SA Bonds / Gilts
2018/10/17

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 7.9700 111.9733 108.9404 3.0329 8.8100 7.5250 -.03 1.6047 1.5432 -1.7280 172.7955 3.2838
ES23 2023/01/25 10.00 R2023 116 9.6400 103.6225 101.1842 2.4384 9.8350 8.3450 .08 3.4954 3.3347 -3.4555 345.5496 14.2101
R186 2026/12/21 10.50 0 9.1300 111.2687 107.7304 3.5384 9.2950 7.8800 .06 5.5978 5.3534 -5.9567 595.6696 38.8499
R204 2018/12/21 8.00 0 6.0800 102.9709 100.2750 2.6959 7.1350 6.0700 -.14 .1677 .1628 -.1676 16.7592 .0530
R208 2021/03/31 6.75 0 7.6550 98.4216 98.0148 0.4069 8.1400 6.8650 .01 2.2797 2.1956 -2.1610 216.0983 6.0797
R213 2031/02/28 7.00 0 9.6500 82.0975 81.1002 0.9973 9.7950 8.3550 .05 7.8947 7.5313 -6.1830 618.3010 78.2729
  • 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.