Markets and Commodity figures

12 July 2018

Total Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Deals Nominal Consideration Deals Nominal Consideration
Current Day 724 24.22 bn Rbn 24.93 190 24.42 bn Rbn 23.77
Week to Date 3 669 124.42 bn Rbn 129.23 1 343 182.75 bn Rbn 174.71
Month to Date 10 677 279.21 bn Rbn 284.46 3 082 406.76 bn Rbn 389.67
Year to Date 170 788 5 198.28 bn Rbn 5 414.74 41 355 5 342.27 bn Rbn 5 346.67

Foreign Client Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Party Deals Nominal Consideration Deals Nominal Consideration
Buy 46 2.86 bn Rbn 3.02 12 1.99 bn Rbn 1.98
Current Day Sell 40 2.85 bn Rbn 2.74 16 5.17 bn Rbn 4.94
Net 6 0.01 bn Rbn 0.28 -4 -3.17 bn Rbn -2.95
Buy 308 16.60 bn Rbn 17.38 79 12.93 bn Rbn 12.48
Week to Date Sell 258 14.96 bn Rbn 15.33 49 13.85 bn Rbn 13.60
Net 50 1.64 bn Rbn 2.04 30 -0.92 bn Rbn -1.12
Buy 646 38.06 bn Rbn 39.12 205 40.60 bn Rbn 37.88
Month to Date Sell 605 38.06 bn Rbn 38.08 92 19.86 bn Rbn 19.61
Net 41 0.01 bn Rbn 1.03 113 20.74 bn Rbn 18.27
Buy 11 615 649.19 bn Rbn 678.41 2 180 309.39 bn Rbn 292.12
Year to Date Sell 10 960 682.73 bn Rbn 712.85 2 381 645.40 bn Rbn 686.59
Net 655 -33.53 bn Rbn -34.44 -201 -336.01 bn Rbn -394.47

Index Levels

Code Index Yield Index Previous Return MTD Return YTD

ALBI20 9.039%
All Bond Index Top 616.131
20 Composite 617.055 0.79% 4.79%
GOVI 9.093%Split - 611.759
ALBI20 Issuer Class GOVI 612.711 0.83% 4.29%
OTHI 8.878%
ALBI20 Issuer Class Split - 634.394
OTHI 635.239 0.66% 6.20%
CILI15 2.976%
Composite Inflation 249.946
Linked Index Top 15 250.250 -0.54% -1.10%
ICOR 3.820%
CILI15 Issuer Class 279.400
Split - ICOR 279.515 -0.30% 3.16%
IGOV 2.936%
CILI15 Issuer Class 248.581
Split - IGOV 248.893 -0.55% -1.27%
ISOE 3.690%
CILI15 Issuer Class 254.023
Split - ISOE 254.115 -0.05% 1.38%
MMI JSE Money Market Index
0 240.929 240.881 0.25% 3.94%

ALBI Constituent Bonds

Bond Issuer Maturity MTM Previous YTD Low YTD High

R159 REPUBLIC OF SOUTH
Jan 2020
AFRICA 7.450% 7.430% 6.58% 7.81%
R203 REPUBLIC OF SOUTH
Feb 2020
AFRICA 8.550% 8.530% 7.69% 8.89%
ES18 ESKOM HOLDINGS
MarLIMITED
2021 7.750% 7.730% 6.87% 8.10%
R204 REPUBLIC OF SOUTH
Jan 2023
AFRICA 9.305% 9.280% 8.35% 9.64%
R207 REPUBLIC OF SOUTH
Feb 2023
AFRICA 9.465% 9.440% 8.57% 9.82%
R208 REPUBLIC OF SOUTH
Feb 2023
AFRICA 8.165% 8.140% 7.24% 8.50%
ES23 ESKOM HOLDINGSAprLIMITED
2026 10.010% 9.990% 9.17% 10.44%
DV23 DEVELOPMENT DecBANK
2026
OF SOUTHERN
8.730% AFRICA 8.710% 7.88% 9.16%
R2023 REPUBLIC OF SOUTH
Jan 2030
AFRICA 9.115% 9.095% 8.28% 9.57%
ES26 ESKOM HOLDINGSFebLIMITED
2031 9.210% 9.190% 8.36% 9.64%
R186 REPUBLIC OF SOUTH
Mar 2032
AFRICA 9.320% 9.295% 8.46% 9.74%
R2030 REPUBLIC OF SOUTH
Sep 2033
AFRICA 10.765% 10.740% 9.96% 11.14%
R213 REPUBLIC OF SOUTH
Feb 2035
AFRICA 9.455% 9.430% 8.61% 9.82%
R2032 REPUBLIC OF SOUTH
Mar 2036
AFRICA 9.435% 9.410% 8.62% 9.81%
ES33 ESKOM HOLDINGSJanLIMITED
2037 9.525% 9.500% 8.69% 9.88%
R209 REPUBLIC OF SOUTH
Jan 2040
AFRICA 9.610% 9.580% 8.76% 9.95%
R2037 REPUBLIC OF SOUTH
Feb 2041
AFRICA 9.600% 9.570% 8.73% 9.94%
R214 REPUBLIC OF SOUTH
Apr 2042
AFRICA 10.990% 10.960% 10.13% 11.33%
R2044 REPUBLIC OF SOUTH
Jan 2044
AFRICA 9.640% 9.615% 8.80% 9.98%
R2048 REPUBLIC OF SOUTH
Feb 2048
AFRICA 9.635% 9.610% 8.76% 9.97%

Other Rates

Code Description Rate Previous YTD Low YTD High

SAFEX SAFEX Overnight Deposit Rate6.310% 6.310% 6.31% 6.56%
JIBAR1 JIBAR 1 Month 6.733% 6.733% 6.63% 6.92%
JIBAR3 JIBAR 3 Month 6.958% 6.958% 6.87% 7.16%
JIBAR6 JIBAR 6 Month 7.525% 7.517% 7.38% 7.60%
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
2.50%
bond 0 0 0
RSA 5 year inflation linked retail
2.75%
bond 0 0 0
RSA 10 year inflation linked retail
3.00%
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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