Markets and Commodity figures

19 October 2017

Total Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Deals Nominal Consideration Deals Nominal Consideration
Current Day 1 733 26.49 bn Rbn 28.05 228 20.74 bn Rbn 20.37
Week to Date 5 780 123.78 bn Rbn 127.28 1 536 194.05 bn Rbn 187.66
Month to Date 18 205 487.08 bn Rbn 502.79 4 915 624.91 bn Rbn 606.27
Year to Date 229 926 6 055.67 bn Rbn 6 361.01 63 514 7 799.54 bn Rbn 7 608.43

Foreign Client Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Party Deals Nominal Consideration Deals Nominal Consideration
Buy 80 2.47 bn Rbn 2.62 22 1.06 bn Rbn 0.95
Current Day Sell 71 2.32 bn Rbn 2.30 14 4.97 bn Rbn 5.45
Net 9 0.15 bn Rbn 0.32 8 -3.91 bn Rbn -4.50
Buy 370 11.28 bn Rbn 11.79 110 8.58 bn Rbn 8.05
Week to Date Sell 311 11.35 bn Rbn 11.57 71 24.00 bn Rbn 26.24
Net 59 -0.06 bn Rbn 0.22 39 -15.42 bn Rbn -18.19
Buy 1 347 59.52 bn Rbn 61.09 387 34.15 bn Rbn 31.64
Month to Date Sell 1 113 59.02 bn Rbn 60.76 240 74.90 bn Rbn 80.94
Net 234 0.51 bn Rbn 0.33 147 -40.75 bn Rbn -49.30
Buy 18 762 819.96 bn Rbn 848.43 4 655 407.87 bn Rbn 386.24
Year to Date Sell 15 243 749.59 bn Rbn 780.61 2 247 463.02 bn Rbn 476.74
Net 3 519 70.37 bn Rbn 67.82 2 408 -55.15 bn Rbn -90.50

Index Levels

Code Index Yield Index Previous Return MTD Return YTD

ALBI20 9.084%
All Bond Index Top 569.328
20 Composite 570.240 -1.02% 6.72%
GOVI 8.996%Split - 567.928
ALBI20 Issuer Class GOVI 568.855 -1.03% 6.87%
OTHI 9.316%
ALBI20 Issuer Class Split - 578.883
OTHI 579.761 -1.00% 6.32%
CILI15 2.499%
Composite Inflation 250.699
Linked Index Top 15 250.656 0.23% 2.05%
ICOR 3.456%
CILI15 Issuer Class 267.634
Split - ICOR 267.532 0.41% 7.64%
IGOV 2.457%
CILI15 Issuer Class 249.812
Split - IGOV 249.770 0.22% 1.81%
ISOE 3.075%
CILI15 Issuer Class 247.995
Split - ISOE 247.959 0.36% 5.03%
MMI JSE Money Market Index
0 228.568 228.525 0.38% 6.26%

ALBI Constituent Bonds

Bond Issuer Maturity MTM Previous YTD Low YTD High

R159 REPUBLIC OF SOUTH
Dec 2018
AFRICA 7.155% 7.130% 6.82% 7.97%
R203 REPUBLIC OF SOUTH
Jan 2020
AFRICA 7.445% 7.415% 7.03% 8.15%
ES18 ESKOM HOLDINGS
MarLIMITED
2021 7.685% 7.650% 7.25% 8.31%
R204 REPUBLIC OF SOUTH
Jan 2023
AFRICA 9.095% 9.065% 8.71% 9.46%
R207 REPUBLIC OF SOUTH
Feb 2023
AFRICA 9.465% 9.435% 9.13% 10.27%
R208 REPUBLIC OF SOUTH
Feb 2023
AFRICA 8.065% 8.035% 7.68% 8.65%
ES23 ESKOM HOLDINGSAprLIMITED
2026 9.955% 9.915% 9.30% 10.09%
DV23 DEVELOPMENT DecBANK
2026
OF SOUTHERN
8.785% AFRICA 8.745% 8.31% 9.00%
R2023 REPUBLIC OF SOUTH
Jan 2030
AFRICA 9.380% 9.340% 8.70% 9.47%
ES26 ESKOM HOLDINGSFebLIMITED
2031 9.465% 9.425% 8.74% 9.55%
R186 REPUBLIC OF SOUTH
Mar 2032
AFRICA 9.585% 9.545% 8.84% 9.66%
R2030 REPUBLIC OF SOUTH
Sep 2033
AFRICA 10.910% 10.890% 10.05% 11.01%
R213 REPUBLIC OF SOUTH
Feb 2035
AFRICA 9.755% 9.730% 9.04% 9.83%
R2032 REPUBLIC OF SOUTH
Mar 2036
AFRICA 9.705% 9.685% 9.03% 9.80%
ES33 ESKOM HOLDINGSJanLIMITED
2037 9.845% 9.825% 9.12% 9.91%
R209 REPUBLIC OF SOUTH
Jan 2040
AFRICA 9.910% 9.895% 9.14% 10.00%
R2037 REPUBLIC OF SOUTH
Feb 2041
AFRICA 9.830% 9.815% 9.10% 9.92%
R214 REPUBLIC OF SOUTH
Apr 2042
AFRICA 11.130% 11.115% 10.18% 11.18%
R2044 REPUBLIC OF SOUTH
Jan 2044
AFRICA 9.930% 9.920% 9.17% 10.03%
R2048 REPUBLIC OF SOUTH
Feb 2048
AFRICA 9.875% 9.860% 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 6.825% 6.825% 6.79% 7.12%
JIBAR3 JIBAR 3 Month 7.025% 7.025% 6.98% 7.38%
JIBAR6 JIBAR 6 Month 7.467% 7.458% 7.32% 8.00%
RSA 2 year retail bond 7.75% 0 0 0
RSA 3 year retail bond 8.00% 0 0 0
RSA 5 year retail bond 8.50% 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.