Você está na página 1de 6

Markets and Commodity figures

14 November 2017

Total Market Turnover Statistics

Standard Turnover REPO 1 Turnover


Deals Nominal Consideration Deals Nominal Consideration
Current Day 1 488 40.94 bn Rbn 41.28 811 89.87 bn Rbn 85.74
Week to Date 2 890 87.11 bn Rbn 85.68 1 068 124.78 bn Rbn 120.50
Month to Date 14 758 408.09 bn Rbn 410.30 3 440 436.71 bn Rbn 414.28
Year to Date 259 252 6 870.39 bn Rbn 7 184.77 70 214 8 627.17 bn Rbn 8 397.72

Foreign Client Market Turnover Statistics

Standard Turnover REPO 1 Turnover


Party Deals Nominal Consideration Deals Nominal Consideration
Buy 117 5.21 bn Rbn 5.71 44 5.65 bn Rbn 5.17
Current Day Sell 84 5.30 bn Rbn 5.17 32 8.46 bn Rbn 8.66
Net 33 -0.09 bn Rbn 0.54 12 -2.81 bn Rbn -3.48
Buy 212 13.33 bn Rbn 13.08 78 8.20 bn Rbn 7.58
Week to Date Sell 202 11.85 bn Rbn 11.37 46 15.84 bn Rbn 16.73
Net 10 1.48 bn Rbn 1.72 32 -7.64 bn Rbn -9.15
Buy 1 040 49.55 bn Rbn 49.87 340 34.20 bn Rbn 30.81
Month to Date Sell 879 53.79 bn Rbn 54.34 155 58.04 bn Rbn 61.64
Net 161 -4.24 bn Rbn -4.47 185 -23.83 bn Rbn -30.83
Buy 20 941 916.64 bn Rbn 946.09 5 240 464.15 bn Rbn 437.15
Year to Date Sell 17 177 860.39 bn Rbn 891.96 2 587 571.57 bn Rbn 591.86
Net 3 764 56.25 bn Rbn 54.14 2 653 -107.43 bn Rbn -154.71

Index Levels

Code Index Yield Index Previous Return MTD Return YTD


ALBI20 9.489%
All Bond Index Top 551.776
20 Composite 551.158 -1.81% 3.43%
GOVI 9.490%Split - 549.956
ALBI20 Issuer Class GOVI 549.303 -1.85% 3.49%
OTHI 9.485%
ALBI20 Issuer Class Split - 562.361
OTHI 561.852 -1.69% 3.29%
CILI15 2.687%
Composite Inflation 246.331
Linked Index Top 15 246.446 -0.92% 0.27%
ICOR 3.603%
CILI15 Issuer Class 266.355
Split - ICOR 266.321 -0.02% 7.13%
IGOV 2.646%
CILI15 Issuer Class 245.288
Split - IGOV 245.411 -0.97% -0.03%
ISOE 3.228%
CILI15 Issuer Class 246.599
Split - ISOE 246.569 -0.07% 4.44%
MMI JSE Money Market Index
0 229.661 229.622 0.27% 6.77%

ALBI Constituent Bonds

Bond Issuer Maturity MTM Previous YTD Low YTD High


R159 REPUBLIC OF SOUTH
Jan 2020
AFRICA 8.150% 8.190% 7.03% 8.19%
R203 REPUBLIC OF SOUTH
Feb 2020
AFRICA 9.250% 9.290% 8.33% 9.75%
ES18 ESKOM HOLDINGS
MarLIMITED
2021 8.400% 8.430% 7.25% 8.43%
R204 REPUBLIC OF SOUTH
Jan 2023
AFRICA 9.800% 9.825% 8.71% 9.83%
R207 REPUBLIC OF SOUTH
Feb 2023
AFRICA 10.010% 10.035% 9.13% 10.27%
R208 REPUBLIC OF SOUTH
Feb 2023
AFRICA 8.760% 8.785% 7.68% 8.79%
ES23 ESKOM HOLDINGSAprLIMITED
2026 10.630% 10.650% 9.30% 10.65%
DV23 DEVELOPMENT DecBANK
2026
OF SOUTHERN
9.450% AFRICA 9.470% 8.31% 9.47%
R2023 REPUBLIC OF SOUTH
Jan 2030
AFRICA 9.905% 9.920% 8.70% 9.92%
ES26 ESKOM HOLDINGSFebLIMITED
2031 9.985% 10.010% 8.74% 10.01%
R186 REPUBLIC OF SOUTH
Mar 2032
AFRICA 10.090% 10.115% 8.84% 10.12%
R2030 REPUBLIC OF SOUTH
Sep 2033
AFRICA 11.405% 11.420% 10.05% 11.42%
R213 REPUBLIC OF SOUTH
Feb 2035
AFRICA 10.250% 10.260% 9.04% 10.26%
R2032 REPUBLIC OF SOUTH
Mar 2036
AFRICA 10.175% 10.190% 9.03% 10.19%
ES33 ESKOM HOLDINGSJanLIMITED
2037 10.315% 10.320% 9.12% 10.32%
R209 REPUBLIC OF SOUTH
Jan 2040
AFRICA 10.405% 10.410% 9.14% 10.41%
R2037 REPUBLIC OF SOUTH
Feb 2041
AFRICA 10.320% 10.320% 9.10% 10.32%
R214 REPUBLIC OF SOUTH
Apr 2042
AFRICA 11.630% 11.630% 10.18% 11.63%
R2044 REPUBLIC OF SOUTH
Jan 2044
AFRICA 10.430% 10.430% 9.17% 10.43%
R2048 REPUBLIC OF SOUTH
Feb 2048
AFRICA 10.380% 10.380% 9.16% 10.38%

Other Rates

Code Description Rate Previous YTD Low YTD High


SAFEX SAFEX Overnight Deposit Rate6.560% 6.550% 6.50% 6.83%
JIBAR1 JIBAR 1 Month 6.842% 6.842% 6.79% 7.12%
JIBAR3 JIBAR 3 Month 7.050% 7.050% 6.98% 7.38%
JIBAR6 JIBAR 6 Month 7.642% 7.625% 7.32% 8.00%
RSA 2 year retail bond 8.25% 0 0 0
RSA 3 year retail bond 8.50% 0 0 0
RSA 5 year retail bond 9.00% 0 0 0
RSA 3 year inflation linked retail
3.00%
bond 0 0 0
RSA 5 year inflation linked retail
2.50%
bond 0 0 0
RSA 10 year inflation linked retail
2.50%
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 2020
accuracy, completeness, 2026 of any of the data 2031
reliability or any other aspect 2037
(Data), or that any Data is up to date. 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

Você também pode gostar