Markets and Commodity figures

21 September 2017

Total Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Deals Nominal Consideration Deals Nominal Consideration
Current Day 1 624 47.52 bn Rbn 51.06 234 27.18 bn Rbn 26.12
Week to Date 4 912 133.37 bn Rbn 141.22 1 488 162.47 bn Rbn 157.43
Month to Date 19 216 447.72 bn Rbn 467.82 5 062 573.66 bn Rbn 555.73
Year to Date 205 027 5 317.42 bn Rbn 5 597.45 56 695 6 947.18 bn Rbn 6 781.58

Foreign Client Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Party Deals Nominal Consideration Deals Nominal Consideration
Buy 139 7.50 bn Rbn 7.78 20 1.19 bn Rbn 1.09
Current Day Sell 91 4.70 bn Rbn 4.72 15 1.57 bn Rbn 1.59
Net 48 2.79 bn Rbn 3.06 5 -0.38 bn Rbn -0.50
Buy 336 18.94 bn Rbn 19.74 88 5.68 bn Rbn 5.01
Week to Date Sell 262 14.15 bn Rbn 14.64 70 14.62 bn Rbn 15.51
Net 74 4.79 bn Rbn 5.10 18 -8.94 bn Rbn -10.50
Buy 1 232 66.91 bn Rbn 69.93 364 30.33 bn Rbn 28.79
Month to Date Sell 928 49.24 bn Rbn 51.56 254 52.63 bn Rbn 53.63
Net 304 17.67 bn Rbn 18.37 110 -22.30 bn Rbn -24.84
Buy 16 750 729.72 bn Rbn 754.91 4 127 363.12 bn Rbn 345.21
Year to Date Sell 13 662 658.05 bn Rbn 686.66 1 917 370.94 bn Rbn 377.43
Net 3 088 71.67 bn Rbn 68.25 2 210 -7.82 bn Rbn -32.22

Index Levels

Code Index Yield Index Previous Return MTD Return YTD

ALBI20 8.887%
All Bond Index Top 577.363
20 Composite 577.823 1.49% 8.23%
GOVI 8.799%Split - 575.999
ALBI20 Issuer Class GOVI 576.603 1.46% 8.39%
OTHI 9.120%
ALBI20 Issuer Class Split - 586.901
OTHI 586.978 1.56% 7.79%
CILI15 2.512%
Composite Inflation 249.409
Linked Index Top 15 249.383 0.78% 1.53%
ICOR 3.534%
CILI15 Issuer Class 265.262
Split - ICOR 265.164 0.80% 6.69%
IGOV 2.468%
CILI15 Issuer Class 248.550
Split - IGOV 248.529 0.79% 1.30%
ISOE 3.081%
CILI15 Issuer Class 246.760
Split - ISOE 246.637 0.58% 4.51%
MMI JSE Money Market Index
0 227.388 227.345 0.42% 5.71%

ALBI Constituent Bonds

Bond Issuer Maturity MTM Previous YTD Low YTD High

R159 REPUBLIC OF SOUTH
Dec 2018
AFRICA 6.855% 6.820% 6.82% 7.97%
R203 REPUBLIC OF SOUTH
Jan 2020
AFRICA 7.095% 7.025% 7.03% 8.15%
ES18 ESKOM HOLDINGS
MarLIMITED
2021 7.325% 7.245% 7.25% 8.31%
R204 REPUBLIC OF SOUTH
Jan 2023
AFRICA 8.785% 8.710% 8.71% 9.46%
R207 REPUBLIC OF SOUTH
Feb 2023
AFRICA 9.205% 9.130% 9.13% 10.27%
R208 REPUBLIC OF SOUTH
Feb 2023
AFRICA 7.755% 7.680% 7.68% 8.65%
ES23 ESKOM HOLDINGSAprLIMITED
2026 9.605% 9.560% 9.30% 10.09%
DV23 DEVELOPMENT DecBANK
2026
OF SOUTHERN
8.440% AFRICA 8.395% 8.31% 9.00%
R2023 REPUBLIC OF SOUTH
Jan 2030
AFRICA 9.010% 8.990% 8.70% 9.47%
ES26 ESKOM HOLDINGSFebLIMITED
2031 9.095% 9.080% 8.74% 9.55%
R186 REPUBLIC OF SOUTH
Mar 2032
AFRICA 9.225% 9.215% 8.84% 9.66%
R2030 REPUBLIC OF SOUTH
Sep 2033
AFRICA 10.600% 10.605% 10.05% 11.01%
R213 REPUBLIC OF SOUTH
Feb 2035
AFRICA 9.440% 9.445% 9.04% 9.83%
R2032 REPUBLIC OF SOUTH
Mar 2036
AFRICA 9.395% 9.400% 9.03% 9.80%
ES33 ESKOM HOLDINGSJanLIMITED
2037 9.555% 9.560% 9.12% 9.91%
R209 REPUBLIC OF SOUTH
Jan 2040
AFRICA 9.690% 9.695% 9.14% 10.00%
R2037 REPUBLIC OF SOUTH
Feb 2041
AFRICA 9.590% 9.595% 9.10% 9.92%
R214 REPUBLIC OF SOUTH
Apr 2042
AFRICA 10.890% 10.895% 10.18% 11.18%
R2044 REPUBLIC OF SOUTH
Jan 2044
AFRICA 9.715% 9.710% 9.17% 10.03%
R2048 REPUBLIC OF SOUTH
Feb 2048
AFRICA 9.680% 9.680% 9.16% 9.99%

Other Rates

Code Description Rate Previous YTD Low YTD High

SAFEX SAFEX Overnight Deposit Rate6.560% 6.560% 6.50% 6.83%
JIBAR1 JIBAR 1 Month 6.792% 6.792% 6.79% 7.12%
JIBAR3 JIBAR 3 Month 6.983% 6.983% 6.98% 7.38%
JIBAR6 JIBAR 6 Month 7.317% 7.317% 7.32% 8.00%
RSA 2 year retail bond 7.50% 0 0 0
RSA 3 year retail bond 7.75% 0 0 0
RSA 5 year retail bond 8.25% 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
DATA DISCLAIMER
To the extent allowed by law, JSE Limited (the JSE) does not (expressly, tacitly or implicitly) guarantee or warrant the availability,
sequence, accuracy, completeness, reliability or any other aspect of any of the data (Data), or that any Data is up to date.
To the extent allowed by law, neither the JSE nor any of its directors, officers, employees, contractors, agents or representatives are
liable in any way to the reader or to any other natural or juristic person (Person) for any loss or damage as a result of (i) the display
of any Data in this bulltetin, or (ii) any Data being unavailable in this bulletin at any time and for any reason, or (iii) any delay,
inaccuracy, error, or omission in relation to any Data, or (iv) any actions taken or not taken by or on behalf of any Person in reliance
on any Data. The JSE is entitled to terminate the production of any Data at any time, without notice and without liability to any Person.

These figures are supplied by parties external to Business Day. Business Day will not warrant the accuracy of the figures.