SA Bonds / Gilts
2018/08/15

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 95 8.6650 109.1841 108.4813 0.7027 8.7550 7.5250 .05 1.7747 1.7010 -1.8572 185.7242 3.8689
ES23 2023/01/25 10.00 R2023 116 9.5950 102.1264 101.4141 0.7123 9.6400 8.3450 .07 3.6673 3.4994 -3.5739 357.3857 15.4144
R186 2026/12/21 10.50 0 9.0100 110.3007 108.5746 1.7260 9.1600 7.8800 .05 5.7795 5.5304 -6.1000 610.0037 40.8555
R204 2018/12/21 8.00 0 6.8000 101.6702 100.3552 1.3151 7.1350 6.4300 -.04 .3406 .3294 -.3349 33.4940 .2171
R208 2021/03/31 6.75 0 8.0300 99.6443 97.0183 2.6260 8.1200 6.8650 .06 2.3728 2.2812 -2.2731 227.3109 6.6597
R213 2031/02/28 7.00 0 9.5100 85.1327 81.8149 3.3178 9.6350 8.3550 .03 7.7639 7.4115 -6.3096 630.9621 78.0095
  • 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.