SA Bonds / Gilts: 2017/11/23

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 90 8.9800 114.8778 110.4764 4.4014 9.1200 7.8900 .01 2.2668 2.1694 -2.4922 249.2155 6.2913
ES23 2023/01/25 10.00 R2023 104 9.7000 104.5936 101.1415 3.4521 9.8450 8.7050 .03 4.0266 3.8403 -4.0168 401.6755 19.1580
R186 2026/12/21 10.50 0 9.3400 111.5664 106.9636 4.6027 9.5050 8.3050 .05 5.9152 5.6513 -6.3049 630.4940 44.4752
R204 2018/12/21 8.00 0 7.7400 103.7494 100.2425 3.5069 7.9650 6.8000 -.02 1.0060 .9685 -1.0048 100.4832 1.4454
R208 2021/03/31 6.75 0 8.3300 96.5560 95.4649 1.0911 8.4700 7.2450 .01 3.0037 2.8836 -2.7843 278.4329 10.2776
R213 2031/02/28 7.00 0 9.9000 80.5456 78.8388 1.7069 10.0450 8.7350 .06 8.0625 7.6822 -6.1877 618.7693 83.8629
  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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