You are on page 1of 6

Markets and Commodity figures

02 March 2017

Total Market Turnover Statistics

Standard Turnover REPO 1 Turnover


Deals Nominal Consideration Deals Nominal Consideration
Current Day 1 046 30.38 bn Rbn 32.21 232 29.69 bn Rbn 29.28
Week to Date 2 818 83.64 bn Rbn 90.12 1 372 165.48 bn Rbn 161.28
Month to Date 1 046 30.38 bn Rbn 32.21 232 29.69 bn Rbn 29.28
Year to Date 44 497 1 179.73 bn Rbn 1 250.96 13 333 1 389.23 bn Rbn 1 370.59

Foreign Client Market Turnover Statistics

Standard Turnover REPO 1 Turnover


Party Deals Nominal Consideration Deals Nominal Consideration
Buy 85 3.74 bn Rbn 3.98 23 2.79 bn Rbn 2.92
Current Day Sell 86 5.96 bn Rbn 6.26 9 0.43 bn Rbn 0.37
Net -1 -2.21 bn Rbn -2.28 14 2.36 bn Rbn 2.55
Buy 304 12.17 bn Rbn 12.72 67 7.64 bn Rbn 7.72
Week to Date Sell 238 14.22 bn Rbn 14.82 30 3.44 bn Rbn 3.37
Net 66 -2.06 bn Rbn -2.10 37 4.20 bn Rbn 4.35
Buy 85 3.74 bn Rbn 3.98 23 2.79 bn Rbn 2.92
Month to Date Sell 86 5.96 bn Rbn 6.26 9 0.43 bn Rbn 0.37
Net -1 -2.21 bn Rbn -2.28 14 2.36 bn Rbn 2.55
Buy 3 532 147.44 bn Rbn 152.50 874 87.09 bn Rbn 86.87
Year to Date Sell 2 981 149.33 bn Rbn 155.34 305 32.10 bn Rbn 31.36
Net 551 -1.89 bn Rbn -2.83 569 54.98 bn Rbn 55.51

Index Levels

Code Index Yield Index Previous Return MTD Return YTD


ALBI20 8.942%
All Bond Index Top 544.050
20 Composite 544.434 -0.07% 1.98%
GOVI 8.873%Split - 541.863
ALBI20 Issuer Class GOVI 542.263 -0.07% 1.97%
OTHI 9.124%
ALBI20 Issuer Class Split - 555.494
OTHI 555.841 -0.06% 2.02%
CILI15 2.138%
Composite Inflation 249.738
Linked Index Top 15 249.690 0.02% 1.66%
ICOR 3.360%
CILI15 Issuer Class 252.777
Split - ICOR 252.725 0.02% 1.67%
IGOV 2.083%
CILI15 Issuer Class 249.457
Split - IGOV 249.409 0.02% 1.67%
ISOE 2.791%
CILI15 Issuer Class 239.914
Split - ISOE 239.868 0.02% 1.61%
MMI JSE Money Market Index
0 217.875 217.825 0.02% 1.29%

ALBI Constituent Bonds

Bond Issuer Maturity MTM Previous YTD Low YTD High


R159 REPUBLIC OF SOUTH
Dec 2018
AFRICA 7.560% 7.535% 7.53% 7.97%
R203 REPUBLIC OF SOUTH
Jan 2020
AFRICA 7.830% 7.790% 7.71% 8.15%
ES18 ESKOM HOLDINGS
MarLIMITED
2021 7.985% 7.945% 7.87% 8.31%
R204 REPUBLIC OF SOUTH
Jan 2023
AFRICA 9.180% 9.140% 9.03% 9.46%
R207 REPUBLIC OF SOUTH
Feb 2023
AFRICA 9.900% 9.860% 9.75% 10.27%
R208 REPUBLIC OF SOUTH
Feb 2023
AFRICA 8.340% 8.300% 8.19% 8.65%
ES23 ESKOM HOLDINGSAprLIMITED
2026 9.805% 9.780% 9.56% 9.93%
DV23 DEVELOPMENT DecBANK
2026
OF SOUTHERN
8.815% AFRICA 8.790% 8.57% 8.96%
R2023 REPUBLIC OF SOUTH
Jan 2030
AFRICA 9.220% 9.210% 8.96% 9.38%
ES26 ESKOM HOLDINGSFebLIMITED
2031 9.260% 9.250% 8.99% 9.40%
R186 REPUBLIC OF SOUTH
Mar 2032
AFRICA 9.365% 9.355% 9.10% 9.53%
R2030 REPUBLIC OF SOUTH
Sep 2033
AFRICA 10.510% 10.500% 10.23% 10.58%
R213 REPUBLIC OF SOUTH
Feb 2035
AFRICA 9.495% 9.485% 9.23% 9.64%
R2032 REPUBLIC OF SOUTH
Mar 2036
AFRICA 9.490% 9.480% 9.21% 9.58%
ES33 ESKOM HOLDINGSJanLIMITED
2037 9.600% 9.590% 9.32% 9.70%
R209 REPUBLIC OF SOUTH
Jan 2040
AFRICA 9.605% 9.600% 9.33% 9.69%
R2037 REPUBLIC OF SOUTH
Feb 2041
AFRICA 9.570% 9.560% 9.29% 9.63%
R214 REPUBLIC OF SOUTH
Apr 2042
AFRICA 10.655% 10.645% 10.37% 10.71%
R2044 REPUBLIC OF SOUTH
Jan 2044
AFRICA 9.650% 9.645% 9.37% 9.70%
R2048 REPUBLIC OF SOUTH
Feb 2048
AFRICA 9.640% 9.640% 9.36% 9.68%

Other Rates

Code Description Rate Previous YTD Low YTD High


SAFEX SAFEX Overnight Deposit Rate6.800% 6.800% 6.77% 6.80%
JIBAR1 JIBAR 1 Month 7.083% 7.083% 7.08% 7.12%
JIBAR3 JIBAR 3 Month 7.325% 7.325% 7.33% 7.37%
JIBAR6 JIBAR 6 Month 7.925% 7.917% 7.88% 7.97%
RSA 2 year retail bond 8.00% 0 0 0
RSA 3 year retail bond 8.25% 0 0 0
RSA 5 year retail bond 8.75% 0 0 0
RSA 3 year inflation linked retail
1.75%
bond 0 0 0
RSA 5 year inflation linked retail
2.00%
bond 0 0 0
RSA 10 year inflation linked retail
2.25%
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
accuracy, completeness, reliability or any other aspect
2020 2026 of any of the data 2031
(Data), or that any Data is up to date.
2037 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