Markets and Commodity figures

16 March 2018

Total Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Deals Nominal Consideration Deals Nominal Consideration
Current Day 624 21.48 bn Rbn 22.06 160 21.02 bn Rbn 22.77
Week to Date 4 801 153.57 bn Rbn 160.37 1 326 182.99 bn Rbn 188.86
Month to Date 15 864 402.36 bn Rbn 422.86 3 357 463.55 bn Rbn 475.87
Year to Date 67 652 2 296.07 bn Rbn 2 381.13 17 407 2 114.98 bn Rbn 2 143.70

Foreign Client Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Party Deals Nominal Consideration Deals Nominal Consideration
Buy 44 1.55 bn Rbn 1.73 10 0.65 bn Rbn 0.64
Current Day Sell 56 1.36 bn Rbn 1.44 18 3.66 bn Rbn 3.83
Net -12 0.19 bn Rbn 0.29 -8 -3.01 bn Rbn -3.20
Buy 327 20.44 bn Rbn 21.20 77 8.35 bn Rbn 7.88
Week to Date Sell 288 16.39 bn Rbn 17.69 99 27.96 bn Rbn 30.77
Net 39 4.05 bn Rbn 3.51 -22 -19.62 bn Rbn -22.88
Buy 905 55.03 bn Rbn 57.41 187 27.30 bn Rbn 25.85
Month to Date Sell 751 45.97 bn Rbn 49.61 228 69.46 bn Rbn 77.07
Net 154 9.05 bn Rbn 7.80 -41 -42.16 bn Rbn -51.22
Buy 4 792 289.60 bn Rbn 301.57 846 90.14 bn Rbn 86.02
Year to Date Sell 4 428 273.97 bn Rbn 287.20 1 002 307.63 bn Rbn 335.89
Net 364 15.63 bn Rbn 14.37 -156 -217.50 bn Rbn -249.87

Index Levels

Code Index Yield Index Previous Return MTD Return YTD

ALBI20 8.662%
All Bond Index Top 622.974
20 Composite 622.821 0.09% 5.95%
GOVI 8.526%Split - 620.502
ALBI20 Issuer Class GOVI 620.361 0.13% 5.78%
OTHI 9.017%
ALBI20 Issuer Class Split - 635.668
OTHI 635.478 -0.04% 6.41%
CILI15 2.589%
Composite Inflation 251.001
Linked Index Top 15 251.105 -0.41% -0.68%
ICOR 3.255%
CILI15 Issuer Class 277.434
Split - ICOR 277.367 0.17% 2.43%
IGOV 2.559%
CILI15 Issuer Class 249.676
Split - IGOV 249.789 -0.44% -0.84%
ISOE 2.999%
CILI15 Issuer Class 255.112
Split - ISOE 255.052 0.07% 1.81%
MMI JSE Money Market Index
0 235.413 235.367 0.32% 1.56%

ALBI Constituent Bonds

Bond Issuer Maturity MTM Previous YTD Low YTD High

R159 REPUBLIC OF SOUTH
Jan 2020
AFRICA 6.720% 6.720% 6.58% 7.31%
R203 REPUBLIC OF SOUTH
Feb 2020
AFRICA 7.960% 7.950% 7.69% 8.40%
ES18 ESKOM HOLDINGS
MarLIMITED
2021 7.020% 7.020% 6.88% 7.59%
R204 REPUBLIC OF SOUTH
Jan 2023
AFRICA 8.545% 8.545% 8.43% 8.98%
R207 REPUBLIC OF SOUTH
Feb 2023
AFRICA 8.735% 8.735% 8.57% 9.19%
R208 REPUBLIC OF SOUTH
Feb 2023
AFRICA 7.435% 7.435% 7.32% 7.94%
ES23 ESKOM HOLDINGSAprLIMITED
2026 9.400% 9.400% 9.26% 9.85%
DV23 DEVELOPMENT DecBANK
2026
OF SOUTHERN
8.110% AFRICA 8.110% 7.97% 8.64%
R2023 REPUBLIC OF SOUTH
Jan 2030
AFRICA 8.575% 8.575% 8.40% 9.19%
ES26 ESKOM HOLDINGSFebLIMITED
2031 8.650% 8.650% 8.48% 9.25%
R186 REPUBLIC OF SOUTH
Mar 2032
AFRICA 8.770% 8.770% 8.61% 9.39%
R2030 REPUBLIC OF SOUTH
Sep 2033
AFRICA 10.315% 10.325% 10.14% 10.76%
R213 REPUBLIC OF SOUTH
Feb 2035
AFRICA 8.965% 8.965% 8.75% 9.58%
R2032 REPUBLIC OF SOUTH
Mar 2036
AFRICA 8.965% 8.965% 8.74% 9.52%
ES33 ESKOM HOLDINGSJanLIMITED
2037 9.045% 9.045% 8.84% 9.68%
R209 REPUBLIC OF SOUTH
Jan 2040
AFRICA 9.130% 9.130% 8.89% 9.77%
R2037 REPUBLIC OF SOUTH
Feb 2041
AFRICA 9.100% 9.100% 8.87% 9.74%
R214 REPUBLIC OF SOUTH
Apr 2042
AFRICA 10.505% 10.510% 10.28% 11.05%
R2044 REPUBLIC OF SOUTH
Jan 2044
AFRICA 9.180% 9.180% 8.91% 9.82%
R2048 REPUBLIC OF SOUTH
Feb 2048
AFRICA 9.145% 9.145% 8.89% 9.77%

Other Rates

Code Description Rate Previous YTD Low YTD High

SAFEX SAFEX Overnight Deposit Rate6.550% 6.540% 6.50% 6.56%
JIBAR1 JIBAR 1 Month 6.892% 6.892% 6.89% 6.92%
JIBAR3 JIBAR 3 Month 7.125% 7.125% 7.13% 7.16%
JIBAR6 JIBAR 6 Month 7.542% 7.542% 7.53% 7.60%
RSA 2 year retail bond 7.00% 0 0 0
RSA 3 year retail bond 7.25% 0 0 0
RSA 5 year retail bond 8.00% 0 0 0
RSA 3 year inflation linked retail
3.00%
bond 0 0 0
RSA 5 year inflation linked retail
3.25%
bond 0 0 0
RSA 10 year inflation linked retail
3.50%
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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Zero
Par/Swap