You are on page 1of 6

Markets and Commodity figures

02 April 2018

Total Market Turnover Statistics

Standard Turnover REPO 1 Turnover


Deals Nominal Consideration Deals Nominal Consideration
Current Day 1 529 20.27 bn Rbn 24.31 153 20.29 bn Rbn 21.49
Week to Date 5 727 141.07 bn Rbn 153.34 864 120.24 bn Rbn 127.73
Month to Date 26 469 687.23 bn Rbn 726.39 5 239 737.96 bn Rbn 762.17
Year to Date 78 257 2 580.94 bn Rbn 2 684.66 19 289 2 389.39 bn Rbn 2 430.01

Foreign Client Market Turnover Statistics

Standard Turnover REPO 1 Turnover


Party Deals Nominal Consideration Deals Nominal Consideration
Buy 79 3.28 bn Rbn 3.69 9 1.44 bn Rbn 1.41
Current Day Sell 76 3.45 bn Rbn 3.82 10 1.39 bn Rbn 1.46
Net 3 -0.17 bn Rbn -0.12 -1 0.05 bn Rbn -0.05
Buy 438 23.05 bn Rbn 24.37 42 5.41 bn Rbn 5.46
Week to Date Sell 371 21.52 bn Rbn 23.51 67 18.17 bn Rbn 19.66
Net 67 1.53 bn Rbn 0.86 -25 -12.76 bn Rbn -14.21
Buy 1 775 98.39 bn Rbn 103.03 280 39.74 bn Rbn 37.84
Month to Date Sell 1 451 84.66 bn Rbn 91.18 409 125.63 bn Rbn 138.33
Net 324 13.73 bn Rbn 11.86 -129 -85.89 bn Rbn -100.49
Buy 5 662 332.97 bn Rbn 347.19 939 102.58 bn Rbn 98.01
Year to Date Sell 5 128 312.66 bn Rbn 328.76 1 183 363.80 bn Rbn 397.15
Net 534 20.31 bn Rbn 18.43 -244 -261.23 bn Rbn -299.14

Index Levels

Code Index Yield Index Previous Return MTD Return YTD


ALBI20 8.520%
All Bond Index Top 635.042
20 Composite 639.264 2.02% 8.01%
GOVI 8.401%Split - 631.455
ALBI20 Issuer Class GOVI 635.491 1.90% 7.64%
OTHI 8.832%
ALBI20 Issuer Class Split - 650.864
OTHI 655.630 2.35% 8.96%
CILI15 2.246%
Composite Inflation 262.980
Linked Index Top 15 262.999 4.34% 4.06%
ICOR 2.978%
CILI15 Issuer Class 282.880
Split - ICOR 282.813 2.13% 4.44%
IGOV 2.207%
CILI15 Issuer Class 262.040
Split - IGOV 261.992 4.49% 4.07%
ISOE 2.919%
CILI15 Issuer Class 258.152
Split - ISOE 260.712 1.26% 3.03%
MMI JSE Money Market Index
0 236.123 235.987 0.63% 1.86%

ALBI Constituent Bonds

Bond Issuer Maturity MTM Previous YTD Low YTD High


R159 REPUBLIC OF SOUTH
Jan 2020
AFRICA 6.785% 6.690% 6.58% 7.31%
R203 REPUBLIC OF SOUTH
Feb 2020
AFRICA 8.025% 7.930% 7.69% 8.40%
ES18 ESKOM HOLDINGS
MarLIMITED
2021 7.015% 6.920% 6.87% 7.59%
R204 REPUBLIC OF SOUTH
Jan 2023
AFRICA 8.475% 8.380% 8.35% 8.98%
R207 REPUBLIC OF SOUTH
Feb 2023
AFRICA 8.715% 8.620% 8.57% 9.19%
R208 REPUBLIC OF SOUTH
Feb 2023
AFRICA 7.365% 7.270% 7.24% 7.94%
ES23 ESKOM HOLDINGSAprLIMITED
2026 9.280% 9.190% 9.17% 9.85%
DV23 DEVELOPMENT DecBANK
2026
OF SOUTHERN
7.990% AFRICA 7.900% 7.88% 8.64%
R2023 REPUBLIC OF SOUTH
Jan 2030
AFRICA 8.380% 8.290% 8.28% 9.19%
ES26 ESKOM HOLDINGSFebLIMITED
2031 8.460% 8.370% 8.36% 9.25%
R186 REPUBLIC OF SOUTH
Mar 2032
AFRICA 8.565% 8.475% 8.46% 9.39%
R2030 REPUBLIC OF SOUTH
Sep 2033
AFRICA 10.070% 9.990% 9.96% 10.76%
R213 REPUBLIC OF SOUTH
Feb 2035
AFRICA 8.700% 8.615% 8.61% 9.58%
R2032 REPUBLIC OF SOUTH
Mar 2036
AFRICA 8.730% 8.640% 8.62% 9.52%
ES33 ESKOM HOLDINGSJanLIMITED
2037 8.800% 8.710% 8.69% 9.68%
R209 REPUBLIC OF SOUTH
Jan 2040
AFRICA 8.860% 8.770% 8.76% 9.77%
R2037 REPUBLIC OF SOUTH
Feb 2041
AFRICA 8.840% 8.750% 8.73% 9.74%
R214 REPUBLIC OF SOUTH
Apr 2042
AFRICA 10.245% 10.155% 10.13% 11.05%
R2044 REPUBLIC OF SOUTH
Jan 2044
AFRICA 8.905% 8.815% 8.80% 9.82%
R2048 REPUBLIC OF SOUTH
Feb 2048
AFRICA 8.865% 8.775% 8.76% 9.77%

Other Rates

Code Description Rate Previous YTD Low YTD High


SAFEX SAFEX Overnight Deposit Rate6.320% 6.560% 6.32% 6.56%
JIBAR1 JIBAR 1 Month 6.633% 6.900% 6.63% 6.92%
JIBAR3 JIBAR 3 Month 6.867% 7.125% 6.87% 7.16%
JIBAR6 JIBAR 6 Month 7.392% 7.508% 7.39% 7.60%
RSA 2 year retail bond 7.00% 0 0 0
RSA 3 year retail bond 7.25% 0 0 0
RSA 5 year retail bond 8.00% 0 0 0
RSA 3 year inflation linked retail
3.00%
bond 0 0 0
RSA 5 year inflation linked retail
3.25%
bond 0 0 0
RSA 10 year inflation linked retail
3.50%
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