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Markets and Commodity figures 28 September 2017 Total Market Turnover Statistics     Standard Turnover

Markets and Commodity figures

28 September 2017

Total Market Turnover Statistics

   

Standard Turnover

   

REPO 1 Turnover

 

Deals

Nominal

Consideration

Deals

Nominal

 

Consideration

Current Day

1

090

54.64

bn

Rbn

56.63

 

246

33.33

bn

Rbn

30.98

Week to Date

4

245

164.68

bn

Rbn

171.81

1

455

168.12

bn

Rbn

162.55

Month to Date

24

592

641.85

bn

Rbn

670.60

6

746

778.07

bn

Rbn

753.66

Year to Date

210 402

5 511.54 bn

Rbn

5 800.23

58 379

7 151.59 bn

Rbn

6 979.52

 

Foreign Client Market Turnover Statistics

 
   

Standard Turnover

   

REPO 1 Turnover

 
 

Party

Deals

Nominal

Consideration

Deals

Nominal

 

Consideration

 

Buy

 

113

7.25

bn

Rbn

7.53

 

21

1.34

bn

Rbn

1.11

Current Day

Sell

 

94

7.75

bn

Rbn

7.56

 

13

1.70

bn

Rbn

1.67

Net

 

19

-0.50 bn

Rbn

-0.03

 

8

-0.36 bn

Rbn

-0.56

 

Buy

 

344

18.41

bn

Rbn

19.33

 

105

8.91

bn

Rbn

7.87

Week to Date

Sell

 

300

20.94

bn

Rbn

21.00

 

62

11.06

bn

Rbn

11.69

Net

 

44

-2.53 bn

Rbn

-1.67

 

43

-2.15 bn

Rbn

-3.82

 

Buy

1 674

91.07

bn

Rbn

95.45

 

490

40.31

bn

Rbn

37.63

Month to Date

Sell

1 303

77.18

bn

Rbn

80.04

 

337

69.08

bn

Rbn

71.27

Net

 

371

13.89

bn

Rbn

15.41

 

153

-28.76 bn

Rbn

-33.64

 

Buy

17

192

753.89

bn

Rbn

780.43

4

253

373.10

bn

Rbn

354.04

Year to Date

Sell

14

037

686.00

bn

Rbn

715.14

2

000

387.39

bn

Rbn

395.07

Net

3 155

67.89

bn

Rbn

65.29

 

2 253

-14.28 bn

Rbn

-41.03

Index Levels

 

Code

Index

Yield

Index

 

Previous

Return MTD

Return YTD

 

ALBI20

All Bond Inde

8.987%

572.045

 

571.179

0.55%

7.23%

GOVI

ALBI20 Issue

8.898%

570.668

 

569.806

0.52%

7.39%

OTHI

ALBI20 Issue

9.222%

581.566

 

580.680

0.63%

6.81%

CILI15

Composite In

2.496%

250.112

 

250.116

1.07%

1.81%

ICOR

CILI15 Issue

3.464%

266.551

 

266.509

1.29%

7.21%

IGOV

CILI15 Issue

2.453%

249.247

 

249.254

1.07%

1.58%

ISOE

CILI15 Issue

3.078%

247.103

247.067

0.72%

4.66%

MMI

JSE Money Ma

0

227.652

227.612

0.54%

5.84%

 

ALBI Constituent Bonds

 

Bond

Issuer

Maturity

MTM

Previous

YTD Low

YTD High

R159

REPUBLIC OF

Dec 2018

7.015%

7.050%

6.82%

7.97%

R203

REPUBLIC OF

Jan 2020

7.330%

7.355%

7.03%

8.15%

ES18

ESKOM HOLDI

Mar 2021

7.560%

7.580%

7.25%

8.31%

R204

REPUBLIC OF

Jan 2023

8.985%

9.000%

8.71%

9.46%

R207

REPUBLIC OF

Feb 2023

9.405%

9.420%

9.13%

10.27%

R208

REPUBLIC OF

Feb 2023

7.955%

7.970%

7.68%

8.65%

ES23

ESKOM HOLDI

Apr 2026

9.785%

9.795%

9.30%

10.09%

DV23

DEVELOPMEN

Dec 2026

8.620%

8.630%

8.31%

9.00%

R2023

REPUBLIC OF

Jan 2030

9.170%

9.180%

8.70%

9.47%

ES26

ESKOM HOLDI

Feb 2031

9.250%

9.260%

8.74%

9.55%

R186

REPUBLIC OF

Mar 2032

9.400%

9.410%

8.84%

9.66%

R2030

REPUBLIC OF

Sep 2033

10.745%

10.770%

10.05%

11.01%

R213

REPUBLIC OF

Feb 2035

9.590%

9.610%

9.04%

9.83%

R2032

REPUBLIC OF

Mar 2036

9.540%

9.565%

9.03%

9.80%

ES33

ESKOM HOLDI

Jan 2037

9.705%

9.730%

9.12%

9.91%

R209

REPUBLIC OF

Jan 2040

9.830%

9.850%

9.14%

10.00%

R2037

REPUBLIC OF

Feb 2041

9.720%

9.740%

9.10%

9.92%

R214

REPUBLIC OF

Apr 2042

11.020%

11.040%

10.18%

11.18%

R2044

REPUBLIC OF

Jan 2044

9.840%

9.860%

9.17%

10.03%

R2048

REPUBLIC OF

Feb 2048

9.805%

9.830%

9.16%

9.99%

 

Other Rates

 

Code

Description

 

Rate

Previous

YTD Low

YTD High

SAFEX

SAFEX Overnight Deposit

6.560%

6.560%

6.50%

6.83%

JIBAR1

JIBAR 1 Month

6.800%

6.800%

6.79%

7.12%

JIBAR3

JIBAR 3 Month

6.992%

6.992%

6.98%

7.38%

JIBAR6

JIBAR 6 Month

7.408%

7.408%

7.32%

8.00%

 

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

3.00%

0

0

0

 

RSA 5 year inflation linked

2.50%

0

0

0

 

RSA 10 year inflation linke

2.50%

0

0

0

Nominal Bond Curves (NACS) 9.62 9.12 8.62 8.12 7.62 7.12 Zero 6.62 Par/Swap 6.12 5.62
Nominal Bond Curves (NACS)
9.62
9.12
8.62
8.12
7.62
7.12
Zero
6.62
Par/Swap
6.12
5.62
5.12
4.62
2015
2020
2026
2031
2037
2042
2048
2053
2059

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