SA Bonds / Gilts
2019/08/16

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
DV23 2023/02/27 10.00 R2023 103 8.4400 104.5005 104.6649 -0.1644 9.2200 8.0050 -.08 3.0664 2.9422 -3.0746 307.4643 10.7984
ES23 2023/01/25 10.00 R2023 120 8.6100 104.7708 104.0311 0.7397 9.3100 8.2350 -.07 2.9752 2.8524 -2.9884 298.8438 10.2341
ES26 2026/04/02 7.85 R186 122 9.5950 94.6053 91.5729 3.0325 10.1850 9.1950 -.05 5.0498 4.8187 -4.5587 455.8713 30.0199
ES33 2033/09/15 7.50 R209 124 10.9750 78.6090 75.3419 3.2671 11.1050 10.5250 0 7.7589 7.3553 -5.7819 578.1893 81.7436
R186 2026/12/21 10.50 0 8.3750 113.1972 111.4424 1.7548 8.9350 7.9750 -.06 5.3311 5.1168 -5.7921 579.2126 34.2788
R207 2020/01/15 7.25 0 6.9000 100.8232 100.0883 0.7349 6.9250 5.8450 .16 .4054 .3919 -.3951 39.5076 .3071
R208 2021/03/31 6.75 0 6.7000 102.7029 100.0583 2.6445 7.1950 6.2000 -.04 1.5135 1.4645 -1.5040 150.4033 2.9499
R209 2036/03/31 6.25 0 9.7350 74.0131 71.5644 2.4486 9.8050 9.2650 0 9.0757 8.6545 -6.4054 640.5430 112.8771
R210 2028/03/31 2.60 0 3.3000 189.7172 187.7000 2.0171 3.3100 2.8800 .02 7.6593 7.5350 -14.2951 1429.5106 65.0963
R213 2031/02/28 7.00 0 9.3050 83.7251 83.9169 -0.1918 9.5800 8.8000 -.02 7.7584 7.4134 -6.2069 620.6916 73.3724
SPG002 2019/09/09 9.36 JIBAR 230 .0000 101.8660 100.0200 1.8460 100.0000 100.0000 0 .0000 .0000 .0000 .0000 .0000
SZ25 2025/09/30 9.00 R186 102 9.3950 101.6937 98.1677 3.5260 9.9550 8.9950 -.05 4.6527 4.4439 -4.5192 451.9214 25.7227
  • 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.