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    Bonds - September 2 2021

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    Lisle Daverin Blyth
    The document provides market and commodity figures for September 2, 2021, including total market turnover statistics, foreign client market turnover statistics, index levels, constituent bonds of the ALBI20 index, and other rates. Total market turnover for the current day was R28.36 billion, while year-to-date turnover was over R6.7 trillion. Foreign clients were net sellers for the current day, week-to-date, and month-to-date. Several bond indices saw small increases or decreases from the previous day. Constituent bond yields ranged from 4.865% to 11.455%. Other reported rates included SAFEX, JIBAR, and inflation-linked retail bonds.

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    Bonds - September 2 2021

    Uploaded by

    Lisle Daverin Blyth
    33 views3 pages
    The document provides market and commodity figures for September 2, 2021, including total market turnover statistics, foreign client market turnover statistics, index levels, constituent bonds of the ALBI20 index, and other rates. Total market turnover for the current day was R28.36 billion, while year-to-date turnover was over R6.7 trillion. Foreign clients were net sellers for the current day, week-to-date, and month-to-date. Several bond indices saw small increases or decreases from the previous day. Constituent bond yields ranged from 4.865% to 11.455%. Other reported rates included SAFEX, JIBAR, and inflation-linked retail bonds.

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    Bonds - September 2 2021

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    The document provides market and commodity figures for September 2, 2021, including total market turnover statistics, foreign client market turnover statistics, index levels, constituent bonds of the ALBI20 index, and other rates. Total market turnover for the current day was R28.36 billion, while year-to-date turnover was over R6.7 trillion. Foreign clients were net sellers for the current day, week-to-date, and month-to-date. Several bond indices saw small increases or decreases from the previous day. Constituent bond yields ranged from 4.865% to 11.455%. Other reported rates included SAFEX, JIBAR, and inflation-linked retail bonds.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
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    33 views3 pages

    Bonds - September 2 2021

    Uploaded by

    Lisle Daverin Blyth
    The document provides market and commodity figures for September 2, 2021, including total market turnover statistics, foreign client market turnover statistics, index levels, constituent bonds of the ALBI20 index, and other rates. Total market turnover for the current day was R28.36 billion, while year-to-date turnover was over R6.7 trillion. Foreign clients were net sellers for the current day, week-to-date, and month-to-date. Several bond indices saw small increases or decreases from the previous day. Constituent bond yields ranged from 4.865% to 11.455%. Other reported rates included SAFEX, JIBAR, and inflation-linked retail bonds.

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    © All Rights Reserved
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    of 3

    Markets and Commodity figures

    02 September 2021

    Total Market Turnover Statistics

    Standard Turnover REPO 1 Turnover


    Deals Nominal Consideration Deals Nominal Consideration
    Current Day 1,139 27.39 bn Rbn 28.36 148 26.13 bn Rbn 24.62
    Week to Date 4,995 129.77 bn Rbn 129.63 1,219 181.77 bn Rbn 176.79
    Month to Date 2,411 58.44 bn Rbn 59.61 363 65.87 bn Rbn 62.94
    Year to Date 223,897 6,885.48 bn Rbn 6,772.13 50,277 7,974.72 bn Rbn 7,704.84

    Foreign Client Market Turnover Statistics

    Standard Turnover REPO 1 Turnover


    Party Deals Nominal Consideration Deals Nominal Consideration
    Buy 32 1.08 bn Rbn 1.04 6 1.23 bn Rbn 0.96
    Current Day Sell 39 3.30 bn Rbn 3.08 18 6.15 bn Rbn 6.32
    Net -7 -2.22 bn Rbn -2.04 -12 -4.92 bn Rbn -5.36
    Buy 168 7.59 bn Rbn 7.37 20 2.78 bn Rbn 2.28
    Week to Date Sell 175 14.03 bn Rbn 13.04 62 24.08 bn Rbn 24.48
    Net -7 -6.45 bn Rbn -5.67 -42 -21.30 bn Rbn -22.20
    Buy 98 3.36 bn Rbn 3.32 12 1.53 bn Rbn 1.20
    Month to Date Sell 74 5.03 bn Rbn 4.44 36 14.37 bn Rbn 14.66
    Net 24 -1.67 bn Rbn -1.12 -24 -12.84 bn Rbn -13.46
    Buy 11,728 779.77 bn Rbn 756.73 1,127 148.14 bn Rbn 134.54
    Year to Date Sell 12,149 843.26 bn Rbn 818.16 2,671 1,194.38 bn Rbn 1,212.22
    Net -421 -63.49 bn Rbn -61.44 -1,544 -1,046.24 bn Rbn -1,077.68

    Index Levels

    Code Index Yield Index Previous Return MTD Return YTD


    ALBI20 9.269%
    All Bond Index Top 816.350
    20 Composite 815.691 -0.09% 7.56%
    GOVI 9.276%Split - 806.096
    ALBI20 Issuer Class GOVI 805.447 -0.08% 7.49%
    OTHI 9.208%
    ALBI20 Issuer Class Split - 860.462
    OTHI 859.758 -0.18% 8.19%
    CILI15 3.164%
    Composite Inflation 297.108
    Linked Index Top 15 297.169 0.11% 9.63%
    ICOR 2.111%
    CILI15 Issuer Class 375.182
    Split - ICOR 375.118 0.04% 7.06%
    IGOV 3.191%
    CILI15 Issuer Class 294.031
    Split - IGOV 294.092 0.11% 9.70%
    ISOE 3.129%
    CILI15 Issuer Class 324.826
    Split - ISOE 324.974 0.01% 9.90%
    MMI JSE Money Market Index
    0 291.439 291.406 0.02% 2.74%

    ALBI Constituent Bonds

    Bond Issuer Maturity MTM Previous YTD Low YTD High


    R159 REPUBLIC OF SOUTH
    Feb 2023
    AFRICA 4.865% 4.865% 4.41% 5.49%
    R203 REPUBLIC OF SOUTH
    Nov 2023
    AFRICA 6.565% 6.565% 6.38% 7.48%
    ES18 ESKOM HOLDINGSAugLIMITED
    2025 8.160% 8.170% 7.98% 9.17%
    R204 REPUBLIC OF SOUTH
    Apr 2026
    AFRICA 8.180% 8.190% 7.57% 8.76%
    R207 REPUBLIC OF SOUTH
    Oct 2026
    AFRICA 7.070% 7.080% 6.51% 7.68%
    R208 REPUBLIC OF SOUTH
    Dec 2026
    AFRICA 7.280% 7.290% 6.56% 7.75%
    ES23 ESKOM HOLDINGS
    NovLIMITED
    2027 9.080% 9.090% 8.37% 9.53%
    DV23 DEVELOPMENT JanBANK
    2030
    OF SOUTHERN
    8.740% AFRICA 8.765% 8.42% 9.54%
    R2023 REPUBLIC OF SOUTH
    Feb 2031
    AFRICA 9.080% 9.100% 8.90% 9.99%
    ES26 ESKOM HOLDINGS
    MarLIMITED
    2032 9.400% 9.420% 9.30% 10.39%
    R186 REPUBLIC OF SOUTH
    Sep 2033
    AFRICA 10.945% 10.955% 10.79% 12.00%
    R2030 REPUBLIC OF SOUTH
    Jul 2034
    AFRICA 10.895% 10.905% 10.86% 12.06%
    R213 REPUBLIC OF SOUTH
    Feb 2035
    AFRICA 10.005% 10.005% 9.91% 11.08%
    R2032 REPUBLIC OF SOUTH
    Mar 2036
    AFRICA 9.995% 10.005% 9.84% 11.01%
    ES33 ESKOM HOLDINGSJanLIMITED
    2037 10.250% 10.260% 10.16% 11.34%
    R209 REPUBLIC OF SOUTH
    Jan 2040
    AFRICA 10.365% 10.365% 10.30% 11.44%
    R2037 REPUBLIC OF SOUTH
    Feb 2041
    AFRICA 10.380% 10.385% 10.26% 11.37%
    R214 REPUBLIC OF SOUTH
    Apr 2042
    AFRICA 11.450% 11.455% 11.33% 12.48%
    R2044 REPUBLIC OF SOUTH
    Jan 2044
    AFRICA 10.440% 10.440% 10.36% 11.49%
    R2048 REPUBLIC OF SOUTH
    Feb 2048
    AFRICA 10.365% 10.365% 10.27% 11.42%

    Other Rates

    Code Description Rate Previous YTD Low YTD High


    SAFEX SAFEX Overnight Deposit Rate3.330% 3.330% 3.31% 3.33%
    JIBAR1 JIBAR 1 Month 3.483% 3.483% 3.48% 3.53%
    JIBAR3 JIBAR 3 Month 3.667% 3.667% 3.64% 3.69%
    JIBAR6 JIBAR 6 Month 4.150% 4.150% 3.86% 4.25%
    RSA 2 year retail bond 6.00% 0 0 0
    RSA 3 year retail bond 7.00% 0 0 0
    RSA 5 year retail bond 8.50% 0 0 0
    RSA 3 year inflation linked retail
    2.25%
    bond 0 0 0
    RSA 5 year inflation linked retail
    2.75%
    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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