SA Bonds / Gilts: 2010/03/09
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 |
| DV07 | 2010/09/30 | 14.50 | R154 | 54 | 7.6300 | 102.8846 | 103.6791 | -0.7945 | 8.0250 | 7.5300 | -.02 | .5549 | .5346 | -.5500 | 54.9972 | .5432 |
| E170 | 2020/08/01 | 13.50 | R203 | 58.5 | 9.3250 | 128.8039 | 127.3984 | 1.4055 | 9.9500 | 9.2750 | -.04 | 6.3250 | 6.0432 | -7.7839 | 778.3882 | 51.5103 |
| IN03 | 2011/06/30 | 14.00 | R154 | 275 | 9.8400 | 107.6540 | 104.9691 | 2.6849 | 10.1850 | 9.7400 | -.01 | 1.2134 | 1.1565 | -1.2450 | 124.5025 | 1.9518 |
| LB01 | 2010/06/30 | 11.50 | R157 | -72 | 7.4800 | 103.3980 | 101.1925 | 2.2055 | 8.1500 | 7.4100 | -.05 | .3085 | .2973 | -.3074 | 30.7449 | .1768 |
| R157 | 2015/09/15 | 13.50 | 8.2000 | 122.9813 | 123.1293 | -0.1480 | 8.6300 | 8.1300 | -.02 | 4.2208 | 4.0546 | -4.9864 | 498.6361 | 21.1573 | ||
| R179 | 2013/08/01 | 10.00 | R201 | 17.5 | 8.3950 | 105.6901 | 104.6490 | 1.0411 | 8.8850 | 8.3300 | -.03 | 2.9452 | 2.8265 | -2.9874 | 298.7375 | 10.0756 |
| R186 | 2026/12/21 | 10.50 | 9.0400 | 114.7665 | 112.4651 | 2.3014 | 9.3450 | 8.8900 | 0 | 8.5146 | 8.1464 | -9.3493 | 934.9349 | 101.5056 | ||
| R189 | 2013/03/31 | 6.25 | 2.1100 | 209.5393 | 204.4835 | 5.0559 | 2.1950 | 2.0700 | -.02 | 2.7748 | 2.7458 | -5.7535 | 575.3542 | 9.4188 | ||
| R201 | 2014/12/21 | 8.75 | 8.2200 | 103.9621 | 102.0443 | 1.9178 | 8.7100 | 8.1550 | -.03 | 3.9455 | 3.7898 | -3.9399 | 393.9918 | 18.0521 | ||
| R203 | 2017/09/15 | 8.25 | 8.7400 | 97.2532 | 97.3436 | -0.0904 | 9.3000 | 8.6900 | -.03 | 5.7219 | 5.4823 | -5.3317 | 533.1688 | 38.0701 | ||
| R204 | 2018/12/21 | 8.00 | 8.7750 | 97.0603 | 95.3069 | 1.7534 | 9.3100 | 8.7150 | -.03 | 6.2954 | 6.0308 | -5.8535 | 585.3499 | 47.6781 | ||
| R206 | 2014/01/15 | 7.50 | 8.2500 | 98.6930 | 97.5629 | 1.1301 | 8.7500 | 8.1800 | -.03 | 3.3699 | 3.2364 | -3.1941 | 319.4086 | 12.9462 | ||
| R217C | 2010/03/15 | 0.00 | R154 | 31 | 7.4000 | 99.9190 | 99.9190 | 0.0000 | 7.7950 | 7.3000 | -.02 | .0114 | .0110 | -.0109 | 1.0941 | .0002 |
| R219C | 2011/03/15 | 0.00 | R154 | -40 | 6.6900 | 93.5632 | 93.5632 | 0.0000 | 7.0850 | 6.5900 | -.02 | 1.0110 | .9783 | -.9154 | 91.5352 | 1.4304 |
| R221C | 2012/03/15 | 0.00 | R154 | -54 | 6.5500 | 87.8436 | 87.8436 | 0.0000 | 6.9450 | 6.4500 | -.02 | 2.0110 | 1.9473 | -1.7106 | 171.0557 | 4.7346 |
| R223C | 2013/03/15 | 0.00 | R201 | -13.5 | 8.0850 | 78.7689 | 78.7689 | 0.0000 | 8.5750 | 8.0200 | -.03 | 3.0110 | 2.8941 | -2.2796 | 227.9618 | 9.7664 |
| R225C | 2014/03/15 | 0.00 | R201 | 3.5 | 8.2550 | 72.2917 | 72.2917 | 0.0000 | 8.7450 | 8.1900 | -.03 | 4.0110 | 3.8521 | -2.7847 | 278.4716 | 16.6880 |
| R227C | 2015/03/15 | 0.00 | R157 | 6 | 8.2600 | 66.6581 | 66.6581 | 0.0000 | 8.6900 | 8.1900 | -.02 | 5.0110 | 4.8123 | -3.2078 | 320.7789 | 25.4690 |
| R229C | 2016/03/15 | 0.00 | R157 | -18 | 8.0200 | 62.3335 | 62.3335 | 0.0000 | 8.4500 | 7.9500 | -.02 | 6.0110 | 5.7793 | -3.6024 | 360.2440 | 36.1785 |
| SZ16 | 2010/09/30 | 11.50 | R154 | 55 | 7.6400 | 101.4402 | 102.0704 | -0.6301 | 8.0350 | 7.5400 | -.02 | .5549 | .5345 | -.5422 | 54.2225 | .5431 |
| SZ18 | 2015/09/30 | 12.50 | R157 | 57 | 8.7700 | 115.4584 | 116.1434 | -0.6849 | 9.2100 | 8.7000 | -.02 | 4.3003 | 4.1196 | -4.7564 | 475.6437 | 21.6736 |
| T011 | 2010/04/01 | 16.50 | 7.4500 | 99.5732 | 100.5225 | -0.9493 | 7.5500 | 7.4500 | -.01 | .0594 | .0573 | -.0570 | 5.7044 | .0066 | ||
| UG65 | 2010/06/01 | 13.00 | R154 | 120 | 8.2900 | 104.5528 | 100.9912 | 3.5616 | 8.6850 | 8.1900 | -.02 | .2297 | .2205 | -.2306 | 23.0591 | .0973 |
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