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    Markets and Commodity Figures: Total Market Turnover Statistics

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    Tiso Blackstar Group
    The document provides market and commodity figures for February 22, 2017, including total market turnover statistics, foreign client market turnover statistics, index levels, constituent bonds of the ALBI index, other rates, and nominal bond curves. Total market turnover for the current day was R32.46 billion with 1,151 deals, while year-to-date turnover was R1.084 trillion with 39,180 deals. The ALBI20 index was at 545.326, up 0.88% month-to-date. Constituent bonds included Republic of South Africa and Eskom bonds maturing between 2018-2048.

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

    Markets and Commodity Figures: Total Market Turnover Statistics

    Uploaded by

    Tiso Blackstar Group
    31 views6 pages
    The document provides market and commodity figures for February 22, 2017, including total market turnover statistics, foreign client market turnover statistics, index levels, constituent bonds of the ALBI index, other rates, and nominal bond curves. Total market turnover for the current day was R32.46 billion with 1,151 deals, while year-to-date turnover was R1.084 trillion with 39,180 deals. The ALBI20 index was at 545.326, up 0.88% month-to-date. Constituent bonds included Republic of South Africa and Eskom bonds maturing between 2018-2048.

    Original Description:

    Bonds - February 22 2017

    Original Title

    220217 Bonds

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    The document provides market and commodity figures for February 22, 2017, including total market turnover statistics, foreign client market turnover statistics, index levels, constituent bonds of the ALBI index, other rates, and nominal bond curves. Total market turnover for the current day was R32.46 billion with 1,151 deals, while year-to-date turnover was R1.084 trillion with 39,180 deals. The ALBI20 index was at 545.326, up 0.88% month-to-date. Constituent bonds included Republic of South Africa and Eskom bonds maturing between 2018-2048.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    31 views6 pages

    Markets and Commodity Figures: Total Market Turnover Statistics

    Uploaded by

    Tiso Blackstar Group
    The document provides market and commodity figures for February 22, 2017, including total market turnover statistics, foreign client market turnover statistics, index levels, constituent bonds of the ALBI index, other rates, and nominal bond curves. Total market turnover for the current day was R32.46 billion with 1,151 deals, while year-to-date turnover was R1.084 trillion with 39,180 deals. The ALBI20 index was at 545.326, up 0.88% month-to-date. Constituent bonds included Republic of South Africa and Eskom bonds maturing between 2018-2048.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    of 6

    Markets and Commodity figures

    22 February 2017

    Total Market Turnover Statistics

    Standard Turnover REPO 1 Turnover


    Deals Nominal Consideration Deals Nominal Consideration
    Current Day 1 151 30.56 bn Rbn 32.46 250 22.56 bn Rbn 23.06
    Week to Date 3 345 97.13 bn Rbn 101.61 1 283 135.62 bn Rbn 132.53
    Month to Date 17 053 505.36 bn Rbn 534.54 5 311 585.54 bn Rbn 573.56
    Year to Date 39 180 1 022.23 bn Rbn 1 084.19 11 533 1 176.24 bn Rbn 1 162.26

    Foreign Client Market Turnover Statistics

    Standard Turnover REPO 1 Turnover


    Party Deals Nominal Consideration Deals Nominal Consideration
    Buy 96 4.95 bn Rbn 5.33 22 2.08 bn Rbn 2.16
    Current Day Sell 66 4.10 bn Rbn 4.40 3 0.51 bn Rbn 0.43
    Net 30 0.85 bn Rbn 0.93 19 1.57 bn Rbn 1.73
    Buy 249 13.82 bn Rbn 14.54 80 7.64 bn Rbn 7.75
    Week to Date Sell 214 12.10 bn Rbn 12.86 24 3.36 bn Rbn 3.27
    Net 35 1.72 bn Rbn 1.69 56 4.28 bn Rbn 4.48
    Buy 1 413 63.23 bn Rbn 65.33 401 50.99 bn Rbn 50.94
    Month to Date Sell 1 117 57.36 bn Rbn 60.29 111 11.12 bn Rbn 10.77
    Net 296 5.86 bn Rbn 5.04 290 39.88 bn Rbn 40.18
    Buy 3 057 126.48 bn Rbn 130.65 767 76.41 bn Rbn 76.14
    Year to Date Sell 2 566 126.00 bn Rbn 131.03 265 27.64 bn Rbn 27.07
    Net 491 0.48 bn Rbn -0.38 502 48.76 bn Rbn 49.07

    Index Levels

    Code Index Yield Index Previous Return MTD Return YTD


    ALBI20 8.907%
    All Bond Index Top 545.326
    20 Composite 544.185 0.88% 2.22%
    GOVI 8.838%Split - 543.154
    ALBI20 Issuer Class GOVI 541.982 0.87% 2.21%
    OTHI 9.088%
    ALBI20 Issuer Class Split - 556.741
    OTHI 555.674 0.89% 2.25%
    CILI15 2.113%
    Composite Inflation 250.245
    Linked Index Top 15 250.168 0.30% 1.87%
    ICOR 3.340%
    CILI15 Issuer Class 252.699
    Split - ICOR 252.647 0.69% 1.64%
    IGOV 2.057%
    CILI15 Issuer Class 249.997
    Split - IGOV 249.918 0.29% 1.89%
    ISOE 2.774%
    CILI15 Issuer Class 239.973
    Split - ISOE 239.927 0.49% 1.64%
    MMI JSE Money Market Index
    0 217.555 217.511 0.47% 1.14%

    ALBI Constituent Bonds

    Bond Issuer Maturity MTM Previous YTD Low YTD High


    R159 REPUBLIC OF SOUTH
    Dec 2018
    AFRICA 7.645% 7.700% 7.54% 7.97%
    R203 REPUBLIC OF SOUTH
    Jan 2020
    AFRICA 7.835% 7.890% 7.71% 8.15%
    ES18 ESKOM HOLDINGS
    MarLIMITED
    2021 7.995% 8.050% 7.87% 8.31%
    R204 REPUBLIC OF SOUTH
    Jan 2023
    AFRICA 9.160% 9.210% 9.03% 9.46%
    R207 REPUBLIC OF SOUTH
    Feb 2023
    AFRICA 9.880% 9.930% 9.75% 10.27%
    R208 REPUBLIC OF SOUTH
    Feb 2023
    AFRICA 8.320% 8.370% 8.19% 8.65%
    ES23 ESKOM HOLDINGSAprLIMITED
    2026 9.740% 9.780% 9.56% 9.93%
    DV23 DEVELOPMENT DecBANK
    2026
    OF SOUTHERN
    8.750% AFRICA 8.790% 8.57% 8.96%
    R2023 REPUBLIC OF SOUTH
    Jan 2030
    AFRICA 9.160% 9.185% 8.96% 9.38%
    ES26 ESKOM HOLDINGSFebLIMITED
    2031 9.200% 9.230% 8.99% 9.40%
    R186 REPUBLIC OF SOUTH
    Mar 2032
    AFRICA 9.305% 9.335% 9.10% 9.53%
    R2030 REPUBLIC OF SOUTH
    Sep 2033
    AFRICA 10.445% 10.460% 10.23% 10.58%
    R213 REPUBLIC OF SOUTH
    Feb 2035
    AFRICA 9.425% 9.445% 9.23% 9.64%
    R2032 REPUBLIC OF SOUTH
    Mar 2036
    AFRICA 9.425% 9.440% 9.21% 9.58%
    ES33 ESKOM HOLDINGSJanLIMITED
    2037 9.530% 9.550% 9.32% 9.70%
    R209 REPUBLIC OF SOUTH
    Jan 2040
    AFRICA 9.550% 9.565% 9.33% 9.69%
    R2037 REPUBLIC OF SOUTH
    Feb 2041
    AFRICA 9.510% 9.525% 9.29% 9.63%
    R214 REPUBLIC OF SOUTH
    Apr 2042
    AFRICA 10.595% 10.610% 10.37% 10.71%
    R2044 REPUBLIC OF SOUTH
    Jan 2044
    AFRICA 9.590% 9.605% 9.37% 9.70%
    R2048 REPUBLIC OF SOUTH
    Feb 2048
    AFRICA 9.590% 9.605% 9.36% 9.68%

    Other Rates

    Code Description Rate Previous YTD Low YTD High


    SAFEX SAFEX Overnight Deposit Rate6.800% 6.800% 6.77% 6.80%
    JIBAR1 JIBAR 1 Month 7.083% 7.083% 7.08% 7.12%
    JIBAR3 JIBAR 3 Month 7.325% 7.325% 7.33% 7.37%
    JIBAR6 JIBAR 6 Month 7.908% 7.908% 7.88% 7.97%
    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 8.75% 0 0 0
    RSA 3 year inflation linked retail
    1.75%
    bond 0 0 0
    RSA 5 year inflation linked retail
    2.00%
    bond 0 0 0
    RSA 10 year inflation linked retail
    2.25%
    bond 0 0 0
    Nominal Bond Curves (NACS)
    9.60
    9.10
    8.60
    8.10
    7.60
    7.10 Zero
    6.60 Par/Swap
    6.10
    5.60
    5.10
    DATA DISCLAIMER

    4.60
    To the extent allowed by law, JSE Limited (the JSE) does not (expressly, tacitly or implicitly) guarantee or warrant the availability,
    sequence,2015 2020
    accuracy, completeness, 2026 of any of the data 2031
    reliability or any other aspect 2037
    (Data), or that any Data is up to date. 2042 2048 2053 2059
    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.
    Zero
    Par/Swap

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