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    Bonds - March 2 2017

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    Tiso Blackstar Group
    This document provides a summary of South African bond and commodity market figures for March 2nd, 2017. Total market turnover for the current day was R32.21 billion, with foreign client turnover being R3.98 billion for buys and R6.26 billion for sells. Several bond indexes are listed along with their yields and recent values. Individual South African government and Eskom bonds are also shown with their month-to-date returns and 52-week highs and lows. Interest rates for overnight deposits, JIBAR, and retail bonds are included. A nominal bond curve graph is displayed.

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    Bonds - March 2 2017

    Uploaded by

    Tiso Blackstar Group
    21 views6 pages
    This document provides a summary of South African bond and commodity market figures for March 2nd, 2017. Total market turnover for the current day was R32.21 billion, with foreign client turnover being R3.98 billion for buys and R6.26 billion for sells. Several bond indexes are listed along with their yields and recent values. Individual South African government and Eskom bonds are also shown with their month-to-date returns and 52-week highs and lows. Interest rates for overnight deposits, JIBAR, and retail bonds are included. A nominal bond curve graph is displayed.

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    Bonds - March 2 2017

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    This document provides a summary of South African bond and commodity market figures for March 2nd, 2017. Total market turnover for the current day was R32.21 billion, with foreign client turnover being R3.98 billion for buys and R6.26 billion for sells. Several bond indexes are listed along with their yields and recent values. Individual South African government and Eskom bonds are also shown with their month-to-date returns and 52-week highs and lows. Interest rates for overnight deposits, JIBAR, and retail bonds are included. A nominal bond curve graph is displayed.

    Copyright:

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

    Bonds - March 2 2017

    Uploaded by

    Tiso Blackstar Group
    This document provides a summary of South African bond and commodity market figures for March 2nd, 2017. Total market turnover for the current day was R32.21 billion, with foreign client turnover being R3.98 billion for buys and R6.26 billion for sells. Several bond indexes are listed along with their yields and recent values. Individual South African government and Eskom bonds are also shown with their month-to-date returns and 52-week highs and lows. Interest rates for overnight deposits, JIBAR, and retail bonds are included. A nominal bond curve graph is displayed.

    Copyright:

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

    Markets and Commodity figures

    02 March 2017

    Total Market Turnover Statistics

    Standard Turnover REPO 1 Turnover


    Deals Nominal Consideration Deals Nominal Consideration
    Current Day 1 046 30.38 bn Rbn 32.21 232 29.69 bn Rbn 29.28
    Week to Date 2 818 83.64 bn Rbn 90.12 1 372 165.48 bn Rbn 161.28
    Month to Date 1 046 30.38 bn Rbn 32.21 232 29.69 bn Rbn 29.28
    Year to Date 44 497 1 179.73 bn Rbn 1 250.96 13 333 1 389.23 bn Rbn 1 370.59

    Foreign Client Market Turnover Statistics

    Standard Turnover REPO 1 Turnover


    Party Deals Nominal Consideration Deals Nominal Consideration
    Buy 85 3.74 bn Rbn 3.98 23 2.79 bn Rbn 2.92
    Current Day Sell 86 5.96 bn Rbn 6.26 9 0.43 bn Rbn 0.37
    Net -1 -2.21 bn Rbn -2.28 14 2.36 bn Rbn 2.55
    Buy 304 12.17 bn Rbn 12.72 67 7.64 bn Rbn 7.72
    Week to Date Sell 238 14.22 bn Rbn 14.82 30 3.44 bn Rbn 3.37
    Net 66 -2.06 bn Rbn -2.10 37 4.20 bn Rbn 4.35
    Buy 85 3.74 bn Rbn 3.98 23 2.79 bn Rbn 2.92
    Month to Date Sell 86 5.96 bn Rbn 6.26 9 0.43 bn Rbn 0.37
    Net -1 -2.21 bn Rbn -2.28 14 2.36 bn Rbn 2.55
    Buy 3 532 147.44 bn Rbn 152.50 874 87.09 bn Rbn 86.87
    Year to Date Sell 2 981 149.33 bn Rbn 155.34 305 32.10 bn Rbn 31.36
    Net 551 -1.89 bn Rbn -2.83 569 54.98 bn Rbn 55.51

    Index Levels

    Code Index Yield Index Previous Return MTD Return YTD


    ALBI20 8.942%
    All Bond Index Top 544.050
    20 Composite 544.434 -0.07% 1.98%
    GOVI 8.873%Split - 541.863
    ALBI20 Issuer Class GOVI 542.263 -0.07% 1.97%
    OTHI 9.124%
    ALBI20 Issuer Class Split - 555.494
    OTHI 555.841 -0.06% 2.02%
    CILI15 2.138%
    Composite Inflation 249.738
    Linked Index Top 15 249.690 0.02% 1.66%
    ICOR 3.360%
    CILI15 Issuer Class 252.777
    Split - ICOR 252.725 0.02% 1.67%
    IGOV 2.083%
    CILI15 Issuer Class 249.457
    Split - IGOV 249.409 0.02% 1.67%
    ISOE 2.791%
    CILI15 Issuer Class 239.914
    Split - ISOE 239.868 0.02% 1.61%
    MMI JSE Money Market Index
    0 217.875 217.825 0.02% 1.29%

    ALBI Constituent Bonds

    Bond Issuer Maturity MTM Previous YTD Low YTD High


    R159 REPUBLIC OF SOUTH
    Dec 2018
    AFRICA 7.560% 7.535% 7.53% 7.97%
    R203 REPUBLIC OF SOUTH
    Jan 2020
    AFRICA 7.830% 7.790% 7.71% 8.15%
    ES18 ESKOM HOLDINGS
    MarLIMITED
    2021 7.985% 7.945% 7.87% 8.31%
    R204 REPUBLIC OF SOUTH
    Jan 2023
    AFRICA 9.180% 9.140% 9.03% 9.46%
    R207 REPUBLIC OF SOUTH
    Feb 2023
    AFRICA 9.900% 9.860% 9.75% 10.27%
    R208 REPUBLIC OF SOUTH
    Feb 2023
    AFRICA 8.340% 8.300% 8.19% 8.65%
    ES23 ESKOM HOLDINGSAprLIMITED
    2026 9.805% 9.780% 9.56% 9.93%
    DV23 DEVELOPMENT DecBANK
    2026
    OF SOUTHERN
    8.815% AFRICA 8.790% 8.57% 8.96%
    R2023 REPUBLIC OF SOUTH
    Jan 2030
    AFRICA 9.220% 9.210% 8.96% 9.38%
    ES26 ESKOM HOLDINGSFebLIMITED
    2031 9.260% 9.250% 8.99% 9.40%
    R186 REPUBLIC OF SOUTH
    Mar 2032
    AFRICA 9.365% 9.355% 9.10% 9.53%
    R2030 REPUBLIC OF SOUTH
    Sep 2033
    AFRICA 10.510% 10.500% 10.23% 10.58%
    R213 REPUBLIC OF SOUTH
    Feb 2035
    AFRICA 9.495% 9.485% 9.23% 9.64%
    R2032 REPUBLIC OF SOUTH
    Mar 2036
    AFRICA 9.490% 9.480% 9.21% 9.58%
    ES33 ESKOM HOLDINGSJanLIMITED
    2037 9.600% 9.590% 9.32% 9.70%
    R209 REPUBLIC OF SOUTH
    Jan 2040
    AFRICA 9.605% 9.600% 9.33% 9.69%
    R2037 REPUBLIC OF SOUTH
    Feb 2041
    AFRICA 9.570% 9.560% 9.29% 9.63%
    R214 REPUBLIC OF SOUTH
    Apr 2042
    AFRICA 10.655% 10.645% 10.37% 10.71%
    R2044 REPUBLIC OF SOUTH
    Jan 2044
    AFRICA 9.650% 9.645% 9.37% 9.70%
    R2048 REPUBLIC OF SOUTH
    Feb 2048
    AFRICA 9.640% 9.640% 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 7.925% 7.917% 7.88% 7.97%
    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
    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
    accuracy, completeness, reliability or any other aspect
    2020 2026 of any of the data 2031
    (Data), or that any Data is up to date.
    2037 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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