SA Bonds / Gilts: 2018/10/19

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 7.8050 112.3056 109.1988 3.1069 8.8100 7.5250 -.05 1.5995 1.5394 -1.7289 172.8882 3.2710
ES23 2023/01/25 10.00 R2023 116 9.7050 103.4515 100.9583 2.4932 9.8350 8.3450 .09 3.4890 3.3275 -3.4424 344.2353 14.1590
R186 2026/12/21 10.50 0 9.1900 110.9666 107.3707 3.5959 9.2950 7.8800 .07 5.5876 5.3421 -5.9279 592.7938 38.7256
R204 2018/12/21 8.00 0 6.0600 103.0081 100.2684 2.7397 7.1350 6.0200 -.14 .1622 .1574 -.1621 16.2123 .0495
R208 2021/03/31 6.75 0 7.7200 98.3222 97.8783 0.4438 8.1400 6.8650 .02 2.2740 2.1895 -2.1528 215.2794 6.0497
R213 2031/02/28 7.00 0 9.7050 81.8012 80.7656 1.0356 9.7950 8.3550 .05 7.8788 7.5142 -6.1467 614.6690 78.0110
  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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