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SA Bonds / Gilts
2019/04/25

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 100 8.7800 105.5841 103.8855 1.6986 9.2200 8.5800 -.04 3.2357 3.0996 -3.2727 327.2682 12.1642
E170 2019/08/01 13.50 R207 135 7.6850 104.6999 101.4451 3.2548 8.2450 7.6450 -.01 .2595 .2499 -.2616 26.1646 .1249
ES23 2023/01/25 10.00 R2023 117 8.9500 105.8713 103.2685 2.6027 9.3100 8.7500 -.03 3.1426 3.0080 -3.1846 318.4604 11.5610
ES26 2026/04/02 7.85 R186 125 9.8300 90.8111 90.2089 0.6022 10.1850 9.6900 -.03 5.3475 5.0970 -4.6286 462.8605 32.9227
ES33 2033/09/15 7.50 R209 130 10.8650 76.7156 75.7704 0.9452 11.1050 10.6600 -.01 8.0940 7.6769 -5.8894 588.9407 86.7581
R186 2026/12/21 10.50 0 8.5800 114.3300 110.5903 3.7397 8.9350 8.4400 -.03 5.3797 5.1584 -5.8976 589.7577 35.6752
R207 2020/01/15 7.25 0 6.3350 102.7147 100.6291 2.0856 6.8500 5.8450 .06 .6925 .6713 -.6895 68.9489 .7838
R208 2021/03/31 6.75 0 6.8250 100.4128 99.8580 0.5548 7.1950 6.8000 -.02 1.8221 1.7620 -1.7693 176.9273 4.0534
R209 2036/03/31 6.25 0 9.5650 72.9783 72.4646 0.5137 9.8050 9.3600 -.01 9.4448 9.0138 -6.5781 657.8086 119.4624
R210 2028/03/31 2.60 0 3.0500 186.9323 186.5192 0.4130 3.3000 3.0500 -.06 7.9797 7.8598 -14.6926 1469.2553 70.2183
R213 2031/02/28 7.00 0 9.2850 84.9402 83.7704 1.1699 9.5800 9.1100 -.02 7.7594 7.4151 -6.2984 629.8418 74.8977
SPG002 2019/09/09 9.45 JIBAR 230 .0000 101.3024 100.0079 1.2945 100.0000 100.0000 0 .0000 .0000 .0000 .0000 .0000
SZ25 2025/09/30 9.00 R186 102 9.6000 97.8972 97.1575 0.7397 9.9550 9.4600 -.02 4.9532 4.7263 -4.6269 462.6917 28.4530
  • 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.