SA Bonds / Gilts: 2018/06/20

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 95 8.6050 114.5803 109.2542 5.3260 8.7550 7.5250 .05 1.8220 1.7468 -2.0015 200.1516 4.2083
ES23 2023/01/25 10.00 R2023 114 9.4800 106.0525 101.9155 4.1370 9.6400 8.3450 .06 3.6477 3.4826 -3.6934 369.3399 15.7869
R186 2026/12/21 10.50 0 9.0000 108.8851 108.7700 0.1151 9.1600 7.8800 .05 5.9333 5.6778 -6.1823 618.2296 42.5782
R204 2018/12/21 8.00 0 6.7450 100.6700 100.5823 0.0877 7.1350 6.4300 -.05 .4907 .4747 -.4779 47.7889 .4507
R208 2021/03/31 6.75 0 7.9450 98.6547 97.0643 1.5904 8.1000 6.8650 .05 2.5261 2.4296 -2.3969 239.6934 7.4304
R213 2031/02/28 7.00 0 9.4850 84.0964 81.8525 2.2438 9.6350 8.3550 .03 7.9212 7.5626 -6.3598 635.9841 80.3421
  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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