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This document provides a summary of South African bond and commodity market statistics for April 28, 2020. It includes data on total market turnover, foreign client turnover, index levels, individual bond metrics, and interest rates. Standard total market turnover was R67.06 billion for the current day, while foreign client buying was R9.63 billion and selling was R8.04 billion. Several bond indices were up modestly month-to-date, while individual government and Eskom bonds showed small price changes from the previous day. Interest rates on overnight deposits, JIBAR, and inflation-linked retail bonds were also included.
This document provides a summary of South African bond and commodity market statistics for April 28, 2020. It includes data on total market turnover, foreign client turnover, index levels, individual bond metrics, and interest rates. Standard total market turnover was R67.06 billion for the current day, while foreign client buying was R9.63 billion and selling was R8.04 billion. Several bond indices were up modestly month-to-date, while individual government and Eskom bonds showed small price changes from the previous day. Interest rates on overnight deposits, JIBAR, and inflation-linked retail bonds were also included.
This document provides a summary of South African bond and commodity market statistics for April 28, 2020. It includes data on total market turnover, foreign client turnover, index levels, individual bond metrics, and interest rates. Standard total market turnover was R67.06 billion for the current day, while foreign client buying was R9.63 billion and selling was R8.04 billion. Several bond indices were up modestly month-to-date, while individual government and Eskom bonds showed small price changes from the previous day. Interest rates on overnight deposits, JIBAR, and inflation-linked retail bonds were also included.
Code Index Yield Index Previous Return MTD Return YTD
ALBI20 All Bond Index 10.321% 647.186 Top 20 Composite 640.950 1.50% -7.35% GOVI 10.320% ALBI20 Issuer Class Split - 639.394 GOVI 633.237 1.51% -7.44% OTHI 10.328% ALBI20 Issuer Class Split - 678.963 OTHI 672.401 1.43% -6.84% CILI15 3.903% Composite Inflation 252.119 Linked Index Top 15 251.967 3.82% -3.04% ICOR 3.763% CILI15 Issuer Class 317.882 Split - ICOR 317.821 1.66% 2.72% IGOV 3.892% CILI15 Issuer Class 249.545 Split - IGOV 249.390 3.89% -3.23% ISOE 5.290% CILI15 Issuer Class 268.804 Split - ISOE 268.743 3.86% -2.36% MMI JSE Money Market Index 0 275.283 275.134 0.66% 2.67%
ALBI Constituent Bonds
Bond Issuer Maturity MTM Previous YTD Low YTD High
R159 REPUBLIC OF SOUTH Jan 2023 AFRICA 6.915% 7.060% 6.92% 8.76% R203 REPUBLIC OF SOUTH Feb 2023 AFRICA 7.175% 7.320% 7.18% 8.99% ES18 ESKOM HOLDINGSFebLIMITED 2023 5.925% 6.070% 5.93% 7.77% R204 REPUBLIC OF SOUTH Nov 2023 AFRICA 7.575% 7.720% 7.47% 9.17% R207 REPUBLIC OF SOUTH Aug 2025 AFRICA 10.395% 10.630% 9.19% 12.56% R208 REPUBLIC OF SOUTH Apr 2026 AFRICA 10.035% 10.270% 8.80% 12.19% ES23 ESKOM HOLDINGSDecLIMITED 2026 8.995% 9.230% 7.75% 11.15% DV23 DEVELOPMENT NovBANK 2028 OF SOUTHERN 10.975%AFRICA 11.210% 9.73% 13.13% R2023 REPUBLIC OF SOUTH Jan 2030 AFRICA 10.795% 10.940% 8.69% 12.34% ES26 ESKOM HOLDINGSFebLIMITED 2031 11.040% 11.180% 8.91% 12.61% R186 REPUBLIC OF SOUTH Mar 2032 AFRICA 11.265% 11.410% 9.11% 12.86% R2030 REPUBLIC OF SOUTH Sep 2033 AFRICA 12.720% 12.860% 10.66% 14.17% R213 REPUBLIC OF SOUTH Feb 2035 AFRICA 11.690% 11.830% 9.52% 13.05% R2032 REPUBLIC OF SOUTH Mar 2036 AFRICA 11.650% 11.790% 9.58% 13.10% ES33 ESKOM HOLDINGSJanLIMITED 2037 11.810% 11.955% 9.70% 13.20% R209 REPUBLIC OF SOUTH Jan 2040 AFRICA 11.935% 12.060% 9.85% 13.31% R2037 REPUBLIC OF SOUTH Feb 2041 AFRICA 11.845% 11.970% 9.81% 13.26% R214 REPUBLIC OF SOUTH Apr 2042 AFRICA 13.045% 13.170% 11.03% 14.48% R2044 REPUBLIC OF SOUTH Jan 2044 AFRICA 11.990% 12.110% 9.92% 13.33% R2048 REPUBLIC OF SOUTH Feb 2048 AFRICA 11.970% 12.090% 9.93% 13.31%
Other Rates
Code Description Rate Previous YTD Low YTD High
SAFEX SAFEX Overnight Deposit Rate4.100% 4.100% 4.10% 6.35% JIBAR1 JIBAR 1 Month 4.483% 4.483% 4.48% 6.63% JIBAR3 JIBAR 3 Month 4.592% 4.592% 4.59% 6.80% JIBAR6 JIBAR 6 Month 5.067% 5.067% 5.07% 7.31% RSA 2 year retail bond 7.75% 0 0 0 RSA 3 year retail bond 9.00% 0 0 0 RSA 5 year retail bond 11.50% 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.
These figures are supplied by parties external to Business Day. Business Day will not warrant the accuracy of the figures.