SA Bonds / Gilts: 2013/06/18
Updated weekdays at 20h00 Add SA Bonds/Gilts to Favourites
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 40 7.8000 135.8720 130.6939 5.1781 8.0800 6.0500 .19 4.9045 4.7204 -6.4137 641.3710 30.3587
R157 2015/09/15 13.50 6.2400 118.4907 114.8660 3.6247 6.5150 4.9500 .17 1.9613 1.9020 -2.2536 225.3634 4.8580
R179 2013/08/01 10.00 R201 -30 5.5850 104.3454 100.5098 3.8356 5.7350 4.5600 .18 .1147 .1116 -.1165 11.6479 .0249
R186 2026/12/21 10.50 8.0100 120.3189 120.3189 0.0000 8.3400 6.5750 .1 8.0384 7.7289 -9.2993 929.9314 84.0456
R201 2014/12/21 8.75 5.8850 104.0565 104.0565 0.0000 6.0350 4.8600 .17 1.4393 1.3982 -1.4549 145.4895 2.6784
R203 2017/09/15 8.25 6.9550 106.8590 104.6440 2.2151 7.1600 5.3500 .21 3.6009 3.4799 -3.7185 371.8549 15.1299
R204 2018/12/21 8.00 7.1450 103.8330 103.8330 0.0000 7.3350 5.5300 .19 4.5760 4.4182 -4.5875 458.7537 23.9605
R206 2014/01/15 7.50 5.7300 104.2193 100.9932 3.2260 5.9500 5.0050 .14 .5484 .5331 -.5556 55.5594 .5515
R225C 2014/03/15 0.00 R201 -14 5.7450 95.9295 95.9295 0.0000 5.8950 4.7200 .17 .7337 .7132 -.6842 68.4177 .8553
R227C 2015/03/15 0.00 R157 6 6.3000 89.8043 89.8043 0.0000 6.5750 5.0100 .17 1.7337 1.6808 -1.5094 150.9387 3.6396
R229C 2016/03/15 0.00 R157 -18 6.0600 84.9420 84.9420 0.0000 6.3350 4.7700 .18 2.7337 2.6533 -2.2538 225.3766 8.3276
SZ18 2015/09/30 12.50 R157 56 6.8000 114.6087 111.8004 2.8082 7.0750 5.5100 .16 2.0169 1.9506 -2.2356 223.5570 5.0528
  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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