SA Bonds / Gilts: 2018/04/20

Updated weekdays at 20h00
Add SA Bonds/Gilts to Favourites
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 95 7.8750 114.5536 111.4837 3.0699 8.2650 7.5250 -.04 1.9929 1.9174 -2.1965 219.6473 4.9181
ES23 2023/01/25 10.00 R2023 117 8.6750 107.5308 105.0651 2.4658 8.9850 8.3450 -.03 3.8329 3.6736 -3.9502 395.0246 17.2376
R186 2026/12/21 10.50 0 8.0250 118.8174 115.2215 3.5959 8.6450 7.8800 -.07 5.9153 5.6871 -6.7572 675.7221 43.7126
R204 2018/12/21 8.00 0 6.7550 103.5196 100.7799 2.7397 7.1350 6.4300 -.04 .6375 .6166 -.6383 63.8350 .6871
R208 2021/03/31 6.75 0 7.1450 99.4258 98.9634 0.4623 7.5950 6.8650 -.05 2.6958 2.6028 -2.5878 258.7845 8.3883
R213 2031/02/28 7.00 0 8.4950 89.4945 88.4205 1.0740 9.2500 8.3550 -.08 8.2886 7.9509 -7.1156 711.5638 86.4675
  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.
 
 
Market Statistics are calculated by Sharenet and are therefore not the official JSE Market Statistics. The calculation/derivation may include underlying JSE data.
© 2018 SHARENET (PTY) Ltd, Cape Town, South Africa