This document provides a summary of South African bond and commodity market activity for December 9, 2021. It includes the total market turnover, foreign client turnover, index levels, individual bond movements, and interest rates. Overall market turnover for the current day was R41.18 billion in nominal terms. The All Bond Index was at 813.208, up 1.5% month-to-date. Key bonds like the R159 and R203 were trading within their year-to-date ranges. Interest rates like JIBAR 1 month and 3 month fixed were unchanged.
This document provides a summary of South African bond and commodity market activity for December 9, 2021. It includes the total market turnover, foreign client turnover, index levels, individual bond movements, and interest rates. Overall market turnover for the current day was R41.18 billion in nominal terms. The All Bond Index was at 813.208, up 1.5% month-to-date. Key bonds like the R159 and R203 were trading within their year-to-date ranges. Interest rates like JIBAR 1 month and 3 month fixed were unchanged.
This document provides a summary of South African bond and commodity market activity for December 9, 2021. It includes the total market turnover, foreign client turnover, index levels, individual bond movements, and interest rates. Overall market turnover for the current day was R41.18 billion in nominal terms. The All Bond Index was at 813.208, up 1.5% month-to-date. Key bonds like the R159 and R203 were trading within their year-to-date ranges. Interest rates like JIBAR 1 month and 3 month fixed were unchanged.
Code Index Yield Index Previous Return MTD Return YTD
ALBI20 9.570% All Bond Index Top 813.208 20 Composite 815.150 1.50% 7.15% GOVI 9.579%Split - 802.623 ALBI20 Issuer Class GOVI 804.526 1.50% 7.02% OTHI 9.497%Split - 860.424 ALBI20 Issuer Class OTHI 862.607 1.50% 8.18% CILI15 3.383% Composite Inflation 305.522 Linked Index Top 15 305.003 2.07% 12.74% ICOR 2.937% CILI15 Issuer Class 380.273 Split - ICOR 380.115 0.52% 8.52% IGOV 3.388% CILI15 Issuer Class 302.571 Split - IGOV 302.033 2.14% 12.88% ISOE 4.120% CILI15 Issuer Class 327.058 Split - ISOE 327.374 0.53% 10.65% MMI JSE Money Market Index 0 294.478 294.440 0.11% 3.81%
ALBI Constituent Bonds
Bond Issuer Maturity MTM Previous YTD Low YTD High
R159 REPUBLIC OF SOUTH Feb 2023 AFRICA 4.950% 4.940% 4.41% 5.58% R203 REPUBLIC OF SOUTH Nov 2023 AFRICA 6.560% 6.590% 6.38% 7.48% ES18 ESKOM HOLDINGS AugLIMITED 2025 8.605% 8.670% 7.98% 9.17% R204 REPUBLIC OF SOUTH Apr 2026 AFRICA 8.725% 8.730% 7.57% 9.16% R207 REPUBLIC OF SOUTH Dec 2026 AFRICA 7.825% 7.830% 6.56% 8.26% R208 REPUBLIC OF SOUTH Nov 2027 AFRICA 9.695% 9.700% 8.37% 10.06% ES23 ESKOM HOLDINGS NovLIMITED 2028 10.125% 10.130% 8.58% 10.49% DV23 DEVELOPMENT JanBANK 2030 OF SOUTHERN 9.455% AFRICA 9.440% 8.42% 9.91% R2023 REPUBLIC OF SOUTH Feb 2031 AFRICA 9.725% 9.710% 8.90% 10.19% ES26 ESKOM HOLDINGS MarLIMITED 2032 9.915% 9.910% 9.30% 10.40% R186 REPUBLIC OF SOUTH Sep 2033 AFRICA 11.350% 11.310% 10.79% 12.00% R2030 REPUBLIC OF SOUTH Jul 2034 AFRICA 11.270% 11.230% 10.86% 12.06% R213 REPUBLIC OF SOUTH Feb 2035 AFRICA 10.435% 10.395% 9.91% 11.08% R2032 REPUBLIC OF SOUTH Mar 2036 AFRICA 10.400% 10.360% 9.84% 11.01% ES33 ESKOM HOLDINGSJanLIMITED 2037 10.620% 10.560% 10.16% 11.34% R209 REPUBLIC OF SOUTH Jan 2040 AFRICA 10.705% 10.640% 10.30% 11.44% R2037 REPUBLIC OF SOUTH Feb 2041 AFRICA 10.700% 10.640% 10.26% 11.37% R214 REPUBLIC OF SOUTH Apr 2042 AFRICA 11.770% 11.710% 11.33% 12.48% R2044 REPUBLIC OF SOUTH Jan 2044 AFRICA 10.745% 10.670% 10.36% 11.49% R2048 REPUBLIC OF SOUTH Feb 2048 AFRICA 10.690% 10.610% 10.27% 11.42%
Other Rates
Code Description Rate Previous YTD Low YTD High
SAFEX SAFEX Overnight Deposit Rate3.570% 3.570% 3.31% 3.58% JIBAR1 JIBAR 1 Month 3.725% 3.725% 3.48% 3.73% JIBAR3 JIBAR 3 Month 3.867% 3.867% 3.64% 3.87% JIBAR6 JIBAR 6 Month 4.525% 4.525% 3.86% 4.55% RSA 2 year retail bond 6.75% 0 0 0 RSA 3 year retail bond 7.75% 0 0 0 RSA 5 year retail bond 9.75% 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 4.50% 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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