SA Bonds / Gilts: 2018/10/18

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 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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