This document provides a summary of market and commodity figures for April 3, 2019. It includes statistics on total market turnover, foreign client market turnover, index levels for various bond indexes and inflation linked indexes, prices for individual ALBI constituent bonds, and other interest rates. Total market turnover for the current day was over R41 billion, while foreign client net buying was over R4 billion for the week to date. Several bond index levels increased slightly for the month to date. Prices of individual bonds issued by the Republic of South Africa and Eskom Holdings were also included.
This document provides a summary of market and commodity figures for April 3, 2019. It includes statistics on total market turnover, foreign client market turnover, index levels for various bond indexes and inflation linked indexes, prices for individual ALBI constituent bonds, and other interest rates. Total market turnover for the current day was over R41 billion, while foreign client net buying was over R4 billion for the week to date. Several bond index levels increased slightly for the month to date. Prices of individual bonds issued by the Republic of South Africa and Eskom Holdings were also included.
This document provides a summary of market and commodity figures for April 3, 2019. It includes statistics on total market turnover, foreign client market turnover, index levels for various bond indexes and inflation linked indexes, prices for individual ALBI constituent bonds, and other interest rates. Total market turnover for the current day was over R41 billion, while foreign client net buying was over R4 billion for the week to date. Several bond index levels increased slightly for the month to date. Prices of individual bonds issued by the Republic of South Africa and Eskom Holdings were also included.
Code Index Yield Index Previous Return MTD Return YTD
ALBI20 9.066% All Bond Index Top 661.843 20 Composite 662.457 0.69% 4.53% GOVI 9.169%Split - 655.567 ALBI20 Issuer Class GOVI 656.204 0.72% 4.62% OTHI 8.667% ALBI20 Issuer Class Split - 686.110 OTHI 686.626 0.59% 4.19% CILI15 3.235% Composite Inflation 255.788 Linked Index Top 15 255.160 0.41% 0.92% ICOR 3.812% CILI15 Issuer Class 295.437 Split - ICOR 294.130 0.72% 1.97% IGOV 3.198% CILI15 Issuer Class 254.034 Split - IGOV 253.435 0.39% 0.88% ISOE 3.960% CILI15 Issuer Class 264.911 Split - ISOE 263.862 0.61% 0.97% MMI JSE Money Market Index 0 254.050 253.998 0.10% 1.92%
ALBI Constituent Bonds
Bond Issuer Maturity MTM Previous YTD Low YTD High
R159 REPUBLIC OF SOUTH Sep 2020 AFRICA 8.105% 8.105% 8.09% 8.87% R203 REPUBLIC OF SOUTH Mar 2021 AFRICA 6.875% 6.875% 6.86% 7.19% ES18 ESKOM HOLDINGSJanLIMITED 2023 8.825% 8.815% 8.80% 9.31% R204 REPUBLIC OF SOUTH Feb 2023 AFRICA 8.665% 8.655% 8.64% 9.22% R207 REPUBLIC OF SOUTH Feb 2023 AFRICA 7.665% 7.655% 7.64% 8.15% R208 REPUBLIC OF SOUTH Aug 2025 AFRICA 10.020% 9.995% 9.99% 10.64% ES23 ESKOM HOLDINGSAprLIMITED 2026 9.770% 9.745% 9.74% 10.19% DV23 DEVELOPMENT DecBANK 2026 OF SOUTHERN 8.520% AFRICA 8.495% 8.49% 8.94% R2023 REPUBLIC OF SOUTH Jan 2030 AFRICA 9.075% 9.050% 9.04% 9.47% ES26 ESKOM HOLDINGSFebLIMITED 2031 9.195% 9.170% 9.16% 9.58% R186 REPUBLIC OF SOUTH Mar 2032 AFRICA 9.305% 9.280% 9.27% 9.69% R2030 REPUBLIC OF SOUTH Sep 2033 AFRICA 10.745% 10.720% 10.71% 11.10% R213 REPUBLIC OF SOUTH Feb 2035 AFRICA 9.495% 9.485% 9.47% 9.84% R2032 REPUBLIC OF SOUTH Mar 2036 AFRICA 9.445% 9.420% 9.41% 9.80% ES33 ESKOM HOLDINGSJanLIMITED 2037 9.580% 9.565% 9.55% 9.92% R209 REPUBLIC OF SOUTH Jan 2040 AFRICA 9.665% 9.670% 9.62% 10.00% R2037 REPUBLIC OF SOUTH Feb 2041 AFRICA 9.640% 9.635% 9.60% 9.98% R214 REPUBLIC OF SOUTH Apr 2042 AFRICA 11.010% 11.005% 10.97% 11.35% R2044 REPUBLIC OF SOUTH Jan 2044 AFRICA 9.655% 9.645% 9.62% 10.02% R2048 REPUBLIC OF SOUTH Feb 2048 AFRICA 9.610% 9.595% 9.58% 9.99%
Other Rates
Code Description Rate Previous YTD Low YTD High
SAFEX SAFEX Overnight Deposit Rate6.600% 6.600% 6.59% 6.60% JIBAR1 JIBAR 1 Month 6.975% 6.975% 6.96% 6.98% JIBAR3 JIBAR 3 Month 7.158% 7.158% 7.15% 7.16% JIBAR6 JIBAR 6 Month 7.708% 7.717% 7.70% 7.75% RSA 2 year retail bond 8.00% 0 0 0 RSA 3 year retail bond 8.25% 0 0 0 RSA 5 year retail bond 8.75% 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.
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