SA Bonds / Gilts: 2018/05/25

Updated weekdays at 20h00
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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 8.2150 114.6994 110.3350 4.3644 8.3950 7.5250 0 1.8951 1.8203 -2.0879 208.7911 4.5072
ES23 2023/01/25 10.00 R2023 114 8.9850 107.2224 103.7977 3.4247 9.2050 8.3450 .01 3.7298 3.5695 -3.8273 382.7270 16.4364
R186 2026/12/21 10.50 0 8.4500 116.9187 112.3160 4.6027 8.6850 7.8800 -.02 5.7808 5.5465 -6.4849 648.4881 42.0871
R204 2018/12/21 8.00 0 6.7150 104.2048 100.6980 3.5069 7.1350 6.4300 -.05 .5413 .5237 -.5458 54.5761 .5363
R208 2021/03/31 6.75 0 7.5100 99.1835 98.0739 1.1096 7.6900 6.8650 -.01 2.5988 2.5047 -2.4843 248.4291 7.8388
R213 2031/02/28 7.00 0 8.9650 86.9563 85.2111 1.7452 9.2500 8.3550 -.03 8.0980 7.7506 -6.7397 673.9654 83.2742
  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.

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