SA Bonds / Gilts: 2017/03/24

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 75 8.1750 117.3748 115.3036 2.0712 8.8750 8.1250 -.08 2.7949 2.6852 -3.1517 315.1699 9.3432
ES23 2023/01/25 10.00 R2023 84 8.7600 107.2814 105.5554 1.7260 9.4550 8.7150 -.07 4.5211 4.3313 -4.6467 464.6722 24.0427
R186 2026/12/21 10.50 0 8.3550 116.8971 114.0779 2.8192 8.9600 8.3050 -.06 6.3997 6.1430 -7.1810 718.1039 51.6566
R203 2017/09/15 8.25 0 7.2850 100.7080 100.3915 0.3164 7.8500 7.2450 -.06 .4669 .4505 -.4537 45.3658 .4058
R204 2018/12/21 8.00 0 7.3800 103.1262 100.9782 2.1480 7.9650 7.3100 -.07 1.6190 1.5614 -1.6102 161.0224 3.3016
R208 2021/03/31 6.75 0 7.5550 97.2254 97.2624 -0.0370 8.3050 7.5150 -.09 3.5700 3.4400 -3.3446 334.4568 14.3481
R213 2031/02/28 7.00 0 8.7850 86.3620 85.8058 0.5562 9.4000 8.7350 -.06 8.6422 8.2785 -7.1495 714.9500 95.3243
  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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