Documenti di Didattica
Documenti di Professioni
Documenti di Cultura
25 January 2017
Deals
723
2 228
14 258
14 258
Current Day
Week to Date
Month to Date
Year to Date
Standard Turnover
Nominal
Consideration
28.14 bn Rbn
29.81
59.20 bn Rbn
63.93
353.13 bn Rbn
380.77
353.13 bn Rbn
380.77
215
1 274
4 816
4 816
REPO 1 Turnover
Nominal
Consideration
14.77 bn Rbn
14.23
124.67 bn Rbn
122.77
455.74 bn Rbn
456.53
455.74 bn Rbn
456.53
13
9
4
75
29
46
299
121
178
299
121
178
REPO 1 Turnover
Nominal
Consideration
0.52 bn Rbn
0.50
0.70 bn Rbn
0.66
-0.18 bn Rbn
-0.16
4.75 bn Rbn
4.66
2.03 bn Rbn
2.03
2.72 bn Rbn
2.63
21.78 bn Rbn
21.56
12.02 bn Rbn
11.92
9.76 bn Rbn
9.64
21.78 bn Rbn
21.56
12.02 bn Rbn
11.92
9.76 bn Rbn
9.64
Deals
Party
Current Day
Week to Date
Month to Date
Year to Date
Buy
Sell
Net
Buy
Sell
Net
Buy
Sell
Net
Buy
Sell
Net
Deals
59
58
1
167
135
32
1 183
1 011
172
1 183
1 011
172
Standard Turnover
Nominal
Consideration
3.07 bn Rbn
3.31
3.05 bn Rbn
3.15
0.02 bn Rbn
0.16
7.19 bn Rbn
7.74
6.93 bn Rbn
7.20
0.26 bn Rbn
0.55
44.70 bn Rbn
46.85
46.22 bn Rbn
47.78
-1.52 bn Rbn
-0.92
44.70 bn Rbn
46.85
46.22 bn Rbn
47.78
-1.52 bn Rbn
-0.92
Deals
Index Levels
Code
ALBI20
GOVI
OTHI
CILI15
ICOR
IGOV
Index
Yield
Index
All Bond Index Top
20 Composite
8.875%
542.846
ALBI20 Issuer Class
GOVI
8.814%Split - 540.758
ALBI20 Issuer Class
Split
OTHI
9.041%
554.010
Composite Inflation
Linked Index
Top 15
2.138%
249.027
CILI15 Issuer Class
Split - ICOR
3.380%
250.594
CILI15 Issuer Class
Split - IGOV
2.073%
248.825
Previous
545.531
543.432
556.750
248.949
249.813
248.759
Return MTD
1.76%
1.76%
1.75%
1.37%
0.79%
1.41%
Return YTD
1.76%
1.76%
1.75%
1.37%
0.79%
1.41%
ISOE
MMI
238.221
216.226
0.91%
0.54%
0.91%
0.54%
Previous
8.425%
7.735%
7.880%
8.030%
9.145%
8.315%
9.650%
8.670%
9.095%
9.125%
9.230%
10.310%
9.340%
9.300%
9.400%
9.420%
9.365%
10.440%
9.420%
9.415%
YTD Low
8.43%
7.74%
7.88%
8.02%
9.15%
8.32%
9.61%
8.63%
9.06%
9.08%
9.19%
10.27%
9.30%
9.26%
9.36%
9.37%
9.32%
10.40%
9.38%
9.37%
YTD High
8.66%
7.97%
8.15%
8.31%
9.46%
8.65%
9.93%
8.96%
9.38%
9.40%
9.53%
10.58%
9.64%
9.58%
9.70%
9.69%
9.63%
10.71%
9.70%
9.68%
Previous
6.780%
7.117%
7.358%
7.942%
0
0
0
0
0
0
YTD Low
6.77%
7.12%
7.36%
7.93%
0
0
0
0
0
0
YTD High
6.79%
7.12%
7.37%
7.97%
0
0
0
0
0
0
Issuer
Maturity
MTM
REPUBLIC OF SOUTH
Apr 2018
AFRICA 8.460%
REPUBLIC OF SOUTH
Dec 2018
AFRICA 7.770%
ESKOM HOLDINGS
JanLIMITED
2020
7.905%
REPUBLIC OF SOUTH
Mar 2021
AFRICA 8.070%
REPUBLIC OF SOUTH
Jan 2023
AFRICA 9.195%
REPUBLIC OF SOUTH
Feb 2023
AFRICA 8.365%
ESKOM HOLDINGS
AprLIMITED
2026
9.725%
DEVELOPMENT Dec
BANK
2026
OF SOUTHERN
8.745% AFRICA
REPUBLIC OF SOUTH
Jan 2030
AFRICA 9.170%
ESKOM HOLDINGS
FebLIMITED
2031
9.200%
REPUBLIC OF SOUTH
Mar 2032
AFRICA 9.300%
REPUBLIC OF SOUTH
Sep 2033
AFRICA 10.390%
REPUBLIC OF SOUTH
Feb 2035
AFRICA 9.415%
REPUBLIC OF SOUTH
Mar 2036
AFRICA 9.380%
ESKOM HOLDINGS
JanLIMITED
2037
9.475%
REPUBLIC OF SOUTH
Jan 2040
AFRICA 9.495%
REPUBLIC OF SOUTH
Feb 2041
AFRICA 9.440%
REPUBLIC OF SOUTH
Apr 2042
AFRICA 10.515%
REPUBLIC OF SOUTH
Jan 2044
AFRICA 9.495%
REPUBLIC OF SOUTH
Feb 2048
AFRICA 9.490%
Other Rates
Code
SAFEX
JIBAR1
JIBAR3
JIBAR6
Description
Rate
SAFEX Overnight Deposit Rate6.790%
JIBAR 1 Month
7.117%
JIBAR 3 Month
7.367%
JIBAR 6 Month
7.950%
RSA 2 year retail bond
8.50%
RSA 3 year retail bond
8.75%
RSA 5 year retail bond
9.00%
RSA 3 year inflation linked retail
1.75%
bond
RSA 5 year inflation linked retail
2.00%
bond
RSA 10 year inflation linked retail
2.25%
bond
Zero
6.60
Par/Swap
6.10
5.60
5.10
DATA
DISCLAIMER
To the
extent allowed by law, JSE Limited (the JSE) does not (expressly, tacitly or implicitly) guarantee or warrant the availability,
4.60
sequence,2015
accuracy, completeness,
reliability or any other aspect
(Data), or that any Data is
up to date.
2020
2026 of any of the data 2031
2037
2042
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,
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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.
2048
2053
2059
Zero
Par/Swap