SA Bonds / Gilts: 2012/05/16
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 | R203 | 67 | 7.7400 | 138.5361 | 134.4676 | 4.0685 | 8.2450 | 7.5500 | -.04 | 5.4699 | 5.2661 | -7.2954 | 729.5389 | 37.9639 |
| R157 | 2015/09/15 | 13.50 | 6.4800 | 123.0928 | 120.6147 | 2.4781 | 6.9350 | 6.3300 | -.04 | 2.7823 | 2.6950 | -3.3173 | 331.7340 | 9.4054 | ||
| R179 | 2013/08/01 | 10.00 | R201 | -30 | 5.5300 | 108.1183 | 105.1046 | 3.0137 | 6.5850 | 5.3950 | -.14 | 1.1298 | 1.0994 | -1.1886 | 118.8648 | 1.7931 |
| R186 | 2026/12/21 | 10.50 | 8.3500 | 122.2849 | 117.9123 | 4.3726 | 8.6750 | 8.0300 | -.01 | 8.0086 | 7.6877 | -9.4008 | 940.0838 | 87.9874 | ||
| R189 | 2013/03/31 | 6.25 | -.6500 | 216.2583 | 214.4906 | 1.7677 | -.1500 | -.7000 | 3.33 | .8460 | .8488 | -1.8355 | 183.5502 | 1.1533 | ||
| R201 | 2014/12/21 | 8.75 | 5.8300 | 110.5383 | 106.8945 | 3.6438 | 6.4100 | 5.6950 | -.07 | 2.3002 | 2.2351 | -2.4706 | 247.0605 | 6.5034 | ||
| R203 | 2017/09/15 | 8.25 | 7.0700 | 106.6413 | 105.1269 | 1.5144 | 7.5750 | 6.8800 | -.04 | 4.3771 | 4.2276 | -4.5084 | 450.8401 | 22.2499 | ||
| R204 | 2018/12/21 | 8.00 | 7.3700 | 106.5527 | 103.2212 | 3.3315 | 7.8900 | 7.1550 | -.04 | 5.1064 | 4.9249 | -5.2476 | 524.7636 | 31.0253 | ||
| R206 | 2014/01/15 | 7.50 | 5.4800 | 105.7538 | 103.1442 | 2.6096 | 6.1800 | 5.4450 | -.09 | 1.5474 | 1.5062 | -1.5928 | 159.2842 | 3.1067 | ||
| R223C | 2013/03/15 | 0.00 | R201 | -43.5 | 5.3950 | 95.7392 | 95.7392 | 0.0000 | 6.2750 | 5.2600 | -.12 | .8179 | .7965 | -.7625 | 76.2515 | 1.0221 |
| R225C | 2014/03/15 | 0.00 | R201 | -14 | 5.6900 | 90.3033 | 90.3033 | 0.0000 | 6.4450 | 5.5550 | -.09 | 1.8179 | 1.7676 | -1.5962 | 159.6242 | 3.9839 |
| R227C | 2015/03/15 | 0.00 | R157 | 6 | 6.5400 | 83.4149 | 83.4149 | 0.0000 | 6.9950 | 6.3900 | -.04 | 2.8179 | 2.7287 | -2.2761 | 227.6146 | 8.7670 |
| R229C | 2016/03/15 | 0.00 | R157 | -18 | 6.3000 | 78.9134 | 78.9134 | 0.0000 | 6.7550 | 6.1500 | -.04 | 3.8179 | 3.7013 | -2.9209 | 292.0855 | 15.4941 |
| SZ18 | 2015/09/30 | 12.50 | R157 | 55 | 7.0300 | 117.8430 | 116.0965 | 1.7466 | 7.4850 | 6.8800 | -.03 | 2.8472 | 2.7505 | -3.2413 | 324.1289 | 9.7042 |
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