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Markets and Commodity figures

19 March 2018

Total Market Turnover Statistics

Standard Turnover REPO 1 Turnover


Deals Nominal Consideration Deals Nominal Consideration
Current Day 762 16.98 bn Rbn 17.70 501 69.09 bn Rbn 69.52
Week to Date 762 16.98 bn Rbn 17.70 501 69.09 bn Rbn 69.52
Month to Date 16 619 419.27 bn Rbn 440.47 3 858 532.65 bn Rbn 545.38
Year to Date 68 407 2 312.98 bn Rbn 2 398.74 17 908 2 184.07 bn Rbn 2 213.22

Foreign Client Market Turnover Statistics

Standard Turnover REPO 1 Turnover


Party Deals Nominal Consideration Deals Nominal Consideration
Buy 42 1.83 bn Rbn 1.91 17 1.96 bn Rbn 1.93
Current Day Sell 25 1.93 bn Rbn 1.97 30 10.06 bn Rbn 11.18
Net 17 -0.10 bn Rbn -0.06 -13 -8.10 bn Rbn -9.26
Buy 42 1.83 bn Rbn 1.91 17 1.96 bn Rbn 1.93
Week to Date Sell 25 1.93 bn Rbn 1.97 30 10.06 bn Rbn 11.18
Net 17 -0.10 bn Rbn -0.06 -13 -8.10 bn Rbn -9.26
Buy 946 56.83 bn Rbn 59.28 204 29.26 bn Rbn 27.78
Month to Date Sell 776 47.90 bn Rbn 51.58 258 79.52 bn Rbn 88.25
Net 170 8.93 bn Rbn 7.70 -54 -50.26 bn Rbn -60.47
Buy 4 833 291.41 bn Rbn 303.45 863 92.10 bn Rbn 87.95
Year to Date Sell 4 453 275.91 bn Rbn 289.17 1 032 317.69 bn Rbn 347.08
Net 380 15.50 bn Rbn 14.28 -169 -225.59 bn Rbn -259.12

Index Levels

Code Index Yield Index Previous Return MTD Return YTD


ALBI20 8.698%
All Bond Index Top 620.843
20 Composite 623.262 -0.26% 5.59%
GOVI 8.561%Split - 618.468
ALBI20 Issuer Class GOVI 620.782 -0.20% 5.43%
OTHI 9.059%
ALBI20 Issuer Class Split - 633.255
OTHI 635.980 -0.42% 6.01%
CILI15 2.586%
Composite Inflation 251.254
Linked Index Top 15 251.114 -0.31% -0.58%
ICOR 3.255%
CILI15 Issuer Class 277.637
Split - ICOR 277.569 0.24% 2.51%
IGOV 2.556%
CILI15 Issuer Class 249.931
Split - IGOV 249.788 -0.34% -0.74%
ISOE 2.999%
CILI15 Issuer Class 255.293
Split - ISOE 255.233 0.14% 1.89%
MMI JSE Money Market Index
0 235.550 235.413 0.38% 1.62%

ALBI Constituent Bonds

Bond Issuer Maturity MTM Previous YTD Low YTD High


R159 REPUBLIC OF SOUTH
Jan 2020
AFRICA 6.780% 6.720% 6.58% 7.31%
R203 REPUBLIC OF SOUTH
Feb 2020
AFRICA 8.020% 7.960% 7.69% 8.40%
ES18 ESKOM HOLDINGS
MarLIMITED
2021 7.080% 7.020% 6.88% 7.59%
R204 REPUBLIC OF SOUTH
Jan 2023
AFRICA 8.605% 8.545% 8.43% 8.98%
R207 REPUBLIC OF SOUTH
Feb 2023
AFRICA 8.795% 8.735% 8.57% 9.19%
R208 REPUBLIC OF SOUTH
Feb 2023
AFRICA 7.495% 7.435% 7.32% 7.94%
ES23 ESKOM HOLDINGSAprLIMITED
2026 9.460% 9.400% 9.26% 9.85%
DV23 DEVELOPMENT DecBANK
2026
OF SOUTHERN
8.170% AFRICA 8.110% 7.97% 8.64%
R2023 REPUBLIC OF SOUTH
Jan 2030
AFRICA 8.635% 8.575% 8.40% 9.19%
ES26 ESKOM HOLDINGSFebLIMITED
2031 8.710% 8.650% 8.48% 9.25%
R186 REPUBLIC OF SOUTH
Mar 2032
AFRICA 8.830% 8.770% 8.61% 9.39%
R2030 REPUBLIC OF SOUTH
Sep 2033
AFRICA 10.365% 10.315% 10.14% 10.76%
R213 REPUBLIC OF SOUTH
Feb 2035
AFRICA 9.015% 8.965% 8.75% 9.58%
R2032 REPUBLIC OF SOUTH
Mar 2036
AFRICA 9.015% 8.965% 8.74% 9.52%
ES33 ESKOM HOLDINGSJanLIMITED
2037 9.105% 9.045% 8.84% 9.68%
R209 REPUBLIC OF SOUTH
Jan 2040
AFRICA 9.185% 9.130% 8.89% 9.77%
R2037 REPUBLIC OF SOUTH
Feb 2041
AFRICA 9.150% 9.100% 8.87% 9.74%
R214 REPUBLIC OF SOUTH
Apr 2042
AFRICA 10.555% 10.505% 10.28% 11.05%
R2044 REPUBLIC OF SOUTH
Jan 2044
AFRICA 9.230% 9.180% 8.91% 9.82%
R2048 REPUBLIC OF SOUTH
Feb 2048
AFRICA 9.195% 9.145% 8.89% 9.77%

Other Rates

Code Description Rate Previous YTD Low YTD High


SAFEX SAFEX Overnight Deposit Rate6.560% 6.550% 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 7.550% 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)
9.62
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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