SA Bonds / Gilts
2019/02/15

Updated weekdays at 20h00
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 135 7.9700 108.1179 107.4152 0.7027 8.2450 7.6450 .03 1.3582 1.3062 -1.4122 141.2223 2.3960
ES23 2023/01/25 10.00 R2023 116 9.1250 103.5398 102.8275 0.7123 9.3100 8.8950 -.01 3.3312 3.1859 -3.2987 329.8665 12.7481
R186 2026/12/21 10.50 0 8.8650 110.8283 109.0735 1.7548 8.9350 8.5600 0 5.5496 5.3141 -5.8895 588.9477 37.3917
R208 2021/03/31 6.75 0 7.1200 101.9295 99.2850 2.6445 7.1950 6.9100 .02 1.9484 1.8814 -1.9177 191.7700 4.6491
R213 2031/02/28 7.00 0 9.5100 82.0936 82.2471 -0.1534 9.5800 9.1900 0 7.9086 7.5496 -6.1978 619.7776 76.9980
  • Clean price - price of the bond per R100 nominal excluding accrued interest

  • Accrued interest - intrest due if bond is transacted between coupon dates

  • Coupon date - date on which a bond's coupons are paid

  • 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.

  • 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.