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This document provides a summary of market and commodity figures for 19 December 2018, including the following:
- Total market turnover statistics for standard and REPO 1 markets on the current day, week to date, month to date, and year to date.
- Foreign client market turnover statistics for standard and REPO 1 markets broken down by party, with figures for buys, sells, and net for the current day, week to date, month to date, and year to date.
- Index levels and returns for various South African bond indexes including the ALBI20, CILI15, and JSE Money Market Index.
This document provides a summary of market and commodity figures for 19 December 2018, including the following:
- Total market turnover statistics for standard and REPO 1 markets on the current day, week to date, month to date, and year to date.
- Foreign client market turnover statistics for standard and REPO 1 markets broken down by party, with figures for buys, sells, and net for the current day, week to date, month to date, and year to date.
- Index levels and returns for various South African bond indexes including the ALBI20, CILI15, and JSE Money Market Index.
This document provides a summary of market and commodity figures for 19 December 2018, including the following:
- Total market turnover statistics for standard and REPO 1 markets on the current day, week to date, month to date, and year to date.
- Foreign client market turnover statistics for standard and REPO 1 markets broken down by party, with figures for buys, sells, and net for the current day, week to date, month to date, and year to date.
- Index levels and returns for various South African bond indexes including the ALBI20, CILI15, and JSE Money Market Index.
Deals Nominal Consideration Deals Nominal Consideration Current Day 759 14.09 bn Rbn 13.69 176 29.63 bn Rbn 28.13 Week to Date 1,529 26.58 bn Rbn 26.21 523 65.95 bn Rbn 63.65 Month to Date 13,042 342.76 bn Rbn 337.15 3,716 515.17 bn Rbn 482.92 Year to Date 300,120 9,135.65 bn Rbn 9,400.46 79,624 10,324.77 bn Rbn 10,022.60
Foreign Client Market Turnover Statistics
Standard Turnover REPO 1 Turnover
Party Deals Nominal Consideration Deals Nominal Consideration Buy 38 1.70 bn Rbn 1.74 9 2.68 bn Rbn 2.48 Current Day Sell 31 1.89 bn Rbn 1.86 Net 7 -0.19 bn Rbn -0.12 9 2.68 bn Rbn 2.48 Buy 100 3.08 bn Rbn 3.05 28 6.09 bn Rbn 5.68 Week to Date Sell 89 4.76 bn Rbn 4.80 Net 11 -1.68 bn Rbn -1.75 28 6.09 bn Rbn 5.68 Buy 723 33.40 bn Rbn 33.87 188 42.89 bn Rbn 40.44 Month to Date Sell 749 47.76 bn Rbn 38.90 15 2.64 bn Rbn 2.54 Net -26 -14.36 bn Rbn -5.03 173 40.25 bn Rbn 37.90 Buy 19,612 1,109.60 bn Rbn 1,145.47 4,436 725.23 bn Rbn 677.86 Year to Date Sell 18,982 1,174.04 bn Rbn 1,202.36 3,146 815.03 bn Rbn 844.26 Net 630 -64.44 bn Rbn -56.89 1,290 -89.80 bn Rbn -166.40
Index Levels
Code Index Yield Index Previous Return MTD Return YTD
ALBI20 9.411% All Bond Index Top 622.061 20 Composite 620.163 -1.12% 5.80% GOVI 9.438%Split - 615.422 ALBI20 Issuer Class GOVI 613.506 -1.17% 4.91% OTHI 9.303% ALBI20 Issuer Class Split - 647.987 OTHI 646.168 -0.95% 8.48% CILI15 3.207% Composite Inflation 252.549 Linked Index Top 15 252.494 0.32% -0.07% ICOR 3.897% CILI15 Issuer Class 288.636 Split - ICOR 288.540 0.37% 6.57% IGOV 3.174% CILI15 Issuer Class 250.910 Split - IGOV 250.856 0.32% -0.35% ISOE 3.880% CILI15 Issuer Class 261.353 Split - ISOE 261.287 0.47% 4.30% MMI JSE Money Market Index 0 248.651 248.600 0.39% 7.27%
ALBI Constituent Bonds
Bond Issuer Maturity MTM Previous YTD Low YTD High
R159 REPUBLIC OF SOUTH Sep 2020 AFRICA 8.360% 8.375% 8.20% 9.45% R203 REPUBLIC OF SOUTH Mar 2021 AFRICA 7.160% 7.175% 6.87% 8.14% ES18 ESKOM HOLDINGSJanLIMITED 2023 9.450% 9.485% 8.35% 9.84% R204 REPUBLIC OF SOUTH Feb 2023 AFRICA 9.375% 9.410% 8.57% 9.93% R207 REPUBLIC OF SOUTH Feb 2023 AFRICA 8.290% 8.325% 7.24% 8.68% R208 REPUBLIC OF SOUTH Aug 2025 AFRICA 10.770% 10.805% 9.69% 11.20% ES23 ESKOM HOLDINGSAprLIMITED 2026 10.320% 10.355% 9.17% 10.62% DV23 DEVELOPMENT DecBANK 2026 OF SOUTHERN 9.070% AFRICA 9.105% 7.88% 9.37% R2023 REPUBLIC OF SOUTH Jan 2030 AFRICA 9.600% 9.640% 8.28% 9.82% ES26 ESKOM HOLDINGSFebLIMITED 2031 9.690% 9.730% 8.36% 9.91% R186 REPUBLIC OF SOUTH Mar 2032 AFRICA 9.810% 9.850% 8.46% 10.03% R2030 REPUBLIC OF SOUTH Sep 2033 AFRICA 11.215% 11.255% 9.96% 11.42% R213 REPUBLIC OF SOUTH Feb 2035 AFRICA 9.965% 10.005% 8.61% 10.15% R2032 REPUBLIC OF SOUTH Mar 2036 AFRICA 9.905% 9.945% 8.62% 10.11% ES33 ESKOM HOLDINGSJanLIMITED 2037 10.040% 10.080% 8.69% 10.23% R209 REPUBLIC OF SOUTH Jan 2040 AFRICA 10.105% 10.150% 8.76% 10.33% R2037 REPUBLIC OF SOUTH Feb 2041 AFRICA 10.085% 10.125% 8.73% 10.29% R214 REPUBLIC OF SOUTH Apr 2042 AFRICA 11.455% 11.495% 10.13% 11.66% R2044 REPUBLIC OF SOUTH Jan 2044 AFRICA 10.130% 10.170% 8.80% 10.33% R2048 REPUBLIC OF SOUTH Feb 2048 AFRICA 10.110% 10.150% 8.76% 10.31%
Other Rates
Code Description Rate Previous YTD Low YTD High
SAFEX SAFEX Overnight Deposit Rate6.590% 6.590% 6.31% 6.60% JIBAR1 JIBAR 1 Month 6.942% 6.942% 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 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 4.00% 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.
Kenneth Dean Austin v. Howard Ray, Warden, Jackie Brannon Correctional Center and Attorney General of The State of Oklahoma, 124 F.3d 216, 10th Cir. (1997)