Anda di halaman 1dari 3

Markets and Commodity figures

01 February 2018

Total Market Turnover Statistics

Standard Turnover REPO 1 Turnover


Deals Nominal Consideration Deals Nominal Consideration
Current Day 2 047 89.41 bn Rbn 88.55 220 21.91 bn Rbn 21.70
Week to Date 6 333 261.71 bn Rbn 263.10 1 725 179.80 bn Rbn 178.38
Month to Date 2 047 89.41 bn Rbn 88.55 220 21.91 bn Rbn 21.70
Year to Date 26 744 933.19 bn Rbn 956.17 7 290 826.34 bn Rbn 829.44

Foreign Client Market Turnover Statistics

Standard Turnover REPO 1 Turnover


Party Deals Nominal Consideration Deals Nominal Consideration
Buy 210 6.93 bn Rbn 7.09 25 1.73 bn Rbn 1.60
Current Day Sell 126 5.32 bn Rbn 5.59 23 5.64 bn Rbn 5.39
Net 84 1.61 bn Rbn 1.49 2 -3.91 bn Rbn -3.79
Buy 567 26.67 bn Rbn 27.72 133 10.64 bn Rbn 10.34
Week to Date Sell 460 23.16 bn Rbn 24.23 121 22.85 bn Rbn 23.61
Net 107 3.51 bn Rbn 3.49 12 -12.21 bn Rbn -13.26
Buy 210 6.93 bn Rbn 7.09 25 1.73 bn Rbn 1.60
Month to Date Sell 126 5.32 bn Rbn 5.59 23 5.64 bn Rbn 5.39
Net 84 1.61 bn Rbn 1.49 2 -3.91 bn Rbn -3.79
Buy 2 462 132.54 bn Rbn 137.04 568 38.50 bn Rbn 37.32
Year to Date Sell 2 290 137.77 bn Rbn 141.92 637 151.98 bn Rbn 161.85
Net 172 -5.23 bn Rbn -4.88 -69 -113.48 bn Rbn -124.53

Index Levels

Code Index Yield Index Previous Return MTD Return YTD


ALBI20 8.890%
All Bond Index Top 601.009
20 Composite 598.896 0.35% 2.22%
GOVI 8.739%Split - 599.485
ALBI20 Issuer Class GOVI 597.609 0.31% 2.19%
OTHI 9.291%
ALBI20 Issuer Class Split - 610.939
OTHI 608.150 0.46% 2.27%
CILI15 2.695%
Composite Inflation 248.715
Linked Index Top 15 249.249 -0.21% -1.59%
ICOR 3.523%
CILI15 Issuer Class 271.691
Split - ICOR 272.008 -0.12% 0.31%
IGOV 2.657%
CILI15 Issuer Class 247.552
Split - IGOV 248.095 -0.22% -1.68%
ISOE 3.223%
CILI15 Issuer Class 250.300
Split - ISOE 250.666 -0.15% -0.11%
MMI JSE Money Market Index
0 233.381 233.334 0.02% 0.68%

ALBI Constituent Bonds

Bond Issuer Maturity MTM Previous YTD Low YTD High


R159 REPUBLIC OF SOUTH
Jan 2020
AFRICA 7.025% 7.050% 6.97% 7.31%
R203 REPUBLIC OF SOUTH
Feb 2020
AFRICA 8.115% 8.140% 8.06% 8.40%
ES18 ESKOM HOLDINGS
MarLIMITED
2021 7.315% 7.340% 7.26% 7.59%
R204 REPUBLIC OF SOUTH
Jan 2023
AFRICA 8.760% 8.785% 8.70% 8.98%
R207 REPUBLIC OF SOUTH
Feb 2023
AFRICA 8.970% 8.995% 8.91% 9.19%
R208 REPUBLIC OF SOUTH
Feb 2023
AFRICA 7.720% 7.745% 7.66% 7.94%
ES23 ESKOM HOLDINGSAprLIMITED
2026 9.655% 9.680% 9.56% 9.85%
DV23 DEVELOPMENT DecBANK
2026
OF SOUTHERN
8.435% AFRICA 8.460% 8.35% 8.64%
R2023 REPUBLIC OF SOUTH
Jan 2030
AFRICA 8.935% 8.975% 8.87% 9.19%
ES26 ESKOM HOLDINGSFebLIMITED
2031 9.015% 9.055% 8.94% 9.25%
R186 REPUBLIC OF SOUTH
Mar 2032
AFRICA 9.145% 9.185% 9.07% 9.39%
R2030 REPUBLIC OF SOUTH
Sep 2033
AFRICA 10.620% 10.670% 10.56% 10.76%
R213 REPUBLIC OF SOUTH
Feb 2035
AFRICA 9.325% 9.380% 9.30% 9.58%
R2032 REPUBLIC OF SOUTH
Mar 2036
AFRICA 9.325% 9.375% 9.27% 9.52%
ES33 ESKOM HOLDINGSJanLIMITED
2037 9.420% 9.470% 9.38% 9.68%
R209 REPUBLIC OF SOUTH
Jan 2040
AFRICA 9.515% 9.570% 9.44% 9.77%
R2037 REPUBLIC OF SOUTH
Feb 2041
AFRICA 9.480% 9.535% 9.41% 9.74%
R214 REPUBLIC OF SOUTH
Apr 2042
AFRICA 10.790% 10.845% 10.72% 11.05%
R2044 REPUBLIC OF SOUTH
Jan 2044
AFRICA 9.540% 9.595% 9.46% 9.82%
R2048 REPUBLIC OF SOUTH
Feb 2048
AFRICA 9.510% 9.565% 9.44% 9.77%

Other Rates

Code Description Rate Previous YTD Low YTD High


SAFEX SAFEX Overnight Deposit Rate6.550% 6.550% 6.53% 6.55%
JIBAR1 JIBAR 1 Month 6.900% 6.900% 6.90% 6.92%
JIBAR3 JIBAR 3 Month 7.133% 7.133% 7.13% 7.16%
JIBAR6 JIBAR 6 Month 7.583% 7.583% 7.56% 7.60%
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
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
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.