SA Bonds / Gilts: 2017/07/21

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 89 8.1600 113.8092 114.0311 -0.2219 8.8750 8.1250 -.08 2.6114 2.5090 -2.8555 285.5527 8.0463
ES23 2023/01/25 10.00 R2023 103 8.8500 104.9485 104.9211 0.0274 9.4550 8.7150 -.06 4.3891 4.2031 -4.4111 441.1123 22.2374
R186 2026/12/21 10.50 0 8.5000 113.7614 112.7545 1.0069 9.0250 8.3050 -.05 6.3429 6.0843 -6.9216 692.1581 49.7314
R203 2017/09/15 8.25 0 7.1350 103.0972 100.0910 3.0062 7.8500 7.1350 -.08 .1433 .1383 -.1426 14.2632 .0383
R204 2018/12/21 8.00 0 7.1350 101.8910 101.1238 0.7671 7.9650 7.1350 -.1 1.3478 1.3014 -1.3260 132.5970 2.3630
R208 2021/03/31 6.75 0 7.4250 100.0042 97.8405 2.1637 8.3050 7.4250 -.1 3.2460 3.1298 -3.1299 312.9890 12.1601
R213 2031/02/28 7.00 0 9.1700 86.1308 83.2924 2.8384 9.5450 8.7350 -.02 8.2269 7.8663 -6.7753 677.5276 88.4807
  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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