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Markets and Commodity figures 24 April 2017 Total Market Turnover Statistics Standard Turnover REPO 1 Turnover

Markets and Commodity figures

24 April 2017

Total Market Turnover Statistics

   

Standard Turnover

 

REPO 1 Turnover

   

Deals

Nominal

Consideration

Deals

Nominal

 

Consideration

 

Current Day

 
  • 055 Rbn

16.23

bn

  • 1 17.55

137

31.56

bn

Rbn

30.55

Week to Date

 
  • 055 Rbn

16.23

bn

  • 1 17.55

137

31.56

bn

Rbn

30.55

Month to Date

 
  • 998 Rbn

400.69

bn

  • 16 421.48

627

  • 3 bn

529.41

Rbn

511.30

Year to Date

 
  • 027 Rbn

2 244.85 bn

  • 89 2 386.71

23 808

2 801.36 bn

Rbn

2 743.65

 
 

Foreign Client Market Turnover Statistics

 
 
   

Standard Turnover

 

REPO 1 Turnover

   
 

Party

Deals

Nominal

Consideration

Deals

Nominal

 

Consideration

   

Buy

 

69

bn

Rbn

  • 2.85 3.06

15

1.73

bn

Rbn

1.47

Current Day

Sell

 

53

bn

Rbn

  • 1.68 1.77

4

2.36

bn

Rbn

2.74

Net

 

16

bn

Rbn

  • 1.17 1.29

 
  • 11 -0.63 bn

Rbn

-1.27

 

Buy

 

69

bn

Rbn

  • 2.85 3.06

15

1.73

bn

Rbn

1.47

Week to Date

Sell

 

53

bn

Rbn

  • 1.68 1.77

4

2.36

bn

Rbn

2.74

Net

 

16

bn

Rbn

  • 1.17 1.29

 
  • 11 -0.63 bn

Rbn

-1.27

 

Buy

1

581

bn

Rbn

  • 66.47 68.87

287

27.74

bn

Rbn

25.04

Month to Date

Sell

1

249

bn

Rbn

  • 48.21 50.75

67

12.04

bn

Rbn

12.68

Net

 

332

bn

Rbn

  • 18.26 18.11

220

15.69

bn

Rbn

12.36

 

Buy

7

452

bn

Rbn

  • 309.98 323.21

643

  • 1 bn

156.02

Rbn

153.79

Year to Date

Sell

5

994

bn

Rbn

  • 272.52 286.70

505

58.87

bn

Rbn

58.87

Net

1

458

bn

Rbn

  • 37.46 36.51

  • 1 138

97.15

bn

Rbn

94.92

 
 

Index Levels

 
 

Code

Index

Yield

Index

Previous

Return MTD

Return YTD

 

ALBI20

All Bond Inde

8.876%

 
  • 556.237 1.76%

  • 555.387 4.27%

 

GOVI

ALBI20 Issue

8.796%

 
  • 554.557 1.82%

  • 553.723 4.36%

 

OTHI

ALBI20 Issue

9.091%

 
  • 566.431 1.62%

  • 565.527 4.03%

 

CILI15

Composite In

2.311%

 
  • 247.732 1.40%

  • 247.586 0.84%

 

ICOR

CILI15 Issue

3.530%

 
  • 253.839 1.38%

  • 253.764 2.09%

 

IGOV

CILI15 Issue

2.256%

 
  • 247.252 1.41%

  • 247.104 0.77%

 

ISOE

CILI15 Issue

2.957%

240.846

  • 240.712 1.05%

 

2.01%

MMI

JSE Money Ma

0

220.345

  • 220.204 0.51%

 

2.44%

 
 

ALBI Constituent Bonds

 
 

Bond

Issuer

Maturity

MTM

Previous

YTD Low

YTD High

R159

REPUBLIC OF

Dec 2018

7.430%

7.415%

7.32%

7.97%

R203

REPUBLIC OF

Jan 2020

7.510%

7.520%

7.38%

8.15%

ES18

ESKOM HOLDI

Mar 2021

7.670%

7.680%

7.52%

8.31%

R204

REPUBLIC OF

Jan 2023

8.995%

9.005%

8.72%

9.46%

R207

REPUBLIC OF

Feb 2023

9.655%

9.665%

9.44%

10.27%

R208

REPUBLIC OF

Feb 2023

8.055%

8.065%

7.88%

8.65%

ES23

ESKOM HOLDI

Apr 2026

9.720%

9.740%

9.30%

10.09%

DV23

DEVELOPMEN

Dec 2026

8.620%

8.640%

8.31%

9.00%

R2023

REPUBLIC OF

Jan 2030

9.050%

9.070%

8.70%

9.40%

ES26

ESKOM HOLDI

Feb 2031

9.090%

9.110%

8.74%

9.44%

R186

REPUBLIC OF

Mar 2032

9.220%

9.240%

8.84%

9.56%

R2030

REPUBLIC OF

Sep 2033

10.520%

10.540%

10.05%

10.87%

R213

REPUBLIC OF

Feb 2035

9.400%

9.420%

9.04%

9.73%

R2032

REPUBLIC OF

Mar 2036

9.370%

9.390%

9.03%

9.74%

ES33

ESKOM HOLDI

Jan 2037

9.475%

9.495%

9.12%

9.81%

R209

REPUBLIC OF

Jan 2040

9.555%

9.575%

9.14%

9.86%

R2037

REPUBLIC OF

Feb 2041

9.515%

9.535%

9.10%

9.82%

R214

REPUBLIC OF

Apr 2042

10.725%

10.745%

10.18%

11.02%

R2044

REPUBLIC OF

Jan 2044

9.610%

9.625%

9.17%

9.89%

R2048

REPUBLIC OF

Feb 2048

9.595%

9.610%

9.16%

9.88%

 
 

Other Rates

 
 

Code

Description

 

Rate

Previous

YTD Low

YTD High

SAFEX

SAFEX Overnight Deposit

6.800%

6.800%

6.77%

6.83%

JIBAR1

JIBAR 1 Month

7.117%

7.117%

7.08%

7.12%

JIBAR3

JIBAR 3 Month

7.342%

7.342%

7.33%

7.38%

JIBAR6

JIBAR 6 Month

7.875%

7.892%

7.88%

8.00%

 

RSA 2 year retail bond

8.00%

 
  • 0 0

0

 

RSA 3 year retail bond

8.25%

 
  • 0 0

0

 

RSA 5 year retail bond

8.75%

 
  • 0 0

0

 

RSA 3 year inflation linked

1.75%

 
  • 0 0

0

 

RSA 5 year inflation linked

2.00%

 
  • 0 0

0

 

RSA 10 year inflation linke

2.25%

 
  • 0 0

0

Nominal Bond Curves (NACS) 9.60 9.10 8.60 8.10 7.60 7.10 Zero 6.60 Par/ 6.10 5.60 5.10
Nominal Bond Curves (NACS)
9.60
9.10
8.60
8.10
7.60
7.10
Zero
6.60
Par/
6.10
5.60
5.10
DATA DISCLAIMER
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4.60
sequence, accuracy, completeness, reliability or any other aspect of any of the data (Data), or that any Data is up to date.
2015
2020
2026
2031
2037
2042
2048
2053
2059

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Nominal Bond Curves (NACS) 9.60 9.10 8.60 8.10 7.60 7.10 Zero 6.60 Par/ 6.10 5.60 5.10
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