You are on page 1of 6

Markets and Commodity figures

26 July 2017

Total Market Turnover Statistics

Standard Turnover REPO 1 Turnover


Deals Nominal Consideration Deals Nominal Consideration
Current Day 1 415 27.69 bn Rbn 28.07 195 20.30 bn Rbn 19.11
Week to Date 3 041 73.59 bn Rbn 76.05 1 214 137.94 bn Rbn 135.41
Month to Date 18 806 490.49 bn Rbn 504.91 5 902 647.77 bn Rbn 632.00
Year to Date 157 959 4 076.96 bn Rbn 4 311.37 43 465 5 407.87 bn Rbn 5 288.06

Foreign Client Market Turnover Statistics

Standard Turnover REPO 1 Turnover


Party Deals Nominal Consideration Deals Nominal Consideration
Buy 121 5.67 bn Rbn 5.65 20 -0.84 bn Rbn -1.25
Current Day Sell 69 4.38 bn Rbn 4.66 15 3.75 bn Rbn 3.83
Net 52 1.29 bn Rbn 0.99 5 -4.60 bn Rbn -5.08
Buy 275 14.11 bn Rbn 14.43 80 6.50 bn Rbn 5.78
Week to Date Sell 179 9.27 bn Rbn 9.81 48 14.29 bn Rbn 15.13
Net 96 4.84 bn Rbn 4.63 32 -7.78 bn Rbn -9.35
Buy 1 609 76.60 bn Rbn 77.33 507 44.37 bn Rbn 39.97
Month to Date Sell 1 439 69.35 bn Rbn 70.78 279 71.79 bn Rbn 74.29
Net 170 7.26 bn Rbn 6.55 228 -27.42 bn Rbn -34.31
Buy 13 201 566.72 bn Rbn 587.72 3 126 282.46 bn Rbn 271.56
Year to Date Sell 10 739 516.02 bn Rbn 541.46 1 183 189.21 bn Rbn 194.39
Net 2 462 50.69 bn Rbn 46.26 1 943 93.25 bn Rbn 77.17

Index Levels

Code Index Yield Index Previous Return MTD Return YTD


ALBI20 8.961%
All Bond Index Top 565.086
20 Composite 564.398 1.86% 5.93%
GOVI 8.852%Split - 564.019
ALBI20 Issuer Class GOVI 563.303 1.91% 6.14%
OTHI 9.254%
ALBI20 Issuer Class Split - 573.703
OTHI 573.083 1.73% 5.37%
CILI15 2.562%
Composite Inflation 246.655
Linked Index Top 15 246.556 0.00% 0.41%
ICOR 3.800%
CILI15 Issuer Class 257.269
Split - ICOR 257.235 0.80% 3.47%
IGOV 2.513%
CILI15 Issuer Class 245.950
Split - IGOV 245.848 -0.04% 0.24%
ISOE 3.159%
CILI15 Issuer Class 243.454
Split - ISOE 243.425 0.59% 3.11%
MMI JSE Money Market Index
0 224.794 224.748 0.61% 4.51%

ALBI Constituent Bonds

Bond Issuer Maturity MTM Previous YTD Low YTD High


R159 REPUBLIC OF SOUTH
Dec 2018
AFRICA 7.115% 7.140% 7.12% 7.97%
R203 REPUBLIC OF SOUTH
Jan 2020
AFRICA 7.290% 7.310% 7.27% 8.15%
ES18 ESKOM HOLDINGSAugLIMITED
2020 8.180% 8.200% 8.13% 8.88%
R204 REPUBLIC OF SOUTH
Mar 2021
AFRICA 7.440% 7.465% 7.43% 8.31%
R207 REPUBLIC OF SOUTH
Jan 2023
AFRICA 8.875% 8.885% 8.72% 9.46%
R208 REPUBLIC OF SOUTH
Feb 2023
AFRICA 7.845% 7.855% 7.82% 8.65%
ES23 ESKOM HOLDINGSAprLIMITED
2026 9.665% 9.680% 9.30% 10.09%
DV23 DEVELOPMENT DecBANK
2026
OF SOUTHERN
8.525% AFRICA 8.540% 8.31% 9.00%
R2023 REPUBLIC OF SOUTH
Jan 2030
AFRICA 9.110% 9.130% 8.70% 9.47%
ES26 ESKOM HOLDINGSFebLIMITED
2031 9.195% 9.210% 8.74% 9.55%
R186 REPUBLIC OF SOUTH
Mar 2032
AFRICA 9.315% 9.325% 8.84% 9.66%
R2030 REPUBLIC OF SOUTH
Sep 2033
AFRICA 10.735% 10.750% 10.05% 11.01%
R213 REPUBLIC OF SOUTH
Feb 2035
AFRICA 9.560% 9.575% 9.04% 9.83%
R2032 REPUBLIC OF SOUTH
Mar 2036
AFRICA 9.525% 9.540% 9.03% 9.80%
ES33 ESKOM HOLDINGSJanLIMITED
2037 9.640% 9.655% 9.12% 9.91%
R209 REPUBLIC OF SOUTH
Jan 2040
AFRICA 9.815% 9.825% 9.14% 10.00%
R2037 REPUBLIC OF SOUTH
Feb 2041
AFRICA 9.725% 9.735% 9.10% 9.92%
R214 REPUBLIC OF SOUTH
Apr 2042
AFRICA 10.985% 10.995% 10.18% 11.18%
R2044 REPUBLIC OF SOUTH
Jan 2044
AFRICA 9.830% 9.845% 9.17% 10.03%
R2048 REPUBLIC OF SOUTH
Feb 2048
AFRICA 9.795% 9.805% 9.16% 9.99%

Other Rates

Code Description Rate Previous YTD Low YTD High


SAFEX SAFEX Overnight Deposit Rate6.560% 6.560% 6.56% 6.83%
JIBAR1 JIBAR 1 Month 6.833% 6.833% 6.83% 7.12%
JIBAR3 JIBAR 3 Month 7.083% 7.083% 7.08% 7.38%
JIBAR6 JIBAR 6 Month 7.475% 7.475% 7.48% 8.00%
RSA 2 year retail bond 7.75% 0 0 0
RSA 3 year retail bond 8.00% 0 0 0
RSA 5 year retail bond 8.50% 0 0 0
RSA 3 year inflation linked retail
3.00%
bond 0 0 0
RSA 5 year inflation linked retail
2.50%
bond 0 0 0
RSA 10 year inflation linked retail
2.50%
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