SA Bonds / Gilts
2018/08/16

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 8.6000 109.3299 108.5902 0.7397 8.7550 7.5250 .04 1.7721 1.6990 -1.8576 185.7568 3.8615
ES23 2023/01/25 10.00 R2023 116 9.5700 102.2418 101.5020 0.7397 9.6400 8.3450 .07 3.6650 3.4976 -3.5761 357.6053 15.4008
R186 2026/12/21 10.50 0 8.9800 110.5104 108.7556 1.7548 9.1600 7.8800 .05 5.7792 5.5308 -6.1122 611.2151 40.8597
R204 2018/12/21 8.00 0 6.7500 101.7054 100.3684 1.3370 7.1350 6.4300 -.04 .3379 .3269 -.3324 33.2446 .2137
R208 2021/03/31 6.75 0 7.9600 99.8249 97.1804 2.6445 8.1200 6.8650 .05 2.3703 2.2796 -2.2756 227.5623 6.6518
R213 2031/02/28 7.00 0 9.4750 81.8842 82.0760 -0.1918 9.6350 8.3550 .03 8.0984 7.7321 -6.3314 633.1386 81.4204
  • 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.