SA Bonds / Gilts: 2018/02/23

Updated weekdays at 20h00
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Bond Code Maturity Coupon Comp. Bond BP Spread MTM All IN Price Clean Price Accrued Interest High Yield Low Yield Return Duration Mod. Duration Delta RPBP Convexity
E170 2020/08/01 13.50 R207 95 7.5650 113.9211 112.9225 0.9986 8.2650 7.5250 -.08 2.1486 2.0703 -2.3585 235.8543 5.6028
ES23 2023/01/25 10.00 R2023 111 8.5250 106.7380 105.8065 0.9315 8.9850 8.4150 -.05 3.9907 3.8276 -4.0855 408.5485 18.4652
R186 2026/12/21 10.50 0 8.0200 117.4221 115.4371 1.9849 8.6450 7.9700 -.07 6.0696 5.8355 -6.8522 685.2218 45.4947
R204 2018/12/21 8.00 0 6.5050 102.6634 101.1510 1.5123 7.1350 6.5050 -.08 .7913 .7664 -.7868 78.6826 .9671
R208 2021/03/31 6.75 0 6.9400 102.2723 99.4799 2.7925 7.5950 6.8800 -.08 2.7593 2.6668 -2.7274 272.7354 8.9719
R213 2031/02/28 7.00 0 8.5550 87.9407 87.9407 0.0000 9.2500 8.4800 -.07 8.4287 8.0829 -7.1082 710.8164 88.6537
  1. Clean price - price of the bond per R100 nominal excluding accrued interest

  2. Accrued interest - intrest due if bond is transacted between coupon dates

  3. Coupon date - date on which a bond's coupons are paid

  4. All-in-price - price of the bond per R100 nominal, including accrued interest. (sum clean price plus accrued interest). Used to calculate the consideration due by an investor on settlement date for purchasing a bond.

  5. Coupons - the interest paid to investors every six months as per coupon rate of the bond. Calculated by multiplying the nominal amount by the coupon rate and dividing by two.

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