Markets and Commodity figures

23 April 2018

Total Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Deals Nominal Consideration Deals Nominal Consideration
Current Day 870 22.01 bn Rbn 23.77 212 36.32 bn Rbn 36.73
Week to Date 870 22.01 bn Rbn 23.77 212 36.32 bn Rbn 36.73
Month to Date 16 757 403.80 bn Rbn 431.84 4 144 617.78 bn Rbn 636.07
Year to Date 95 013 2 984.74 bn Rbn 3 116.49 23 433 3 007.17 bn Rbn 3 066.08

Foreign Client Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Party Deals Nominal Consideration Deals Nominal Consideration
Buy 51 2.34 bn Rbn 2.53 12 2.91 bn Rbn 2.52
Current Day Sell 53 2.74 bn Rbn 2.92 25 5.52 bn Rbn 5.89
Net -2 -0.40 bn Rbn -0.39 -13 -2.61 bn Rbn -3.37
Buy 51 2.34 bn Rbn 2.53 12 2.91 bn Rbn 2.52
Week to Date Sell 53 2.74 bn Rbn 2.92 25 5.52 bn Rbn 5.89
Net -2 -0.40 bn Rbn -0.39 -13 -2.61 bn Rbn -3.37
Buy 1 038 53.53 bn Rbn 57.33 200 27.90 bn Rbn 26.93
Month to Date Sell 935 52.56 bn Rbn 56.13 338 115.28 bn Rbn 124.43
Net 103 0.97 bn Rbn 1.20 -138 -87.39 bn Rbn -97.51
Buy 6 702 386.68 bn Rbn 404.72 1 139 130.47 bn Rbn 124.94
Year to Date Sell 6 061 365.04 bn Rbn 384.69 1 521 479.09 bn Rbn 521.59
Net 641 21.64 bn Rbn 20.04 -382 -348.61 bn Rbn -396.65

Index Levels

Code Index Yield Index Previous Return MTD Return YTD

ALBI20 8.651%
All Bond Index Top 630.540
20 Composite 636.311 -0.75% 7.24%
GOVI 8.531%Split - 627.156
ALBI20 Issuer Class GOVI 632.681 -0.72% 6.91%
OTHI 8.956%
ALBI20 Issuer Class Split - 645.776
OTHI 652.253 -0.83% 8.11%
CILI15 2.493%
Composite Inflation 256.704
Linked Index Top 15 257.085 -2.43% 1.57%
ICOR 3.233%
CILI15 Issuer Class 280.927
Split - ICOR 281.096 -0.74% 3.72%
IGOV 2.453%
CILI15 Issuer Class 255.589
Split - IGOV 255.975 -2.50% 1.51%
ISOE 3.195%
CILI15 Issuer Class 254.722
Split - ISOE 255.154 -1.37% 1.66%
MMI JSE Money Market Index
0 237.273 237.133 0.49% 2.36%

ALBI Constituent Bonds

Bond Issuer Maturity MTM Previous YTD Low YTD High

R159 REPUBLIC OF SOUTH
Jan 2020
AFRICA 7.055% 6.925% 6.58% 7.31%
R203 REPUBLIC OF SOUTH
Feb 2020
AFRICA 8.295% 8.165% 7.69% 8.40%
ES18 ESKOM HOLDINGS
MarLIMITED
2021 7.275% 7.145% 6.87% 7.59%
R204 REPUBLIC OF SOUTH
Jan 2023
AFRICA 8.805% 8.675% 8.35% 8.98%
R207 REPUBLIC OF SOUTH
Feb 2023
AFRICA 8.985% 8.855% 8.57% 9.19%
R208 REPUBLIC OF SOUTH
Feb 2023
AFRICA 7.635% 7.505% 7.24% 7.94%
ES23 ESKOM HOLDINGSAprLIMITED
2026 9.430% 9.305% 9.17% 9.85%
DV23 DEVELOPMENT DecBANK
2026
OF SOUTHERN
8.150% AFRICA 8.025% 7.88% 8.64%
R2023 REPUBLIC OF SOUTH
Jan 2030
AFRICA 8.540% 8.415% 8.28% 9.19%
ES26 ESKOM HOLDINGSFebLIMITED
2031 8.620% 8.495% 8.36% 9.25%
R186 REPUBLIC OF SOUTH
Mar 2032
AFRICA 8.715% 8.590% 8.46% 9.39%
R2030 REPUBLIC OF SOUTH
Sep 2033
AFRICA 10.220% 10.100% 9.96% 10.76%
R213 REPUBLIC OF SOUTH
Feb 2035
AFRICA 8.860% 8.740% 8.61% 9.58%
R2032 REPUBLIC OF SOUTH
Mar 2036
AFRICA 8.890% 8.770% 8.62% 9.52%
ES33 ESKOM HOLDINGSJanLIMITED
2037 8.955% 8.835% 8.69% 9.68%
R209 REPUBLIC OF SOUTH
Jan 2040
AFRICA 9.020% 8.900% 8.76% 9.77%
R2037 REPUBLIC OF SOUTH
Feb 2041
AFRICA 9.010% 8.885% 8.73% 9.74%
R214 REPUBLIC OF SOUTH
Apr 2042
AFRICA 10.405% 10.280% 10.13% 11.05%
R2044 REPUBLIC OF SOUTH
Jan 2044
AFRICA 9.065% 8.940% 8.80% 9.82%
R2048 REPUBLIC OF SOUTH
Feb 2048
AFRICA 9.045% 8.925% 8.76% 9.77%

Other Rates

Code Description Rate Previous YTD Low YTD High

SAFEX SAFEX Overnight Deposit Rate6.320% 6.320% 6.32% 6.56%
JIBAR1 JIBAR 1 Month 6.675% 6.675% 6.63% 6.92%
JIBAR3 JIBAR 3 Month 6.900% 6.900% 6.87% 7.16%
JIBAR6 JIBAR 6 Month 7.375% 7.392% 7.38% 7.60%
RSA 2 year retail bond 6.75% 0 0 0
RSA 3 year retail bond 7.00% 0 0 0
RSA 5 year retail bond 7.75% 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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