Deals Nominal Consideration Deals Nominal Consideration Current Day 3,211 51.81 bn Rbn 52.31 733 73.78 bn Rbn 73.79 Week to Date 4,442 83.19 bn Rbn 83.42 969 125.28 bn Rbn 124.35 Month to Date 10,925 282.22 bn Rbn 281.90 2,807 413.64 bn Rbn 408.16 Year to Date 283,065 9,720.28 bn Rbn 9,777.87 86,662 12,645.30 bn Rbn 12,508.16
Foreign Client Market Turnover Statistics
Standard Turnover REPO 1 Turnover
Party Deals Nominal Consideration Deals Nominal Consideration Buy 120 6.67 bn Rbn 6.57 11 3.90 bn Rbn 3.59 Current Day Sell 137 7.20 bn Rbn 7.38 Net -17 -0.53 bn Rbn -0.81 11 3.90 bn Rbn 3.59 Buy 169 10.11 bn Rbn 10.06 26 8.33 bn Rbn 7.78 Week to Date Sell 186 11.00 bn Rbn 11.20 Net -17 -0.89 bn Rbn -1.13 26 8.33 bn Rbn 7.78 Buy 589 38.27 bn Rbn 37.83 133 33.64 bn Rbn 31.13 Month to Date Sell 613 35.11 bn Rbn 34.78 7 2.15 bn Rbn 2.48 Net -24 3.16 bn Rbn 3.06 126 31.49 bn Rbn 28.65 Buy 21,915 1,342.16 bn Rbn 1,351.10 4,157 853.97 bn Rbn 805.01 Year to Date Sell 20,964 1,368.51 bn Rbn 1,377.18 872 356.08 bn Rbn 368.02 Net 951 -26.35 bn Rbn -26.07 3,285 497.89 bn Rbn 436.99
Index Levels
Code Index Yield Index Previous Return MTD Return YTD
ALBI20 9.304% All Bond Index Top 685.851 20 Composite 688.786 0.02% 8.32% GOVI 9.418%Split - 677.917 ALBI20 Issuer Class GOVI 680.920 -0.01% 8.18% OTHI 8.822% ALBI20 Issuer Class Split - 717.269 OTHI 719.870 0.14% 8.92% CILI15 3.663% Composite Inflation 258.510 Linked Index Top 15 258.833 0.43% 1.99% ICOR 4.195% CILI15 Issuer Class 308.204 Split - ICOR 308.105 0.21% 6.38% IGOV 3.628% CILI15 Issuer Class 256.350 Split - IGOV 256.694 0.44% 1.80% ISOE 4.458% CILI15 Issuer Class 274.144 Split - ISOE 273.979 0.25% 4.48% MMI JSE Money Market Index 0 267.023 266.971 0.21% 7.12%
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 8.375% 8.365% 8.25% 9.31% ES18 ESKOM HOLDINGSFebLIMITED 2023 8.175% 8.165% 8.02% 9.22% R204 REPUBLIC OF SOUTH Feb 2023 AFRICA 7.295% 7.285% 7.08% 8.15% R207 REPUBLIC OF SOUTH Nov 2023 AFRICA 8.665% 8.655% 8.53% 9.70% R208 REPUBLIC OF SOUTH Aug 2025 AFRICA 9.860% 9.810% 9.48% 10.64% ES23 ESKOM HOLDINGSAprLIMITED 2026 9.595% 9.545% 9.20% 10.19% DV23 DEVELOPMENT DecBANK 2026 OF SOUTHERN 8.415% AFRICA 8.365% 7.98% 8.94% R2023 REPUBLIC OF SOUTH Jan 2030 AFRICA 9.225% 9.160% 8.61% 9.47% ES26 ESKOM HOLDINGSFebLIMITED 2031 9.445% 9.375% 8.80% 9.58% R186 REPUBLIC OF SOUTH Mar 2032 AFRICA 9.595% 9.525% 8.95% 9.69% R2030 REPUBLIC OF SOUTH Sep 2033 AFRICA 11.105% 11.025% 10.53% 11.12% R213 REPUBLIC OF SOUTH Feb 2035 AFRICA 9.920% 9.840% 9.24% 9.94% R2032 REPUBLIC OF SOUTH Mar 2036 AFRICA 9.955% 9.875% 9.27% 9.97% ES33 ESKOM HOLDINGSJanLIMITED 2037 10.095% 10.020% 9.38% 10.10% R209 REPUBLIC OF SOUTH Jan 2040 AFRICA 10.210% 10.150% 9.51% 10.26% R2037 REPUBLIC OF SOUTH Feb 2041 AFRICA 10.190% 10.115% 9.54% 10.23% R214 REPUBLIC OF SOUTH Apr 2042 AFRICA 11.430% 11.355% 10.88% 11.47% R2044 REPUBLIC OF SOUTH Jan 2044 AFRICA 10.315% 10.245% 9.58% 10.33% R2048 REPUBLIC OF SOUTH Feb 2048 AFRICA 10.300% 10.225% 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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