0 Bewertungen0% fanden dieses Dokument nützlich (0 Abstimmungen)
15 Ansichten3 Seiten
This document provides market and commodity figures for November 23, 2017. It includes statistics on total market turnover, foreign client market turnover, index levels for bond indexes and inflation linked indexes, constituent bonds in the ALBI index and their prices, and other interest rates. Total market turnover for the current day was R26.23 billion, while year-to-date turnover was over R7 trillion. Foreign clients purchased R4.57 billion but sold R3.42 billion on the current day. Several bond indexes were down modestly month-to-date.
This document provides market and commodity figures for November 23, 2017. It includes statistics on total market turnover, foreign client market turnover, index levels for bond indexes and inflation linked indexes, constituent bonds in the ALBI index and their prices, and other interest rates. Total market turnover for the current day was R26.23 billion, while year-to-date turnover was over R7 trillion. Foreign clients purchased R4.57 billion but sold R3.42 billion on the current day. Several bond indexes were down modestly month-to-date.
This document provides market and commodity figures for November 23, 2017. It includes statistics on total market turnover, foreign client market turnover, index levels for bond indexes and inflation linked indexes, constituent bonds in the ALBI index and their prices, and other interest rates. Total market turnover for the current day was R26.23 billion, while year-to-date turnover was over R7 trillion. Foreign clients purchased R4.57 billion but sold R3.42 billion on the current day. Several bond indexes were down modestly month-to-date.
Code Index Yield Index Previous Return MTD Return YTD
ALBI20 9.451% All Bond Index Top 555.179 20 Composite 553.009 -1.21% 4.07% GOVI 9.449%Split - 553.517 ALBI20 Issuer Class GOVI 551.331 -1.22% 4.16% OTHI 9.458% ALBI20 Issuer Class Split - 565.272 OTHI 563.139 -1.18% 3.82% CILI15 2.943% Composite Inflation 239.318 Linked Index Top 15 239.659 -3.74% -2.58% ICOR 3.854% CILI15 Issuer Class 262.875 Split - ICOR 262.839 -1.32% 5.73% IGOV 2.902% CILI15 Issuer Class 238.097 Split - IGOV 238.458 -3.87% -2.96% ISOE 3.469% CILI15 Issuer Class 243.097 Split - ISOE 243.066 -1.49% 2.96% MMI JSE Money Market Index 0 230.066 230.017 0.44% 6.96%
ALBI Constituent Bonds
Bond Issuer Maturity MTM Previous YTD Low YTD High
R159 REPUBLIC OF SOUTH Jan 2020 AFRICA 8.080% 8.100% 7.03% 8.19% R203 REPUBLIC OF SOUTH Feb 2020 AFRICA 9.170% 9.190% 8.33% 9.75% ES18 ESKOM HOLDINGS MarLIMITED 2021 8.330% 8.350% 7.25% 8.43% R204 REPUBLIC OF SOUTH Jan 2023 AFRICA 9.700% 9.745% 8.71% 9.83% R207 REPUBLIC OF SOUTH Feb 2023 AFRICA 9.910% 9.955% 9.13% 10.27% R208 REPUBLIC OF SOUTH Feb 2023 AFRICA 8.660% 8.705% 7.68% 8.79% ES23 ESKOM HOLDINGSAprLIMITED 2026 10.530% 10.580% 9.30% 10.65% DV23 DEVELOPMENT DecBANK 2026 OF SOUTHERN 9.340% AFRICA 9.390% 8.31% 9.47% R2023 REPUBLIC OF SOUTH Jan 2030 AFRICA 9.820% 9.875% 8.70% 9.95% ES26 ESKOM HOLDINGSFebLIMITED 2031 9.900% 9.950% 8.74% 10.02% R186 REPUBLIC OF SOUTH Mar 2032 AFRICA 10.015% 10.065% 8.84% 10.14% R2030 REPUBLIC OF SOUTH Sep 2033 AFRICA 11.365% 11.420% 10.05% 11.49% R213 REPUBLIC OF SOUTH Feb 2035 AFRICA 10.205% 10.260% 9.04% 10.33% R2032 REPUBLIC OF SOUTH Mar 2036 AFRICA 10.125% 10.180% 9.03% 10.25% ES33 ESKOM HOLDINGSJanLIMITED 2037 10.280% 10.340% 9.12% 10.41% R209 REPUBLIC OF SOUTH Jan 2040 AFRICA 10.375% 10.435% 9.14% 10.51% R2037 REPUBLIC OF SOUTH Feb 2041 AFRICA 10.305% 10.360% 9.10% 10.43% R214 REPUBLIC OF SOUTH Apr 2042 AFRICA 11.615% 11.670% 10.18% 11.74% R2044 REPUBLIC OF SOUTH Jan 2044 AFRICA 10.420% 10.475% 9.17% 10.55% R2048 REPUBLIC OF SOUTH Feb 2048 AFRICA 10.375% 10.430% 9.16% 10.50%
Other Rates
Code Description Rate Previous YTD Low YTD High
SAFEX SAFEX Overnight Deposit Rate6.550% 6.550% 6.50% 6.83% JIBAR1 JIBAR 1 Month 6.842% 6.842% 6.79% 7.12% JIBAR3 JIBAR 3 Month 7.100% 7.100% 6.98% 7.38% JIBAR6 JIBAR 6 Month 7.675% 7.683% 7.32% 8.00% RSA 2 year retail bond 8.25% 0 0 0 RSA 3 year retail bond 8.50% 0 0 0 RSA 5 year retail bond 9.00% 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) 9.62 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 DATA DISCLAIMER To the extent allowed by law, JSE Limited (the JSE) does not (expressly, tacitly or implicitly) guarantee or warrant the availability, sequence, accuracy, completeness, reliability or any other aspect of any of the data (Data), or that any Data is up to date. 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.
These figures are supplied by parties external to Business Day. Business Day will not warrant the accuracy of the figures.
It deters criminals from committing serious crimes. Common sense tells us that the most frightening thing for a human being is to lose their life; therefore, the death penalty is the best deterrent when it comes (1).pdf