SA Bonds / Gilts: 2018/02/22

Updated weekdays at 20h00
Add SA Bonds/Gilts to Favourites
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 7.5250 113.9922 113.0306 0.9616 8.2650 7.5250 -.09 2.1515 2.0735 -2.3637 236.3651 5.6177
ES23 2023/01/25 10.00 R2023 111 8.4800 106.8976 105.9934 0.9041 8.9850 8.4150 -.05 3.9944 3.8319 -4.0963 409.6259 18.5003
R186 2026/12/21 10.50 0 8.0100 117.4653 115.5091 1.9562 8.6450 7.9700 -.07 6.0732 5.8393 -6.8592 685.9186 45.5402
R204 2018/12/21 8.00 0 6.6350 102.5428 101.0524 1.4904 7.1350 6.6350 -.06 .7941 .7686 -.7881 78.8123 .9713
R208 2021/03/31 6.75 0 6.8800 102.4171 99.6431 2.7740 7.5950 6.8800 -.09 2.7624 2.6705 -2.7351 273.5078 8.9940
R213 2031/02/28 7.00 0 8.5400 88.0271 88.0463 -0.0192 9.2500 8.4800 -.07 8.4345 8.0891 -7.1206 712.0557 88.7544
  1. Clean price - price of the bond per R100 nominal excluding accrued interest

  2. Accrued interest - intrest due if bond is transacted between coupon dates

  3. Coupon date - date on which a bond's coupons are paid

  4. 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.

  5. 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.

Send e-mail to
© 2018 SHARENET (PTY) Ltd, Cape Town, South Africa
Home     Terms & conditions    Privacy Policy
    Security Notice    Contact Details
Market Statistics are calculated by Sharenet and are therefore not the official JSE Market Statistics. The calculation/derivation may include underlying JSE data.