SA Bonds / Gilts: 2017/12/12

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 94 9.0450 115.1857 110.1556 5.0301 9.1200 7.8900 .02 2.2202 2.1242 -2.4467 244.6740 6.0753
ES23 2023/01/25 10.00 R2023 104 9.6850 105.1121 101.1943 3.9178 9.8450 8.7050 .03 3.9808 3.7969 -3.9910 399.1049 18.8056
R186 2026/12/21 10.50 0 9.2600 107.3024 107.4750 -0.1726 9.5050 8.3050 .04 6.1633 5.8906 -6.3207 632.0727 46.2215
R204 2018/12/21 8.00 0 7.6200 100.2364 100.3679 -0.1315 7.9650 6.8000 -.04 .9972 .9606 -.9629 96.2868 1.3940
R208 2021/03/31 6.75 0 8.3450 96.8835 95.4780 1.4055 8.4700 7.2450 .01 2.9570 2.8385 -2.7501 275.0051 9.9977
R213 2031/02/28 7.00 0 9.7850 81.6271 79.5942 2.0329 10.0450 8.7350 .05 8.0411 7.6660 -6.2576 625.7558 83.6068
  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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