SA Bonds / Gilts: 2018/10/18
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 7.8200 112.2563 109.1864 3.0699 8.8100 7.5250 -.05 1.6022 1.5419 -1.7309 173.0907 3.2798
ES23 2023/01/25 10.00 R2023 116 9.6700 103.5455 101.0797 2.4658 9.8350 8.3450 .08 3.4922 3.3312 -3.4493 344.9284 14.1851
R186 2026/12/21 10.50 0 9.1550 111.1471 107.5800 3.5671 9.2950 7.8800 .07 5.5931 5.3483 -5.9445 594.4450 38.7932
R204 2018/12/21 8.00 0 6.0550 102.9920 100.2742 2.7178 7.1350 6.0550 -.14 .1649 .1601 -.1649 16.4867 .0512
R208 2021/03/31 6.75 0 7.6850 98.3772 97.9518 0.4253 8.1400 6.8650 .02 2.2769 2.1926 -2.1570 215.7033 6.0648
R213 2031/02/28 7.00 0 9.6700 81.9953 80.9789 1.0164 9.7950 8.3550 .05 7.8882 7.5244 -6.1696 616.9622 78.1664
  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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