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Markets and Commodity figures 03 December 2018 Total Market Turnover Statistics Standard Turnover REPO 1 Turnover

Markets and Commodity figures

03 December 2018

Total Market Turnover Statistics

   

Standard Turnover

   

REPO 1 Turnover

   

Deals

Nominal

Consideration

Deals

Nominal

 

Consideration

 

Current Day

1,089

24.29

bn

Rbn

24.81

225

29.95

bn

Rbn

28.46

Week to Date

1,089

24.29

bn

Rbn

24.81

225

29.95

bn

Rbn

28.46

Month to Date

1,089

24.29

bn

Rbn

24.81

225

29.95

bn

Rbn

28.46

Year to Date

288,168

8,817.19 bn

Rbn

9,088.12

76,133

9,839.55 bn

Rbn

9,568.14

 
 

Foreign Client Market Turnover Statistics

 
 
   

Standard Turnover

   

REPO 1 Turnover

   
 

Party

Deals

Nominal

Consideration

Deals

Nominal

 

Consideration

   

Buy

78

3.03

bn

Rbn

3.08

22

3.10

bn

Rbn

3.13

Current Day

Sell

86

2.79

bn

Rbn

2.92

     

Net

-8

0.24

bn

Rbn

0.16

22

3.10

bn

Rbn

3.13

 

Buy

78

3.03

bn

Rbn

3.08

22

3.10

bn

Rbn

3.13

Week to Date

Sell

86

2.79

bn

Rbn

2.92

     

Net

-8

0.24

bn

Rbn

0.16

22

3.10

bn

Rbn

3.13

 

Buy

78

3.03

bn

Rbn

3.08

22

3.10

bn

Rbn

3.13

Month to Date

Sell

86

2.79

bn

Rbn

2.92

     

Net

-8

0.24

bn

Rbn

0.16

22

3.10

bn

Rbn

3.13

 

Buy

18,966

1,079.20 bn

Rbn

1,114.65

4,270

685.45

bn

Rbn

640.55

Year to Date

Sell

18,320

1,129.09 bn

Rbn

1,166.41

3,131

812.39

bn

Rbn

841.72

Net

646

-49.89 bn

Rbn

-51.76

1,139

-126.95 bn

Rbn

-201.17

 
 

Index Levels

 
 

Code

Index

Yield

Index

 

Previous

Return MTD

Return YTD

 

ALBI20

All Bond Inde

9.232%

630.502

 
  • 629.453 0.22%

 

7.23%

GOVI

ALBI20 Issue

9.260%

624.105

 
  • 623.022 0.22%

 

6.39%

OTHI

ALBI20 Issue

9.122%

655.417

 
  • 654.505 0.19%

 

9.72%

CILI15

Composite In

3.198%

251.635

 
  • 251.818 -0.04%

 

-0.43%

ICOR

CILI15 Issue

3.886%

287.726

 
  • 287.653 0.06%

 

6.23%

IGOV

CILI15 Issue

3.165%

250.000

 
  • 250.193 -0.05%

 

-0.71%

ISOE

CILI15 Issue

3.880%

260.293

  • 260.227 0.06%

 

3.88%

MMI

JSE Money Ma

0

247.845

  • 247.692 0.06%

 

6.92%

 
 

ALBI Constituent Bonds

 
 

Bond

Issuer

Maturity

MTM

Previous

YTD Low

YTD High

R159

REPUBLIC OF

Sep 2020

8.375%

8.400%

8.20%

9.45%

R203

REPUBLIC OF

Mar 2021

7.175%

7.200%

6.87%

8.14%

ES18

ESKOM HOLDI

Jan 2023

9.365%

9.390%

8.35%

9.84%

R204

REPUBLIC OF

Feb 2023

9.275%

9.300%

8.57%

9.93%

R207

REPUBLIC OF

Feb 2023

8.205%

8.230%

7.24%

8.68%

R208

REPUBLIC OF

Aug 2025

10.600%

10.625%

9.69%

11.20%

ES23

ESKOM HOLDI

Apr 2026

10.150%

10.175%

9.17%

10.62%

DV23

DEVELOPMEN

Dec 2026

8.900%

8.925%

7.88%

9.37%

R2023

REPUBLIC OF

Jan 2030

9.355%

9.380%

8.28%

9.82%

ES26

ESKOM HOLDI

Feb 2031

9.455%

9.480%

8.36%

9.91%

R186

REPUBLIC OF

Mar 2032

9.570%

9.590%

8.46%

10.03%

R2030

REPUBLIC OF

Sep 2033

10.950%

10.970%

9.96%

11.42%

R213

REPUBLIC OF

Feb 2035

9.695%

9.715%

8.61%

10.15%

R2032

REPUBLIC OF

Mar 2036

9.640%

9.660%

8.62%

10.11%

ES33

ESKOM HOLDI

Jan 2037

9.765%

9.785%

8.69%

10.23%

R209

REPUBLIC OF

Jan 2040

9.830%

9.845%

8.76%

10.33%

R2037

REPUBLIC OF

Feb 2041

9.810%

9.825%

8.73%

10.29%

R214

REPUBLIC OF

Apr 2042

11.180%

11.195%

10.13%

11.66%

R2044

REPUBLIC OF

Jan 2044

9.840%

9.855%

8.80%

10.33%

R2048

REPUBLIC OF

Feb 2048

9.825%

9.840%

8.76%

10.31%

 
 

Other Rates

 
 

Code

Description

 

Rate

Previous

YTD Low

YTD High

SAFEX

SAFEX Overnight Deposit

6.590%

6.590%

6.31%

6.60%

JIBAR1

JIBAR 1 Month

6.950%

6.950%

6.63%

6.95%

JIBAR3

JIBAR 3 Month

7.150%

7.150%

6.87%

7.18%

JIBAR6

JIBAR 6 Month

7.750%

7.750%

7.38%

7.76%

 

RSA 2 year retail bond

7.50%

 
  • 0 0

0

 

RSA 3 year retail bond

8.25%

 
  • 0 0

0

 

RSA 5 year retail bond

9.25%

 
  • 0 0

0

 

RSA 3 year inflation linked

3.50%

 
  • 0 0

0

 

RSA 5 year inflation linked

3.75%

 
  • 0 0

0

 

RSA 10 year inflation linke

4.00%

 
  • 0 0

0

Nominal Bond Curves (NACS) 9.60 9.10 8.60 8.10 7.60 7.10 Zero 6.60 Par/ 6.10 5.60 5.10
Nominal Bond Curves (NACS)
9.60
9.10
8.60
8.10
7.60
7.10
Zero
6.60
Par/
6.10
5.60
5.10
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4.60
sequence, accuracy, completeness, reliability or any other aspect of any of the data (Data), or that any Data is up to date.
2015
2020
2026
2031
2037
2042
2048
2053
2059

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Nominal Bond Curves (NACS) 9.60 9.10 8.60 8.10 7.60 7.10 Zero 6.60 Par/ 6.10 5.60 5.10
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