SA Bonds / Gilts
2019/06/14

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
DV23 2023/02/27 10.00 R2023 94 8.3200 108.3403 105.2444 3.0959 9.2200 8.2550 -.09 3.0999 2.9761 -3.2243 322.4330 11.3545
E170 2020/08/01 13.50 R207 135 7.7100 111.2409 106.0998 5.1411 8.2450 7.4650 -.01 1.0269 .9888 -1.0999 109.9947 1.5156
ES23 2023/01/25 10.00 R2023 117 8.5500 108.4264 104.4264 4.0000 9.3100 8.4850 -.08 3.0062 2.8829 -3.1259 312.5877 10.7641
ES26 2026/04/02 7.85 R186 124 9.5950 93.1152 91.4162 1.6990 10.1850 9.5250 -.05 5.2192 4.9803 -4.6374 463.7426 31.6810
ES33 2033/09/15 7.50 R209 126 10.9000 77.6436 75.6504 1.9932 11.1050 10.6600 -.01 7.9465 7.5358 -5.8510 585.1044 84.5354
R186 2026/12/21 10.50 0 8.3550 111.7527 111.7815 -0.0288 8.9350 8.2850 -.06 5.5017 5.2811 -5.9018 590.1754 36.0646
R207 2020/01/15 7.25 0 6.3600 103.6073 100.5087 3.0986 6.8500 5.8450 .07 .5516 .5346 -.5539 55.3927 .5528
R208 2021/03/31 6.75 0 6.5000 101.8942 100.3962 1.4980 7.1950 6.4800 -.07 1.6831 1.6301 -1.6610 166.1007 3.5436
R209 2036/03/31 6.25 0 9.6400 73.4446 72.0576 1.3870 9.8050 9.3600 -.01 9.2788 8.8522 -6.5014 650.1445 116.4701
R210 2028/03/31 2.60 0 3.1900 188.1937 187.0636 1.1301 3.3000 2.8800 -.01 7.8338 7.7108 -14.5113 1451.1315 67.8470
R213 2031/02/28 7.00 0 9.2550 86.2036 84.0556 2.1480 9.5800 9.1100 -.02 7.6259 7.2886 -6.2831 628.3062 72.9743
SPG002 2019/09/09 9.36 JIBAR 230 .0000 100.2572 100.0009 0.2564 100.0000 100.0000 0 .0000 .0000 .0000 .0000 .0000
SZ25 2025/09/30 9.00 R186 102 9.3750 100.2167 98.2194 1.9973 9.9550 9.3050 -.05 4.8229 4.6070 -4.6169 461.6936 27.2753
  • 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.