Markets and Commodity figures

09 November 2017

Total Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Deals Nominal Consideration Deals Nominal Consideration
Current Day 1 201 28.61 bn Rbn 30.47 209 23.96 bn Rbn 23.19
Week to Date 5 551 127.15 bn Rbn 131.41 1 504 171.61 bn Rbn 163.78
Month to Date 10 250 288.14 bn Rbn 290.53 2 200 286.46 bn Rbn 269.25
Year to Date 254 744 6 750.44 bn Rbn 7 065.01 68 974 8 476.92 bn Rbn 8 252.69

Foreign Client Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Party Deals Nominal Consideration Deals Nominal Consideration
Buy 89 5.02 bn Rbn 5.26 24 1.70 bn Rbn 1.65
Current Day Sell 69 -0.01 bn Rbn 0.18 9 5.17 bn Rbn 5.63
Net 20 5.03 bn Rbn 5.08 15 -3.48 bn Rbn -3.98
Buy 414 20.19 bn Rbn 20.53 136 14.66 bn Rbn 13.50
Week to Date Sell 341 20.42 bn Rbn 20.84 67 28.29 bn Rbn 29.99
Net 73 -0.22 bn Rbn -0.31 69 -13.62 bn Rbn -16.49
Buy 742 32.61 bn Rbn 33.16 243 24.89 bn Rbn 22.20
Month to Date Sell 594 35.61 bn Rbn 36.33 98 36.97 bn Rbn 39.21
Net 148 -3.00 bn Rbn -3.17 145 -12.08 bn Rbn -17.01
Buy 20 643 899.70 bn Rbn 929.38 5 143 454.83 bn Rbn 428.54
Year to Date Sell 16 892 842.21 bn Rbn 873.94 2 530 550.50 bn Rbn 569.43
Net 3 751 57.49 bn Rbn 55.44 2 613 -95.67 bn Rbn -140.89

Index Levels

Code Index Yield Index Previous Return MTD Return YTD

ALBI20 9.396%
All Bond Index Top 556.381
20 Composite 556.843 -0.99% 4.30%
GOVI 9.397%Split - 554.569
ALBI20 Issuer Class GOVI 555.083 -1.03% 4.36%
OTHI 9.394%
ALBI20 Issuer Class Split - 566.979
OTHI 567.271 -0.88% 4.13%
CILI15 2.667%
Composite Inflation 246.798
Linked Index Top 15 247.134 -0.73% 0.46%
ICOR 3.588%
CILI15 Issuer Class 266.394
Split - ICOR 266.490 0.00% 7.14%
IGOV 2.625%
CILI15 Issuer Class 245.778
Split - IGOV 246.124 -0.77% 0.17%
ISOE 3.215%
CILI15 Issuer Class 246.606
Split - ISOE 246.791 -0.07% 4.45%
MMI JSE Money Market Index
0 229.454 229.411 0.18% 6.67%

ALBI Constituent Bonds

Bond Issuer Maturity MTM Previous YTD Low YTD High

R159 REPUBLIC OF SOUTH
Jan 2020
AFRICA 8.010% 7.970% 7.03% 8.15%
R203 REPUBLIC OF SOUTH
Feb 2020
AFRICA 9.110% 9.070% 8.33% 9.75%
ES18 ESKOM HOLDINGS
MarLIMITED
2021 8.255% 8.220% 7.25% 8.31%
R204 REPUBLIC OF SOUTH
Jan 2023
AFRICA 9.630% 9.600% 8.71% 9.63%
R207 REPUBLIC OF SOUTH
Feb 2023
AFRICA 9.850% 9.820% 9.13% 10.27%
R208 REPUBLIC OF SOUTH
Feb 2023
AFRICA 8.600% 8.570% 7.68% 8.65%
ES23 ESKOM HOLDINGSAprLIMITED
2026 10.460% 10.430% 9.30% 10.46%
DV23 DEVELOPMENT DecBANK
2026
OF SOUTHERN
9.290% AFRICA 9.260% 8.31% 9.29%
R2023 REPUBLIC OF SOUTH
Jan 2030
AFRICA 9.775% 9.750% 8.70% 9.79%
ES26 ESKOM HOLDINGSFebLIMITED
2031 9.865% 9.840% 8.74% 9.88%
R186 REPUBLIC OF SOUTH
Mar 2032
AFRICA 9.970% 9.945% 8.84% 10.00%
R2030 REPUBLIC OF SOUTH
Sep 2033
AFRICA 11.255% 11.250% 10.05% 11.30%
R213 REPUBLIC OF SOUTH
Feb 2035
AFRICA 10.115% 10.105% 9.04% 10.15%
R2032 REPUBLIC OF SOUTH
Mar 2036
AFRICA 10.050% 10.045% 9.03% 10.10%
ES33 ESKOM HOLDINGSJanLIMITED
2037 10.180% 10.175% 9.12% 10.22%
R209 REPUBLIC OF SOUTH
Jan 2040
AFRICA 10.275% 10.270% 9.14% 10.31%
R2037 REPUBLIC OF SOUTH
Feb 2041
AFRICA 10.185% 10.180% 9.10% 10.23%
R214 REPUBLIC OF SOUTH
Apr 2042
AFRICA 11.485% 11.480% 10.18% 11.53%
R2044 REPUBLIC OF SOUTH
Jan 2044
AFRICA 10.295% 10.290% 9.17% 10.33%
R2048 REPUBLIC OF SOUTH
Feb 2048
AFRICA 10.245% 10.240% 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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