0 valutazioniIl 0% ha trovato utile questo documento (0 voti)
15 visualizzazioni3 pagine
- Total market turnover on November 8, 2017 was R38.6 billion for standard turnover and R23.74 billion for repo turnover. Year-to-date turnover was R6.722 trillion for standard and R8.453 trillion for repo.
- Foreign client buying was R10.03 billion for the day while selling was R7.22 billion, resulting in a net of R2.81 billion. Week-to-date foreign client net was R3.79 billion.
- Bond yields were mixed, with the 10-year RSA bond yield at 9.75% and inflation-linked bonds between 2.5-3.2%. Short-term rates were between 6.56-7
- Total market turnover on November 8, 2017 was R38.6 billion for standard turnover and R23.74 billion for repo turnover. Year-to-date turnover was R6.722 trillion for standard and R8.453 trillion for repo.
- Foreign client buying was R10.03 billion for the day while selling was R7.22 billion, resulting in a net of R2.81 billion. Week-to-date foreign client net was R3.79 billion.
- Bond yields were mixed, with the 10-year RSA bond yield at 9.75% and inflation-linked bonds between 2.5-3.2%. Short-term rates were between 6.56-7
- Total market turnover on November 8, 2017 was R38.6 billion for standard turnover and R23.74 billion for repo turnover. Year-to-date turnover was R6.722 trillion for standard and R8.453 trillion for repo.
- Foreign client buying was R10.03 billion for the day while selling was R7.22 billion, resulting in a net of R2.81 billion. Week-to-date foreign client net was R3.79 billion.
- Bond yields were mixed, with the 10-year RSA bond yield at 9.75% and inflation-linked bonds between 2.5-3.2%. Short-term rates were between 6.56-7
Code Index Yield Index Previous Return MTD Return YTD
ALBI20 9.386% All Bond Index Top 556.843 20 Composite 559.833 -0.91% 4.38% GOVI 9.386%Split - 555.083 ALBI20 Issuer Class GOVI 558.098 -0.94% 4.46% OTHI 9.387% ALBI20 Issuer Class Split - 567.271 OTHI 570.207 -0.83% 4.19% CILI15 2.654% Composite Inflation 247.134 Linked Index Top 15 247.186 -0.60% 0.60% ICOR 3.582% CILI15 Issuer Class 266.490 Split - ICOR 266.338 0.03% 7.18% IGOV 2.612% CILI15 Issuer Class 246.124 Split - IGOV 246.184 -0.63% 0.31% ISOE 3.206% CILI15 Issuer Class 246.791 Split - ISOE 246.762 0.01% 4.52% MMI JSE Money Market Index 0 229.411 229.360 0.16% 6.65%
ALBI Constituent Bonds
Bond Issuer Maturity MTM Previous YTD Low YTD High
R159 REPUBLIC OF SOUTH Jan 2020 AFRICA 7.970% 7.890% 7.03% 8.15% R203 REPUBLIC OF SOUTH Feb 2020 AFRICA 9.070% 8.990% 8.33% 9.75% ES18 ESKOM HOLDINGS MarLIMITED 2021 8.220% 8.145% 7.25% 8.31% R204 REPUBLIC OF SOUTH Jan 2023 AFRICA 9.600% 9.525% 8.71% 9.62% R207 REPUBLIC OF SOUTH Feb 2023 AFRICA 9.820% 9.745% 9.13% 10.27% R208 REPUBLIC OF SOUTH Feb 2023 AFRICA 8.570% 8.495% 7.68% 8.65% ES23 ESKOM HOLDINGSAprLIMITED 2026 10.430% 10.350% 9.30% 10.44% DV23 DEVELOPMENT DecBANK 2026 OF SOUTHERN 9.260% AFRICA 9.180% 8.31% 9.27% R2023 REPUBLIC OF SOUTH Jan 2030 AFRICA 9.750% 9.670% 8.70% 9.79% ES26 ESKOM HOLDINGSFebLIMITED 2031 9.840% 9.760% 8.74% 9.88% R186 REPUBLIC OF SOUTH Mar 2032 AFRICA 9.945% 9.865% 8.84% 10.00% R2030 REPUBLIC OF SOUTH Sep 2033 AFRICA 11.250% 11.170% 10.05% 11.30% R213 REPUBLIC OF SOUTH Feb 2035 AFRICA 10.105% 10.025% 9.04% 10.15% R2032 REPUBLIC OF SOUTH Mar 2036 AFRICA 10.045% 9.965% 9.03% 10.10% ES33 ESKOM HOLDINGSJanLIMITED 2037 10.175% 10.095% 9.12% 10.22% R209 REPUBLIC OF SOUTH Jan 2040 AFRICA 10.270% 10.190% 9.14% 10.31% R2037 REPUBLIC OF SOUTH Feb 2041 AFRICA 10.180% 10.100% 9.10% 10.23% R214 REPUBLIC OF SOUTH Apr 2042 AFRICA 11.480% 11.400% 10.18% 11.53% R2044 REPUBLIC OF SOUTH Jan 2044 AFRICA 10.290% 10.210% 9.17% 10.33% R2048 REPUBLIC OF SOUTH Feb 2048 AFRICA 10.240% 10.160% 9.16% 10.28%
Other Rates
Code Description Rate Previous YTD Low YTD High
SAFEX SAFEX Overnight Deposit Rate6.560% 6.560% 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 7.592% 7.592% 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) 9.62 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.