08 December 2016
Deals
1 255
4 405
6 624
275 288
Current Day
Week to Date
Month to Date
Year to Date
Standard Turnover
Nominal
Consideration
50.60 bn Rbn
51.18
121.34 bn Rbn
128.03
175.46 bn Rbn
185.17
7 154.04 bn Rbn
7 406.43
Deals
182
1 513
1 877
83 493
REPO 1 Turnover
Nominal
Consideration
13.69 bn Rbn
13.49
144.09 bn Rbn
145.46
173.02 bn Rbn
172.98
9 629.71 bn Rbn
9 406.98
Party
Current Day
Week to Date
Month to Date
Year to Date
Buy
Sell
Net
Buy
Sell
Net
Buy
Sell
Net
Buy
Sell
Net
Deals
108
112
-4
360
446
-86
538
637
-99
22 920
19 940
2 980
Standard Turnover
Nominal
Consideration
6.82 bn Rbn
6.75
5.79 bn Rbn
5.91
1.03 bn Rbn
0.84
17.89 bn Rbn
17.99
16.71 bn Rbn
17.20
1.18 bn Rbn
0.80
23.54 bn Rbn
23.94
25.05 bn Rbn
25.72
-1.51 bn Rbn
-1.78
933.87 bn Rbn
943.61
895.97 bn Rbn
911.85
37.89 bn Rbn
31.75
Deals
12
6
6
85
31
54
110
40
70
5 028
3 317
1 711
REPO 1 Turnover
Nominal
Consideration
0.71 bn Rbn
0.70
0.95 bn Rbn
0.91
-0.24 bn Rbn
-0.21
7.16 bn Rbn
6.94
2.86 bn Rbn
2.92
4.30 bn Rbn
4.02
8.49 bn Rbn
8.17
4.46 bn Rbn
4.61
4.03 bn Rbn
3.56
629.24 bn Rbn
603.62
543.56 bn Rbn
520.58
85.68 bn Rbn
83.05
Index Levels
Code
ALBI20
GOVI
OTHI
CILI15
ICOR
IGOV
Index
Yield
Index
All Bond Index Top
20 Composite
8.964%
531.219
ALBI20 Issuer Class
GOVI
8.905%Split - 529.146
ALBI20 Issuer Class
Split
OTHI
9.126%
542.231
Composite Inflation
Linked Index
Top 15
2.245%
243.715
CILI15 Issuer Class
Split - ICOR
3.480%
246.785
CILI15 Issuer Class
Split - IGOV
2.180%
243.378
Previous
532.532
530.465
543.542
245.235
247.912
244.938
Return MTD
1.14%
1.15%
1.12%
-1.28%
-0.51%
-1.34%
Return YTD
14.96%
14.45%
16.25%
5.22%
2.76%
5.26%
ISOE
MMI
235.842
214.056
-0.58%
0.17%
6.15%
7.24%
Previous
8.480%
7.800%
8.055%
8.240%
9.370%
8.560%
9.810%
8.840%
9.260%
9.275%
9.400%
10.460%
9.515%
9.465%
9.570%
9.600%
9.530%
10.605%
9.605%
9.580%
YTD Low
8.19%
7.57%
7.73%
7.89%
8.83%
8.10%
9.28%
8.40%
8.74%
8.79%
8.87%
9.88%
8.94%
8.91%
9.01%
9.03%
8.98%
9.98%
9.06%
9.04%
YTD High
9.69%
9.10%
9.36%
9.53%
10.46%
9.73%
10.71%
9.84%
10.20%
10.23%
10.32%
11.21%
10.36%
10.29%
10.40%
10.48%
10.39%
11.33%
10.46%
10.43%
Previous
6.780%
7.108%
7.358%
7.967%
0
0
0
0
0
0
YTD Low
6.00%
6.40%
6.63%
7.45%
0
0
0
0
0
0
YTD High
6.80%
7.12%
7.37%
8.06%
0
0
0
0
0
0
Issuer
Maturity
MTM
REPUBLIC OF SOUTH
Apr 2018
AFRICA 8.530%
REPUBLIC OF SOUTH
Dec 2018
AFRICA 7.850%
ESKOM HOLDINGS
JanLIMITED
2020
8.100%
REPUBLIC OF SOUTH
Mar 2021
AFRICA 8.280%
REPUBLIC OF SOUTH
Jan 2023
AFRICA 9.410%
REPUBLIC OF SOUTH
Feb 2023
AFRICA 8.600%
ESKOM HOLDINGS
AprLIMITED
2026
9.850%
DEVELOPMENT Dec
BANK
2026
OF SOUTHERN
8.880% AFRICA
REPUBLIC OF SOUTH
Jan 2030
AFRICA 9.300%
ESKOM HOLDINGS
FebLIMITED
2031
9.315%
REPUBLIC OF SOUTH
Mar 2032
AFRICA 9.440%
REPUBLIC OF SOUTH
Sep 2033
AFRICA 10.495%
REPUBLIC OF SOUTH
Feb 2035
AFRICA 9.550%
REPUBLIC OF SOUTH
Mar 2036
AFRICA 9.500%
ESKOM HOLDINGS
JanLIMITED
2037
9.610%
REPUBLIC OF SOUTH
Jan 2040
AFRICA 9.635%
REPUBLIC OF SOUTH
Feb 2041
AFRICA 9.565%
REPUBLIC OF SOUTH
Apr 2042
AFRICA 10.640%
REPUBLIC OF SOUTH
Jan 2044
AFRICA 9.640%
REPUBLIC OF SOUTH
Feb 2048
AFRICA 9.615%
Other Rates
Code
SAFEX
JIBAR1
JIBAR3
JIBAR6
Description
Rate
SAFEX Overnight Deposit Rate6.780%
JIBAR 1 Month
7.108%
JIBAR 3 Month
7.358%
JIBAR 6 Month
7.967%
RSA 2 year retail bond
8.50%
RSA 3 year retail bond
9.00%
RSA 5 year retail bond
9.25%
RSA 3 year inflation linked retail
1.75%
bond
RSA 5 year inflation linked retail
2.00%
bond
RSA 10 year inflation linked retail
2.25%
bond
Zero
6.60
Par/Swap
6.10
5.60
5.10
DATA
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4.60
sequence,2015
accuracy, completeness,
reliability or any other aspect
(Data), or that any Data is
up to date.
2020
2026 of any of the data 2031
2037
2042
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2048
2053
2059
Zero
Par/Swap