0 valutazioniIl 0% ha trovato utile questo documento (0 voti)
42 visualizzazioni3 pagine
This document provides market and commodity figures for April 23, 2020 including total market turnover statistics, foreign client market turnover statistics, index levels, ALBI constituent bonds, and other rates. Total market turnover for the current day was R58.41 billion with standard turnover of 1,614 deals. The All Bond Index (ALBI20) closed at 643.118, down 0.86% month-to-date. Benchmark bond yields such as the R159 and R203 were largely unchanged from the previous day.
This document provides market and commodity figures for April 23, 2020 including total market turnover statistics, foreign client market turnover statistics, index levels, ALBI constituent bonds, and other rates. Total market turnover for the current day was R58.41 billion with standard turnover of 1,614 deals. The All Bond Index (ALBI20) closed at 643.118, down 0.86% month-to-date. Benchmark bond yields such as the R159 and R203 were largely unchanged from the previous day.
This document provides market and commodity figures for April 23, 2020 including total market turnover statistics, foreign client market turnover statistics, index levels, ALBI constituent bonds, and other rates. Total market turnover for the current day was R58.41 billion with standard turnover of 1,614 deals. The All Bond Index (ALBI20) closed at 643.118, down 0.86% month-to-date. Benchmark bond yields such as the R159 and R203 were largely unchanged from the previous day.
Code Index Yield Index Previous Return MTD Return YTD
ALBI20 All Bond Index 10.373% 643.118 Top 20 Composite 656.389 0.86% -7.93% GOVI 10.371% ALBI20 Issuer Class Split - 635.422 GOVI 648.499 0.88% -8.01% OTHI 10.384% ALBI20 Issuer Class Split - 674.416 OTHI 688.545 0.75% -7.47% CILI15 3.846% Composite Inflation 253.154 Linked Index Top 15 256.465 4.24% -2.64% ICOR 3.682% CILI15 Issuer Class 318.955 Split - ICOR 319.402 2.01% 3.07% IGOV 3.837% CILI15 Issuer Class 250.543 Split - IGOV 253.931 4.30% -2.85% ISOE 5.060% CILI15 Issuer Class 272.812 Split - ISOE 275.035 5.40% -0.90% MMI JSE Money Market Index 0 275.078 275.037 0.59% 2.60%
ALBI Constituent Bonds
Bond Issuer Maturity MTM Previous YTD Low YTD High
R159 REPUBLIC OF SOUTH Jan 2023 AFRICA 7.010% 6.950% 6.95% 8.76% R203 REPUBLIC OF SOUTH Feb 2023 AFRICA 7.270% 7.210% 7.18% 8.99% ES18 ESKOM HOLDINGSFebLIMITED 2023 6.020% 5.960% 5.96% 7.77% R204 REPUBLIC OF SOUTH Nov 2023 AFRICA 7.670% 7.610% 7.47% 9.17% R207 REPUBLIC OF SOUTH Aug 2025 AFRICA 10.620% 10.410% 9.19% 12.56% R208 REPUBLIC OF SOUTH Apr 2026 AFRICA 10.260% 10.050% 8.80% 12.19% ES23 ESKOM HOLDINGSDecLIMITED 2026 9.220% 9.010% 7.75% 11.15% DV23 DEVELOPMENT NovBANK 2028 OF SOUTHERN 11.200%AFRICA 10.990% 9.73% 13.13% R2023 REPUBLIC OF SOUTH Jan 2030 AFRICA 10.860% 10.525% 8.69% 12.34% ES26 ESKOM HOLDINGSFebLIMITED 2031 11.100% 10.765% 8.91% 12.61% R186 REPUBLIC OF SOUTH Mar 2032 AFRICA 11.330% 10.995% 9.11% 12.86% R2030 REPUBLIC OF SOUTH Sep 2033 AFRICA 12.790% 12.440% 10.66% 14.17% R213 REPUBLIC OF SOUTH Feb 2035 AFRICA 11.760% 11.405% 9.52% 13.05% R2032 REPUBLIC OF SOUTH Mar 2036 AFRICA 11.720% 11.370% 9.58% 13.10% ES33 ESKOM HOLDINGSJanLIMITED 2037 11.875% 11.525% 9.70% 13.20% R209 REPUBLIC OF SOUTH Jan 2040 AFRICA 11.980% 11.605% 9.85% 13.31% R2037 REPUBLIC OF SOUTH Feb 2041 AFRICA 11.890% 11.515% 9.81% 13.26% R214 REPUBLIC OF SOUTH Apr 2042 AFRICA 13.090% 12.715% 11.03% 14.48% R2044 REPUBLIC OF SOUTH Jan 2044 AFRICA 12.015% 11.660% 9.92% 13.33% R2048 REPUBLIC OF SOUTH Feb 2048 AFRICA 11.990% 11.605% 9.93% 13.31%
Other Rates
Code Description Rate Previous YTD Low YTD High
SAFEX SAFEX Overnight Deposit Rate4.100% 4.100% 4.10% 6.35% JIBAR1 JIBAR 1 Month 4.483% 4.483% 4.48% 6.63% JIBAR3 JIBAR 3 Month 4.592% 4.592% 4.59% 6.80% JIBAR6 JIBAR 6 Month 5.125% 5.125% 5.13% 7.31% RSA 2 year retail bond 7.75% 0 0 0 RSA 3 year retail bond 9.00% 0 0 0 RSA 5 year retail bond 11.50% 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 3.75% 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.