Anda di halaman 1dari 6

Markets and Commodity figures

01 July 2019

Total Market Turnover Statistics

Standard Turnover REPO 1 Turnover


Deals Nominal Consideration Deals Nominal Consideration
Current Day 1,289 57.05 bn Rbn 53.74 310 63.01 bn Rbn 61.73
Week to Date 1,289 57.05 bn Rbn 53.74 310 63.01 bn Rbn 61.73
Month to Date 1,289 57.05 bn Rbn 53.74 310 63.01 bn Rbn 61.73
Year to Date 147,603 5,105.00 bn Rbn 5,140.11 45,805 6,495.31 bn Rbn 6,367.85

Foreign Client Market Turnover Statistics

Standard Turnover REPO 1 Turnover


Party Deals Nominal Consideration Deals Nominal Consideration
Buy 93 4.90 bn Rbn 4.86 16 6.54 bn Rbn 6.69
Current Day Sell 99 5.68 bn Rbn 5.70 2 1.58 bn Rbn 1.75
Net -6 -0.78 bn Rbn -0.85 14 4.96 bn Rbn 4.94
Buy 93 4.90 bn Rbn 4.86 16 6.54 bn Rbn 6.69
Week to Date Sell 99 5.68 bn Rbn 5.70 2 1.58 bn Rbn 1.75
Net -6 -0.78 bn Rbn -0.85 14 4.96 bn Rbn 4.94
Buy 93 4.90 bn Rbn 4.86 16 6.54 bn Rbn 6.69
Month to Date Sell 99 5.68 bn Rbn 5.70 2 1.58 bn Rbn 1.75
Net -6 -0.78 bn Rbn -0.85 14 4.96 bn Rbn 4.94
Buy 10,391 637.35 bn Rbn 645.52 2,245 461.56 bn Rbn 442.28
Year to Date Sell 9,806 618.73 bn Rbn 630.23 696 279.09 bn Rbn 286.81
Net 585 18.62 bn Rbn 15.29 1,549 182.47 bn Rbn 155.47

Index Levels

Code Index Yield Index Previous Return MTD Return YTD


ALBI20 9.011%
All Bond Index Top 680.355
20 Composite 681.604 -0.18% 7.46%
GOVI 9.113%Split - 673.623
ALBI20 Issuer Class GOVI 674.953 -0.20% 7.50%
OTHI 8.601%
ALBI20 Issuer Class Split - 706.429
OTHI 707.331 -0.13% 7.28%
CILI15 3.158%
Composite Inflation 262.017
Linked Index Top 15 261.948 0.03% 3.37%
ICOR 3.725%
CILI15 Issuer Class 303.713
Split - ICOR 303.600 0.04% 4.83%
IGOV 3.122%
CILI15 Issuer Class 260.180
Split - IGOV 260.113 0.03% 3.32%
ISOE 3.920%
CILI15 Issuer Class 271.931
Split - ISOE 271.828 0.04% 3.64%
MMI JSE Money Market Index
0 258.762 258.614 0.06% 3.81%

ALBI Constituent Bonds

Bond Issuer Maturity MTM Previous YTD Low YTD High


R159 REPUBLIC OF SOUTH
Sep 2020
AFRICA 7.840% 7.820% 7.80% 8.87%
R203 REPUBLIC OF SOUTH
Mar 2021
AFRICA 6.325% 6.325% 6.33% 7.19%
ES18 ESKOM HOLDINGSJanLIMITED
2023 8.415% 8.395% 8.33% 9.31%
R204 REPUBLIC OF SOUTH
Feb 2023
AFRICA 8.185% 8.165% 8.10% 9.22%
R207 REPUBLIC OF SOUTH
Feb 2023
AFRICA 7.245% 7.225% 7.16% 8.15%
R208 REPUBLIC OF SOUTH
Aug 2025
AFRICA 9.605% 9.585% 9.54% 10.64%
ES23 ESKOM HOLDINGSAprLIMITED
2026 9.325% 9.305% 9.26% 10.19%
DV23 DEVELOPMENT DecBANK
2026
OF SOUTHERN
8.105% AFRICA 8.085% 8.04% 8.94%
R2023 REPUBLIC OF SOUTH
Jan 2030
AFRICA 8.840% 8.830% 8.77% 9.47%
ES26 ESKOM HOLDINGSFebLIMITED
2031 9.020% 9.010% 8.97% 9.58%
R186 REPUBLIC OF SOUTH
Mar 2032
AFRICA 9.185% 9.180% 9.11% 9.69%
R2030 REPUBLIC OF SOUTH
Sep 2033
AFRICA 10.710% 10.675% 10.67% 11.10%
R213 REPUBLIC OF SOUTH
Feb 2035
AFRICA 9.465% 9.440% 9.42% 9.84%
R2032 REPUBLIC OF SOUTH
Mar 2036
AFRICA 9.450% 9.415% 9.37% 9.80%
ES33 ESKOM HOLDINGSJanLIMITED
2037 9.580% 9.540% 9.50% 9.92%
R209 REPUBLIC OF SOUTH
Jan 2040
AFRICA 9.690% 9.650% 9.58% 10.00%
R2037 REPUBLIC OF SOUTH
Feb 2041
AFRICA 9.700% 9.660% 9.57% 9.98%
R214 REPUBLIC OF SOUTH
Apr 2042
AFRICA 11.040% 11.000% 10.94% 11.35%
R2044 REPUBLIC OF SOUTH
Jan 2044
AFRICA 9.740% 9.695% 9.60% 10.02%
R2048 REPUBLIC OF SOUTH
Feb 2048
AFRICA 9.705% 9.665% 9.55% 9.99%

Other Rates

Code Description Rate Previous YTD Low YTD High


SAFEX SAFEX Overnight Deposit Rate6.590% 6.590% 6.59% 6.60%
JIBAR1 JIBAR 1 Month 6.908% 6.908% 6.91% 6.98%
JIBAR3 JIBAR 3 Month 7.025% 7.025% 7.03% 7.16%
JIBAR6 JIBAR 6 Month 7.400% 7.400% 7.40% 7.75%
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)
9.60
9.10
8.60
8.10
7.60
7.10 Zero
6.60 Par/Swap
6.10
5.60
5.10
DATA DISCLAIMER

4.60
To the extent allowed by law, JSE Limited (the JSE) does not (expressly, tacitly or implicitly) guarantee or warrant the availability,
sequence,2015 2020
accuracy, completeness, 2026 of any of the data 2031
reliability or any other aspect 2037
(Data), or that any Data is up to date. 2042 2048 2053 2059
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.
Zero
Par/Swap