Beruflich Dokumente
Kultur Dokumente
06 December 2016
Deals
1 153
2 109
4 328
272 992
Current Day
Week to Date
Month to Date
Year to Date
Standard Turnover
Nominal
Consideration
34.13 bn Rbn
37.05
45.97 bn Rbn
49.54
100.08 bn Rbn
106.68
7 078.67 bn Rbn
7 327.94
Deals
747
982
1 346
82 962
REPO 1 Turnover
Nominal
Consideration
78.60 bn Rbn
78.97
107.04 bn Rbn
107.21
135.98 bn Rbn
134.73
9 592.66 bn Rbn
9 368.73
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
101
204
-103
178
261
-83
356
452
-96
22 738
19 755
2 983
Standard Turnover
Nominal
Consideration
4.84 bn Rbn
4.76
4.23 bn Rbn
4.24
0.61 bn Rbn
0.52
6.84 bn Rbn
6.87
7.41 bn Rbn
7.69
-0.57 bn Rbn
-0.82
12.49 bn Rbn
12.82
15.75 bn Rbn
16.22
-3.27 bn Rbn
-3.39
922.81 bn Rbn
932.49
886.68 bn Rbn
902.35
36.14 bn Rbn
30.14
Deals
38
12
26
60
18
42
85
27
58
5 003
3 304
1 699
REPO 1 Turnover
Nominal
Consideration
4.12 bn Rbn
4.09
0.49 bn Rbn
0.53
3.62 bn Rbn
3.55
5.50 bn Rbn
5.30
1.42 bn Rbn
1.42
4.09 bn Rbn
3.88
6.84 bn Rbn
6.54
3.02 bn Rbn
3.11
3.82 bn Rbn
3.43
627.59 bn Rbn
601.99
542.12 bn Rbn
519.08
85.47 bn Rbn
82.91
Index Levels
Code
ALBI20
GOVI
OTHI
CILI15
ICOR
IGOV
Index
Yield
Index
All Bond Index Top
20 Composite
8.992%
529.375
ALBI20 Issuer Class
GOVI
8.934%Split - 527.277
ALBI20 Issuer Class
Split
OTHI
9.152%
540.441
Composite Inflation
Linked Index
Top 15
2.163%
246.037
CILI15 Issuer Class
Split - ICOR
3.400%
247.876
CILI15 Issuer Class
Split - IGOV
2.098%
245.792
Previous
527.714
525.612
538.776
246.767
247.840
246.568
Return MTD
0.79%
0.79%
0.79%
-0.34%
-0.07%
-0.36%
Return YTD
14.57%
14.04%
15.86%
6.22%
3.22%
6.30%
ISOE
MMI
236.250
213.962
-0.11%
0.12%
6.66%
7.19%
Previous
8.590%
7.915%
8.200%
8.390%
9.500%
8.690%
9.935%
8.970%
9.365%
9.390%
9.500%
10.580%
9.640%
9.585%
9.690%
9.720%
9.650%
10.715%
9.725%
9.700%
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%
7.117%
7.358%
7.975%
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 8.575%
REPUBLIC OF SOUTH
Dec 2018
AFRICA 7.895%
ESKOM HOLDINGS
JanLIMITED
2020
8.160%
REPUBLIC OF SOUTH
Mar 2021
AFRICA 8.350%
REPUBLIC OF SOUTH
Jan 2023
AFRICA 9.470%
REPUBLIC OF SOUTH
Feb 2023
AFRICA 8.660%
ESKOM HOLDINGS
AprLIMITED
2026
9.900%
DEVELOPMENT Dec
BANK
2026
OF SOUTHERN
8.930% AFRICA
REPUBLIC OF SOUTH
Jan 2030
AFRICA 9.330%
ESKOM HOLDINGS
FebLIMITED
2031
9.355%
REPUBLIC OF SOUTH
Mar 2032
AFRICA 9.470%
REPUBLIC OF SOUTH
Sep 2033
AFRICA 10.535%
REPUBLIC OF SOUTH
Feb 2035
AFRICA 9.590%
REPUBLIC OF SOUTH
Mar 2036
AFRICA 9.540%
ESKOM HOLDINGS
JanLIMITED
2037
9.645%
REPUBLIC OF SOUTH
Jan 2040
AFRICA 9.675%
REPUBLIC OF SOUTH
Feb 2041
AFRICA 9.605%
REPUBLIC OF SOUTH
Apr 2042
AFRICA 10.680%
REPUBLIC OF SOUTH
Jan 2044
AFRICA 9.680%
REPUBLIC OF SOUTH
Feb 2048
AFRICA 9.655%
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
7.975%
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
DISCLAIMER
To the
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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