SA Bonds / Gilts
2018/10/16

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 95 8.0150 111.8239 108.9020 2.9219 8.8100 7.5250 -.03 1.6128 1.5506 -1.7340 173.3960 3.3102
ES23 2023/01/25 10.00 R2023 116 9.6750 103.4220 101.0658 2.3562 9.8350 8.3450 .08 3.5030 3.3414 -3.4557 345.5732 14.2581
R186 2026/12/21 10.50 0 9.1650 110.9790 107.5269 3.4521 9.2950 7.8800 .07 5.6032 5.3577 -5.9459 594.5923 38.8991
R204 2018/12/21 8.00 0 6.0950 102.9173 100.2872 2.6301 7.1350 6.0700 -.14 .1760 .1708 -.1758 17.5789 .0583
R208 2021/03/31 6.75 0 7.6950 98.2740 97.9227 0.3514 8.1400 6.8650 .02 2.2878 2.2031 -2.1650 216.5047 6.1158
R213 2031/02/28 7.00 0 9.6800 81.8481 80.9084 0.9397 9.7950 8.3550 .05 7.8973 7.5327 -6.1654 616.5409 78.2974
  • 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.