Deals Nominal Consideration Deals Nominal Consideration Current Day 1,231 31.38 bn Rbn 31.12 236 51.50 bn Rbn 50.56 Week to Date 1,231 31.38 bn Rbn 31.12 236 51.50 bn Rbn 50.56 Month to Date 7,714 230.41 bn Rbn 229.59 2,074 339.86 bn Rbn 334.37 Year to Date 279,854 9,668.46 bn Rbn 9,725.56 85,929 12,571.52 bn Rbn 12,434.37
Foreign Client Market Turnover Statistics
Standard Turnover REPO 1 Turnover
Party Deals Nominal Consideration Deals Nominal Consideration Buy 48 3.27 bn Rbn 3.34 15 4.42 bn Rbn 4.19 Current Day Sell 50 3.97 bn Rbn 3.98 Net -2 -0.70 bn Rbn -0.64 15 4.42 bn Rbn 4.19 Buy 48 3.27 bn Rbn 3.34 15 4.42 bn Rbn 4.19 Week to Date Sell 50 3.97 bn Rbn 3.98 Net -2 -0.70 bn Rbn -0.64 15 4.42 bn Rbn 4.19 Buy 466 31.42 bn Rbn 31.11 122 29.74 bn Rbn 27.54 Month to Date Sell 479 28.08 bn Rbn 27.56 7 2.15 bn Rbn 2.48 Net -13 3.34 bn Rbn 3.55 115 27.59 bn Rbn 25.06 Buy 21,792 1,335.31 bn Rbn 1,344.38 4,146 850.06 bn Rbn 801.42 Year to Date Sell 20,830 1,361.49 bn Rbn 1,369.96 872 356.08 bn Rbn 368.02 Net 962 -26.18 bn Rbn -25.58 3,274 493.98 bn Rbn 433.40
Index Levels
Code Index Yield Index Previous Return MTD Return YTD
ALBI20 9.261% All Bond Index Top 688.786 20 Composite 686.895 0.45% 8.79% GOVI 9.372%Split - 680.920 ALBI20 Issuer Class GOVI 678.992 0.43% 8.66% OTHI 8.787% ALBI20 Issuer Class Split - 719.870 OTHI 718.164 0.50% 9.32% CILI15 3.655% Composite Inflation 258.833 Linked Index Top 15 258.208 0.55% 2.12% ICOR 4.195% CILI15 Issuer Class 308.105 Split - ICOR 308.169 0.18% 6.35% IGOV 3.619% CILI15 Issuer Class 256.694 Split - IGOV 256.039 0.57% 1.94% ISOE 4.462% CILI15 Issuer Class 273.979 Split - ISOE 274.004 0.19% 4.42% MMI JSE Money Market Index 0 266.971 266.819 0.19% 7.10%
ALBI Constituent Bonds
Bond Issuer Maturity MTM Previous YTD Low YTD High
R159 REPUBLIC OF SOUTH Mar 2021 AFRICA 6.700% 6.700% 6.20% 7.19% R203 REPUBLIC OF SOUTH Jan 2023 AFRICA 8.365% 8.405% 8.25% 9.31% ES18 ESKOM HOLDINGSFebLIMITED 2023 8.165% 8.205% 8.02% 9.22% R204 REPUBLIC OF SOUTH Feb 2023 AFRICA 7.285% 7.325% 7.08% 8.15% R207 REPUBLIC OF SOUTH Nov 2023 AFRICA 8.655% 8.695% 8.53% 9.70% R208 REPUBLIC OF SOUTH Aug 2025 AFRICA 9.810% 9.850% 9.48% 10.64% ES23 ESKOM HOLDINGSAprLIMITED 2026 9.545% 9.585% 9.20% 10.19% DV23 DEVELOPMENT DecBANK 2026 OF SOUTHERN 8.365% AFRICA 8.405% 7.98% 8.94% R2023 REPUBLIC OF SOUTH Jan 2030 AFRICA 9.160% 9.205% 8.61% 9.47% ES26 ESKOM HOLDINGSFebLIMITED 2031 9.375% 9.410% 8.80% 9.58% R186 REPUBLIC OF SOUTH Mar 2032 AFRICA 9.525% 9.555% 8.95% 9.69% R2030 REPUBLIC OF SOUTH Sep 2033 AFRICA 11.025% 11.055% 10.53% 11.12% R213 REPUBLIC OF SOUTH Feb 2035 AFRICA 9.840% 9.875% 9.24% 9.94% R2032 REPUBLIC OF SOUTH Mar 2036 AFRICA 9.875% 9.905% 9.27% 9.97% ES33 ESKOM HOLDINGSJanLIMITED 2037 10.020% 10.050% 9.38% 10.10% R209 REPUBLIC OF SOUTH Jan 2040 AFRICA 10.150% 10.195% 9.51% 10.26% R2037 REPUBLIC OF SOUTH Feb 2041 AFRICA 10.115% 10.155% 9.54% 10.23% R214 REPUBLIC OF SOUTH Apr 2042 AFRICA 11.355% 11.395% 10.88% 11.47% R2044 REPUBLIC OF SOUTH Jan 2044 AFRICA 10.245% 10.285% 9.58% 10.33% R2048 REPUBLIC OF SOUTH Feb 2048 AFRICA 10.225% 10.260% 9.55% 10.31%
Other Rates
Code Description Rate Previous YTD Low YTD High
SAFEX SAFEX Overnight Deposit Rate6.340% 6.340% 6.34% 6.60% JIBAR1 JIBAR 1 Month 6.633% 6.633% 6.62% 6.98% JIBAR3 JIBAR 3 Month 6.800% 6.800% 6.78% 7.16% JIBAR6 JIBAR 6 Month 7.325% 7.325% 7.23% 7.75% 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 8.50% 0 0 0 RSA 3 year inflation linked retail 3.50% bond 0 0 0 RSA 5 year inflation linked retail 3.75% bond 0 0 0 RSA 10 year inflation linked retail 3.75% 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.
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