Markets and Commodity figures

27 November 2017

Total Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Deals Nominal Consideration Deals Nominal Consideration
Current Day 1 192 49.49 bn Rbn 49.61 187 37.60 bn Rbn 36.99
Week to Date 1 192 49.49 bn Rbn 49.61 187 37.60 bn Rbn 36.99
Month to Date 25 647 748.95 bn Rbn 752.30 5 593 738.21 bn Rbn 704.61
Year to Date 270 141 7 211.25 bn Rbn 7 526.78 72 367 8 928.67 bn Rbn 8 688.04

Foreign Client Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Party Deals Nominal Consideration Deals Nominal Consideration
Buy 103 9.59 bn Rbn 9.36 24 2.98 bn Rbn 2.99
Current Day Sell 123 9.31 bn Rbn 9.14 16 7.59 bn Rbn 8.18
Net -20 0.28 bn Rbn 0.22 8 -4.61 bn Rbn -5.19
Buy 103 9.59 bn Rbn 9.36 24 2.98 bn Rbn 2.99
Week to Date Sell 123 9.31 bn Rbn 9.14 16 7.59 bn Rbn 8.18
Net -20 0.28 bn Rbn 0.22 8 -4.61 bn Rbn -5.19
Buy 2 139 102.71 bn Rbn 102.19 539 51.72 bn Rbn 46.28
Month to Date Sell 1 640 103.79 bn Rbn 104.23 287 126.06 bn Rbn 135.42
Net 499 -1.08 bn Rbn -2.04 252 -74.34 bn Rbn -89.14
Buy 22 040 969.80 bn Rbn 998.41 5 439 481.67 bn Rbn 452.61
Year to Date Sell 17 938 910.38 bn Rbn 941.84 2 719 639.60 bn Rbn 665.64
Net 4 102 59.42 bn Rbn 56.57 2 720 -157.93 bn Rbn -213.02

Index Levels

Code Index Yield Index Previous Return MTD Return YTD

ALBI20 9.335%
All Bond Index Top 562.508
20 Composite 556.491 0.10% 5.44%
GOVI 9.333%Split - 560.764
ALBI20 Issuer Class GOVI 554.814 0.08% 5.52%
OTHI 9.338%
ALBI20 Issuer Class Split - 572.931
OTHI 566.644 0.16% 5.23%
CILI15 2.942%
Composite Inflation 239.660
Linked Index Top 15 239.626 -3.60% -2.44%
ICOR 3.873%
CILI15 Issuer Class 262.564
Split - ICOR 262.528 -1.44% 5.60%
IGOV 2.900%
CILI15 Issuer Class 238.483
Split - IGOV 238.449 -3.72% -2.80%
ISOE 3.504%
CILI15 Issuer Class 242.471
Split - ISOE 242.440 -1.74% 2.69%
MMI JSE Money Market Index
0 230.232 230.116 0.52% 7.04%

ALBI Constituent Bonds

Bond Issuer Maturity MTM Previous YTD Low YTD High

R159 REPUBLIC OF SOUTH
Jan 2020
AFRICA 7.970% 8.080% 7.03% 8.19%
R203 REPUBLIC OF SOUTH
Feb 2020
AFRICA 9.060% 9.170% 8.33% 9.75%
ES18 ESKOM HOLDINGS
MarLIMITED
2021 8.225% 8.335% 7.25% 8.43%
R204 REPUBLIC OF SOUTH
Jan 2023
AFRICA 9.590% 9.700% 8.71% 9.83%
R207 REPUBLIC OF SOUTH
Feb 2023
AFRICA 9.800% 9.910% 9.13% 10.27%
R208 REPUBLIC OF SOUTH
Feb 2023
AFRICA 8.550% 8.660% 7.68% 8.79%
ES23 ESKOM HOLDINGSAprLIMITED
2026 10.405% 10.525% 9.30% 10.65%
DV23 DEVELOPMENT DecBANK
2026
OF SOUTHERN
9.215% AFRICA 9.335% 8.31% 9.47%
R2023 REPUBLIC OF SOUTH
Jan 2030
AFRICA 9.665% 9.805% 8.70% 9.95%
ES26 ESKOM HOLDINGSFebLIMITED
2031 9.740% 9.880% 8.74% 10.02%
R186 REPUBLIC OF SOUTH
Mar 2032
AFRICA 9.850% 9.990% 8.84% 10.14%
R2030 REPUBLIC OF SOUTH
Sep 2033
AFRICA 11.165% 11.335% 10.05% 11.49%
R213 REPUBLIC OF SOUTH
Feb 2035
AFRICA 10.005% 10.175% 9.04% 10.33%
R2032 REPUBLIC OF SOUTH
Mar 2036
AFRICA 9.925% 10.095% 9.03% 10.25%
ES33 ESKOM HOLDINGSJanLIMITED
2037 10.080% 10.250% 9.12% 10.41%
R209 REPUBLIC OF SOUTH
Jan 2040
AFRICA 10.175% 10.345% 9.14% 10.51%
R2037 REPUBLIC OF SOUTH
Feb 2041
AFRICA 10.105% 10.275% 9.10% 10.43%
R214 REPUBLIC OF SOUTH
Apr 2042
AFRICA 11.415% 11.585% 10.18% 11.74%
R2044 REPUBLIC OF SOUTH
Jan 2044
AFRICA 10.220% 10.385% 9.17% 10.55%
R2048 REPUBLIC OF SOUTH
Feb 2048
AFRICA 10.175% 10.340% 9.16% 10.50%

Other Rates

Code Description Rate Previous YTD Low YTD High

SAFEX SAFEX Overnight Deposit Rate6.550% 6.550% 6.50% 6.83%
JIBAR1 JIBAR 1 Month 6.850% 6.842% 6.79% 7.12%
JIBAR3 JIBAR 3 Month 7.125% 7.100% 6.98% 7.38%
JIBAR6 JIBAR 6 Month 7.708% 7.675% 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)
9.60
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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