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Markets and Commodity figures

07 November 2017

Total Market Turnover Statistics

Standard Turnover REPO 1 Turnover


Deals Nominal Consideration Deals Nominal Consideration
Current Day 1 296 28.36 bn Rbn 29.90 819 86.62 bn Rbn 81.86
Week to Date 2 483 61.08 bn Rbn 62.78 1 070 124.06 bn Rbn 117.57
Month to Date 7 182 222.07 bn Rbn 221.91 1 766 238.91 bn Rbn 223.04
Year to Date 251 676 6 684.37 bn Rbn 6 996.38 68 540 8 429.37 bn Rbn 8 206.48

Foreign Client Market Turnover Statistics

Standard Turnover REPO 1 Turnover


Party Deals Nominal Consideration Deals Nominal Consideration
Buy 92 3.22 bn Rbn 3.29 50 6.41 bn Rbn 5.94
Current Day Sell 99 4.17 bn Rbn 4.49 30 7.16 bn Rbn 7.20
Net -7 -0.95 bn Rbn -1.20 20 -0.75 bn Rbn -1.25
Buy 194 9.59 bn Rbn 9.71 77 10.72 bn Rbn 9.76
Week to Date Sell 164 8.75 bn Rbn 9.04 43 16.49 bn Rbn 17.28
Net 30 0.83 bn Rbn 0.67 34 -5.76 bn Rbn -7.52
Buy 522 22.00 bn Rbn 22.33 184 20.95 bn Rbn 18.47
Month to Date Sell 417 23.95 bn Rbn 24.52 74 25.17 bn Rbn 26.50
Net 105 -1.95 bn Rbn -2.19 110 -4.22 bn Rbn -8.04
Buy 20 423 889.09 bn Rbn 918.55 5 084 450.89 bn Rbn 424.80
Year to Date Sell 16 715 830.55 bn Rbn 862.14 2 506 538.71 bn Rbn 556.72
Net 3 708 58.54 bn Rbn 56.42 2 578 -87.81 bn Rbn -131.92

Index Levels

Code Index Yield Index Previous Return MTD Return YTD


ALBI20 9.332%
All Bond Index Top 559.833
20 Composite 556.041 -0.38% 4.94%
GOVI 9.331%Split - 558.098
ALBI20 Issuer Class GOVI 554.300 -0.40% 5.02%
OTHI 9.336%
ALBI20 Issuer Class Split - 570.207
OTHI 566.403 -0.32% 4.73%
CILI15 2.653%
Composite Inflation 247.186
Linked Index Top 15 247.804 -0.57% 0.62%
ICOR 3.591%
CILI15 Issuer Class 266.338
Split - ICOR 266.622 -0.02% 7.12%
IGOV 2.611%
CILI15 Issuer Class 246.184
Split - IGOV 246.820 -0.61% 0.33%
ISOE 3.206%
CILI15 Issuer Class 246.762
Split - ISOE 246.966 -0.01% 4.51%
MMI JSE Money Market Index
0 229.360 229.313 0.14% 6.63%

ALBI Constituent Bonds

Bond Issuer Maturity MTM Previous YTD Low YTD High


R159 REPUBLIC OF SOUTH
Jan 2020
AFRICA 7.890% 7.980% 7.03% 8.15%
R203 REPUBLIC OF SOUTH
Feb 2020
AFRICA 8.990% 9.080% 8.33% 9.75%
ES18 ESKOM HOLDINGS
MarLIMITED
2021 8.145% 8.235% 7.25% 8.31%
R204 REPUBLIC OF SOUTH
Jan 2023
AFRICA 9.525% 9.615% 8.71% 9.62%
R207 REPUBLIC OF SOUTH
Feb 2023
AFRICA 9.745% 9.835% 9.13% 10.27%
R208 REPUBLIC OF SOUTH
Feb 2023
AFRICA 8.495% 8.585% 7.68% 8.65%
ES23 ESKOM HOLDINGSAprLIMITED
2026 10.350% 10.440% 9.30% 10.44%
DV23 DEVELOPMENT DecBANK
2026
OF SOUTHERN
9.180% AFRICA 9.270% 8.31% 9.27%
R2023 REPUBLIC OF SOUTH
Jan 2030
AFRICA 9.670% 9.760% 8.70% 9.79%
ES26 ESKOM HOLDINGSFebLIMITED
2031 9.760% 9.850% 8.74% 9.88%
R186 REPUBLIC OF SOUTH
Mar 2032
AFRICA 9.865% 9.955% 8.84% 10.00%
R2030 REPUBLIC OF SOUTH
Sep 2033
AFRICA 11.170% 11.265% 10.05% 11.30%
R213 REPUBLIC OF SOUTH
Feb 2035
AFRICA 10.025% 10.120% 9.04% 10.15%
R2032 REPUBLIC OF SOUTH
Mar 2036
AFRICA 9.965% 10.060% 9.03% 10.10%
ES33 ESKOM HOLDINGSJanLIMITED
2037 10.095% 10.190% 9.12% 10.22%
R209 REPUBLIC OF SOUTH
Jan 2040
AFRICA 10.190% 10.285% 9.14% 10.31%
R2037 REPUBLIC OF SOUTH
Feb 2041
AFRICA 10.100% 10.195% 9.10% 10.23%
R214 REPUBLIC OF SOUTH
Apr 2042
AFRICA 11.400% 11.495% 10.18% 11.53%
R2044 REPUBLIC OF SOUTH
Jan 2044
AFRICA 10.210% 10.305% 9.17% 10.33%
R2048 REPUBLIC OF SOUTH
Feb 2048
AFRICA 10.160% 10.255% 9.16% 10.28%

Other Rates

Code Description Rate Previous YTD Low YTD High


SAFEX SAFEX Overnight Deposit Rate6.560% 6.560% 6.50% 6.83%
JIBAR1 JIBAR 1 Month 6.842% 6.842% 6.79% 7.12%
JIBAR3 JIBAR 3 Month 7.050% 7.050% 6.98% 7.38%
JIBAR6 JIBAR 6 Month 7.592% 7.592% 7.32% 8.00%
RSA 2 year retail bond 8.25% 0 0 0
RSA 3 year retail bond 8.50% 0 0 0
RSA 5 year retail bond 9.00% 0 0 0
RSA 3 year inflation linked retail
3.00%
bond 0 0 0
RSA 5 year inflation linked retail
2.50%
bond 0 0 0
RSA 10 year inflation linked retail
2.50%
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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