SA Bonds / Gilts: 2017/09/22

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 8.0250 115.7713 113.6261 2.1452 8.8750 7.8900 -.09 2.4380 2.3439 -2.7136 271.3621 7.1663
ES23 2023/01/25 10.00 R2023 103 8.8050 106.7347 104.9539 1.7808 9.4550 8.7050 -.07 4.2164 4.0386 -4.3106 431.0601 20.8020
R186 2026/12/21 10.50 0 8.4450 115.8059 112.9579 2.8480 9.0250 8.3050 -.05 6.1736 5.9235 -6.8598 685.9774 47.7211
R204 2018/12/21 8.00 0 6.9000 103.4228 101.2529 2.1699 7.9650 6.8000 -.13 1.1730 1.1339 -1.1727 117.2717 1.8750
R208 2021/03/31 6.75 0 7.3650 98.0937 98.1307 -0.0370 8.3050 7.2450 -.11 3.1771 3.0642 -3.0058 300.5819 11.4408
R213 2031/02/28 7.00 0 9.0900 84.5114 83.9744 0.5370 9.5450 8.7350 -.03 8.4106 8.0450 -6.7989 679.8944 89.7228
  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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