SA Bonds / Gilts: 2018/04/25
Updated weekdays at 20h00 Add SA Bonds/Gilts to Favourites
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 8.1300 114.1711 110.8424 3.3288 8.2650 7.5250 -.01 1.9727 1.8957 -2.1643 216.4313 4.8237
R186 2026/12/21 10.50 0 8.2850 117.2609 113.4636 3.7973 8.6450 7.8800 -.04 5.8726 5.6390 -6.6124 661.2383 43.1587
R204 2018/12/21 8.00 0 6.8100 103.6179 100.7247 2.8932 7.1350 6.4300 -.04 .6182 .5979 -.6195 61.9510 .6552
  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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