Beruflich Dokumente
Kultur Dokumente
16 January 2017
Deals
591
591
7 532
7 532
Current Day
Week to Date
Month to Date
Year to Date
Standard Turnover
Nominal
Consideration
18.79 bn Rbn
21.18
18.79 bn Rbn
21.18
193.56 bn Rbn
208.19
193.56 bn Rbn
208.19
187
187
2 105
2 105
REPO 1 Turnover
Nominal
Consideration
19.18 bn Rbn
18.74
19.18 bn Rbn
18.74
195.61 bn Rbn
195.62
195.61 bn Rbn
195.62
10
8
2
10
8
2
162
57
105
162
57
105
REPO 1 Turnover
Nominal
Consideration
0.54 bn Rbn
0.54
1.28 bn Rbn
1.24
-0.74 bn Rbn
-0.70
0.54 bn Rbn
0.54
1.28 bn Rbn
1.24
-0.74 bn Rbn
-0.70
13.04 bn Rbn
12.90
6.86 bn Rbn
6.81
6.18 bn Rbn
6.09
13.04 bn Rbn
12.90
6.86 bn Rbn
6.81
6.18 bn Rbn
6.09
Deals
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
45
34
11
45
34
11
622
575
47
622
575
47
Standard Turnover
Nominal
Consideration
2.15 bn Rbn
2.26
2.62 bn Rbn
2.77
-0.47 bn Rbn
-0.51
2.15 bn Rbn
2.26
2.62 bn Rbn
2.77
-0.47 bn Rbn
-0.51
23.58 bn Rbn
24.36
24.35 bn Rbn
24.91
-0.77 bn Rbn
-0.55
23.58 bn Rbn
24.36
24.35 bn Rbn
24.91
-0.77 bn Rbn
-0.55
Deals
Index Levels
Code
ALBI20
GOVI
OTHI
CILI15
ICOR
IGOV
Index
Yield
Index
All Bond Index Top
20 Composite
8.818%
545.148
ALBI20 Issuer Class
GOVI
8.758%Split - 543.022
ALBI20 Issuer Class
Split
OTHI
8.981%
556.441
Composite Inflation
Linked Index
Top 15
2.214%
246.201
CILI15 Issuer Class
Split - ICOR
3.440%
249.169
CILI15 Issuer Class
Split - IGOV
2.149%
245.902
Previous
545.857
543.749
557.107
245.805
248.963
245.482
Return MTD
2.19%
2.19%
2.20%
0.22%
0.22%
0.22%
Return YTD
2.19%
2.19%
2.20%
0.22%
0.22%
0.22%
ISOE
MMI
236.648
215.730
0.25%
0.36%
0.25%
0.36%
Previous
8.470%
7.780%
7.920%
8.020%
9.155%
8.325%
9.610%
8.630%
9.055%
9.075%
9.185%
10.270%
9.295%
9.255%
9.360%
9.370%
9.320%
10.395%
9.375%
9.370%
YTD Low
8.47%
7.78%
7.92%
8.02%
9.16%
8.33%
9.61%
8.63%
9.06%
9.08%
9.19%
10.27%
9.30%
9.26%
9.36%
9.37%
9.32%
10.40%
9.38%
9.37%
YTD High
8.66%
7.97%
8.15%
8.31%
9.46%
8.65%
9.93%
8.96%
9.38%
9.40%
9.53%
10.58%
9.64%
9.58%
9.70%
9.69%
9.63%
10.71%
9.70%
9.68%
Previous
6.780%
7.117%
7.358%
7.958%
0
0
0
0
0
0
YTD Low
6.77%
7.12%
7.36%
7.95%
0
0
0
0
0
0
YTD High
6.78%
7.12%
7.36%
7.97%
0
0
0
0
0
0
Issuer
Maturity
MTM
REPUBLIC OF SOUTH
Apr 2018
AFRICA 8.480%
REPUBLIC OF SOUTH
Dec 2018
AFRICA 7.790%
ESKOM HOLDINGS
JanLIMITED
2020
7.940%
REPUBLIC OF SOUTH
Mar 2021
AFRICA 8.045%
REPUBLIC OF SOUTH
Jan 2023
AFRICA 9.175%
REPUBLIC OF SOUTH
Feb 2023
AFRICA 8.345%
ESKOM HOLDINGS
AprLIMITED
2026
9.630%
DEVELOPMENT Dec
BANK
2026
OF SOUTHERN
8.650% AFRICA
REPUBLIC OF SOUTH
Jan 2030
AFRICA 9.080%
ESKOM HOLDINGS
FebLIMITED
2031
9.095%
REPUBLIC OF SOUTH
Mar 2032
AFRICA 9.205%
REPUBLIC OF SOUTH
Sep 2033
AFRICA 10.285%
REPUBLIC OF SOUTH
Feb 2035
AFRICA 9.320%
REPUBLIC OF SOUTH
Mar 2036
AFRICA 9.275%
ESKOM HOLDINGS
JanLIMITED
2037
9.385%
REPUBLIC OF SOUTH
Jan 2040
AFRICA 9.390%
REPUBLIC OF SOUTH
Feb 2041
AFRICA 9.340%
REPUBLIC OF SOUTH
Apr 2042
AFRICA 10.415%
REPUBLIC OF SOUTH
Jan 2044
AFRICA 9.400%
REPUBLIC OF SOUTH
Feb 2048
AFRICA 9.390%
Other Rates
Code
SAFEX
JIBAR1
JIBAR3
JIBAR6
Description
Rate
SAFEX Overnight Deposit Rate6.780%
JIBAR 1 Month
7.117%
JIBAR 3 Month
7.358%
JIBAR 6 Month
7.950%
RSA 2 year retail bond
8.50%
RSA 3 year retail bond
8.75%
RSA 5 year retail bond
9.00%
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