAprLIMITED
2026 9.720% 9.740% 9.30% 10.09%
DV23 DEVELOPMENT DecBANK
2026
OF SOUTHERN
8.620% AFRICA 8.640% 8.31% 9.00%
R2023 REPUBLIC OF SOUTH
Jan 2030
AFRICA 9.050% 9.070% 8.70% 9.40%
ES26 ESKOM HOLDINGSFebLIMITED
2031 9.090% 9.110% 8.74% 9.44%
R186 REPUBLIC OF SOUTH
Mar 2032
AFRICA 9.220% 9.240% 8.84% 9.56%
R2030 REPUBLIC OF SOUTH
Sep 2033
AFRICA 10.520% 10.540% 10.05% 10.87%
R213 REPUBLIC OF SOUTH
Feb 2035
AFRICA 9.400% 9.420% 9.04% 9.73%
R2032 REPUBLIC OF SOUTH
Mar 2036
AFRICA 9.370% 9.390% 9.03% 9.74%
ES33 ESKOM HOLDINGSJanLIMITED
2037 9.475% 9.495% 9.12% 9.81%
R209 REPUBLIC OF SOUTH
Jan 2040
AFRICA 9.555% 9.575% 9.14% 9.86%
R2037 REPUBLIC OF SOUTH
Feb 2041
AFRICA 9.515% 9.535% 9.10% 9.82%
R214 REPUBLIC OF SOUTH
Apr 2042
AFRICA 10.725% 10.745% 10.18% 11.02%
R2044 REPUBLIC OF SOUTH
Jan 2044
AFRICA 9.610% 9.625% 9.17% 9.89%
R2048 REPUBLIC OF SOUTH
Feb 2048
AFRICA 9.595% 9.610% 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 7.117% 7.117% 7.08% 7.12%
JIBAR3 JIBAR 3 Month 7.342% 7.342% 7.33% 7.38%
JIBAR6 JIBAR 6 Month 7.875% 7.892% 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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