SA Bonds / Gilts
2018/12/14

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
E170 2020/08/01 13.50 R207 180 7.9900 113.3537 108.1386 5.2151 8.8100 7.4100 -.03 1.4443 1.3888 -1.5743 157.4298 2.7569
ES23 2023/01/25 10.00 R2023 116 9.5700 105.4332 101.3784 4.0548 9.8350 8.3450 .07 3.3362 3.1839 -3.3568 335.6838 13.1545
R186 2026/12/21 10.50 0 9.1900 107.2815 107.3103 -0.0288 9.3700 7.8800 .07 5.6974 5.4471 -5.8438 584.3782 38.9001
R204 2018/12/21 8.00 0 6.2500 99.9829 100.0048 -0.0219 7.1350 6.0200 -.12 .0028 .0027 -.0027 .2739 .0000
R208 2021/03/31 6.75 0 7.2600 100.4341 98.9362 1.4980 8.1400 6.8650 -.04 2.1184 2.0442 -2.0531 205.3083 5.3663
R213 2031/02/28 7.00 0 9.8200 82.3320 80.2032 2.1288 9.9100 8.3550 .07 7.6997 7.3393 -6.0426 604.2603 75.3380
  • 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.