Markets and Commodity figures

30 November 2017

Total Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Deals Nominal Consideration Deals Nominal Consideration
Current Day 1 324 83.33 bn Rbn 81.54 140 16.74 bn Rbn 16.88
Week to Date 5 241 222.52 bn Rbn 222.11 1 160 152.44 bn Rbn 148.57
Month to Date 29 696 921.99 bn Rbn 924.80 6 566 853.05 bn Rbn 816.18
Year to Date 274 190 7 384.29 bn Rbn 7 699.27 73 340 9 043.50 bn Rbn 8 799.62

Foreign Client Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Party Deals Nominal Consideration Deals Nominal Consideration
Buy 153 12.14 bn Rbn 11.24 24 1.52 bn Rbn 1.36
Current Day Sell 209 14.66 bn Rbn 14.77 10 5.33 bn Rbn 5.85
Net -56 -2.52 bn Rbn -3.54 14 -3.81 bn Rbn -4.49
Buy 505 35.95 bn Rbn 35.10 98 12.15 bn Rbn 11.15
Week to Date Sell 577 41.06 bn Rbn 41.25 53 19.43 bn Rbn 20.93
Net -72 -5.11 bn Rbn -6.15 45 -7.29 bn Rbn -9.78
Buy 2 541 129.07 bn Rbn 127.93 613 60.89 bn Rbn 54.44
Month to Date Sell 2 094 135.53 bn Rbn 136.34 324 137.91 bn Rbn 148.17
Net 447 -6.46 bn Rbn -8.41 289 -77.02 bn Rbn -93.73
Buy 22 442 996.16 bn Rbn 1 024.15 5 513 490.83 bn Rbn 460.78
Year to Date Sell 18 392 942.13 bn Rbn 973.95 2 756 651.44 bn Rbn 678.39
Net 4 050 54.03 bn Rbn 50.20 2 757 -160.61 bn Rbn -217.62

Index Levels

Code Index Yield Index Previous Return MTD Return YTD

ALBI20 9.446%
All Bond Index Top 556.492
20 Composite 560.083 -0.97% 4.32%
GOVI 9.445%Split - 554.721
ALBI20 Issuer Class GOVI 558.291 -1.00% 4.39%
OTHI 9.446%
ALBI20 Issuer Class Split - 566.952
OTHI 570.645 -0.89% 4.13%
CILI15 2.891%
Composite Inflation 240.818
Linked Index Top 15 240.073 -3.14% -1.97%
ICOR 3.786%
CILI15 Issuer Class 264.008
Split - ICOR 262.790 -0.90% 6.18%
IGOV 2.850%
CILI15 Issuer Class 239.623
Split - IGOV 238.905 -3.25% -2.34%
ISOE 3.418%
CILI15 Issuer Class 243.913
Split - ISOE 242.691 -1.16% 3.30%
MMI JSE Money Market Index
0 230.376 230.332 0.58% 7.10%

ALBI Constituent Bonds

Bond Issuer Maturity MTM Previous YTD Low YTD High

R159 REPUBLIC OF SOUTH
Jan 2020
AFRICA 8.110% 8.020% 7.03% 8.19%
R203 REPUBLIC OF SOUTH
Feb 2020
AFRICA 9.200% 9.110% 8.33% 9.75%
ES18 ESKOM HOLDINGS
MarLIMITED
2021 8.350% 8.260% 7.25% 8.43%
R204 REPUBLIC OF SOUTH
Jan 2023
AFRICA 9.720% 9.630% 8.71% 9.83%
R207 REPUBLIC OF SOUTH
Feb 2023
AFRICA 9.930% 9.840% 9.13% 10.27%
R208 REPUBLIC OF SOUTH
Feb 2023
AFRICA 8.680% 8.590% 7.68% 8.79%
ES23 ESKOM HOLDINGSAprLIMITED
2026 10.540% 10.460% 9.30% 10.65%
DV23 DEVELOPMENT DecBANK
2026
OF SOUTHERN
9.350% AFRICA 9.270% 8.31% 9.47%
R2023 REPUBLIC OF SOUTH
Jan 2030
AFRICA 9.830% 9.740% 8.70% 9.95%
ES26 ESKOM HOLDINGSFebLIMITED
2031 9.905% 9.815% 8.74% 10.02%
R186 REPUBLIC OF SOUTH
Mar 2032
AFRICA 10.020% 9.930% 8.84% 10.14%
R2030 REPUBLIC OF SOUTH
Sep 2033
AFRICA 11.340% 11.240% 10.05% 11.49%
R213 REPUBLIC OF SOUTH
Feb 2035
AFRICA 10.175% 10.070% 9.04% 10.33%
R2032 REPUBLIC OF SOUTH
Mar 2036
AFRICA 10.100% 10.000% 9.03% 10.25%
ES33 ESKOM HOLDINGSJanLIMITED
2037 10.260% 10.155% 9.12% 10.41%
R209 REPUBLIC OF SOUTH
Jan 2040
AFRICA 10.350% 10.250% 9.14% 10.51%
R2037 REPUBLIC OF SOUTH
Feb 2041
AFRICA 10.285% 10.180% 9.10% 10.43%
R214 REPUBLIC OF SOUTH
Apr 2042
AFRICA 11.595% 11.490% 10.18% 11.74%
R2044 REPUBLIC OF SOUTH
Jan 2044
AFRICA 10.400% 10.295% 9.17% 10.55%
R2048 REPUBLIC OF SOUTH
Feb 2048
AFRICA 10.355% 10.250% 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 6.858% 6.858% 6.79% 7.12%
JIBAR3 JIBAR 3 Month 7.125% 7.125% 6.98% 7.38%
JIBAR6 JIBAR 6 Month 7.708% 7.700% 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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