Markets and Commodity figures

08 March 2017

Total Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Deals Nominal Consideration Deals Nominal Consideration
Current Day 1 020 21.51 bn Rbn 22.29 212 29.63 bn Rbn 28.96
Week to Date 3 040 62.55 bn Rbn 67.43 1 396 170.91 bn Rbn 166.65
Month to Date 6 355 131.60 bn Rbn 142.02 2 037 261.32 bn Rbn 254.32
Year to Date 49 806 1 280.94 bn Rbn 1 360.77 15 138 1 620.86 bn Rbn 1 595.63

Foreign Client Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Party Deals Nominal Consideration Deals Nominal Consideration
Buy 81 3.09 bn Rbn 3.17 19 2.79 bn Rbn 2.96
Current Day Sell 53 2.37 bn Rbn 2.59 1 0.21 bn Rbn 0.16
Net 28 0.72 bn Rbn 0.58 18 2.58 bn Rbn 2.80
Buy 275 9.17 bn Rbn 9.41 93 9.95 bn Rbn 9.99
Week to Date Sell 172 6.58 bn Rbn 6.88 21 1.58 bn Rbn 1.60
Net 103 2.59 bn Rbn 2.53 72 8.38 bn Rbn 8.39
Buy 503 18.11 bn Rbn 18.72 172 17.59 bn Rbn 17.82
Month to Date Sell 379 16.58 bn Rbn 17.39 39 2.66 bn Rbn 2.52
Net 124 1.53 bn Rbn 1.33 133 14.93 bn Rbn 15.30
Buy 3 950 161.80 bn Rbn 167.24 1 023 101.89 bn Rbn 101.77
Year to Date Sell 3 274 159.95 bn Rbn 166.46 335 34.34 bn Rbn 33.50
Net 676 1.85 bn Rbn 0.78 688 67.55 bn Rbn 68.26

Index Levels

Code Index Yield Index Previous Return MTD Return YTD

ALBI20 8.838%
All Bond Index Top 551.860
20 Composite 552.335 1.36% 3.45%
GOVI 8.770%Split - 549.659
ALBI20 Issuer Class GOVI 550.131 1.36% 3.44%
OTHI 9.015%
ALBI20 Issuer Class Split - 563.421
OTHI 563.911 1.36% 3.48%
CILI15 2.159%
Composite Inflation 249.460
Linked Index Top 15 249.611 -0.09% 1.55%
ICOR 3.375%
CILI15 Issuer Class 252.955
Split - ICOR 253.256 0.09% 1.74%
IGOV 2.104%
CILI15 Issuer Class 249.152
Split - IGOV 249.303 -0.10% 1.54%
ISOE 2.809%
CILI15 Issuer Class 240.025
Split - ISOE 240.103 0.07% 1.66%
MMI JSE Money Market Index
0 218.191 218.145 0.17% 1.44%

ALBI Constituent Bonds

Bond Issuer Maturity MTM Previous YTD Low YTD High

R159 REPUBLIC OF SOUTH
Dec 2018
AFRICA 7.440% 7.435% 7.44% 7.97%
R203 REPUBLIC OF SOUTH
Jan 2020
AFRICA 7.640% 7.640% 7.64% 8.15%
ES18 ESKOM HOLDINGS
MarLIMITED
2021 7.800% 7.795% 7.80% 8.31%
R204 REPUBLIC OF SOUTH
Jan 2023
AFRICA 9.020% 8.990% 8.99% 9.46%
R207 REPUBLIC OF SOUTH
Feb 2023
AFRICA 9.740% 9.710% 9.71% 10.27%
R208 REPUBLIC OF SOUTH
Feb 2023
AFRICA 8.180% 8.150% 8.15% 8.65%
ES23 ESKOM HOLDINGSAprLIMITED
2026 9.640% 9.625% 9.56% 9.93%
DV23 DEVELOPMENT DecBANK
2026
OF SOUTHERN
8.650% AFRICA 8.635% 8.57% 8.96%
R2023 REPUBLIC OF SOUTH
Jan 2030
AFRICA 9.045% 9.030% 8.96% 9.38%
ES26 ESKOM HOLDINGSFebLIMITED
2031 9.085% 9.070% 8.99% 9.40%
R186 REPUBLIC OF SOUTH
Mar 2032
AFRICA 9.180% 9.165% 9.10% 9.53%
R2030 REPUBLIC OF SOUTH
Sep 2033
AFRICA 10.335% 10.320% 10.23% 10.58%
R213 REPUBLIC OF SOUTH
Feb 2035
AFRICA 9.330% 9.315% 9.23% 9.64%
R2032 REPUBLIC OF SOUTH
Mar 2036
AFRICA 9.315% 9.300% 9.21% 9.58%
ES33 ESKOM HOLDINGSJanLIMITED
2037 9.425% 9.410% 9.32% 9.70%
R209 REPUBLIC OF SOUTH
Jan 2040
AFRICA 9.430% 9.415% 9.33% 9.69%
R2037 REPUBLIC OF SOUTH
Feb 2041
AFRICA 9.395% 9.380% 9.29% 9.63%
R214 REPUBLIC OF SOUTH
Apr 2042
AFRICA 10.480% 10.465% 10.37% 10.71%
R2044 REPUBLIC OF SOUTH
Jan 2044
AFRICA 9.470% 9.455% 9.37% 9.70%
R2048 REPUBLIC OF SOUTH
Feb 2048
AFRICA 9.465% 9.450% 9.36% 9.68%

Other Rates

Code Description Rate Previous YTD Low YTD High

SAFEX SAFEX Overnight Deposit Rate6.800% 6.800% 6.77% 6.80%
JIBAR1 JIBAR 1 Month 7.083% 7.083% 7.08% 7.12%
JIBAR3 JIBAR 3 Month 7.342% 7.342% 7.33% 7.37%
JIBAR6 JIBAR 6 Month 7.925% 7.917% 7.88% 7.97%
RSA 2 year retail bond 8.00% 0 0 0
RSA 3 year retail bond 8.25% 0 0 0
RSA 5 year retail bond 8.75% 0 0 0
RSA 3 year inflation linked retail
1.75%
bond 0 0 0
RSA 5 year inflation linked retail
2.00%
bond 0 0 0
RSA 10 year inflation linked retail
2.25%
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