SA Bonds / Gilts
2018/08/17

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 125 9.7150 100.8870 101.0240 -0.1370 9.8200 8.5500 .06 3.7499 3.5762 -3.6079 360.7918 15.9945
E170 2020/08/01 13.50 R207 95 8.6300 109.2993 108.5226 0.7767 8.7550 7.5250 .05 1.7693 1.6962 -1.8539 185.3881 3.8502
ES23 2023/01/25 10.00 R2023 116 9.6250 102.0714 101.3043 0.7671 9.6400 8.3450 .08 3.6614 3.4933 -3.5657 356.5670 15.3687
ES26 2026/04/02 7.85 R186 126 10.3000 90.3160 87.2620 3.0540 10.4400 9.1700 .05 5.5393 5.2680 -4.7578 475.7836 36.6451
ES33 2033/09/15 7.50 R209 131 11.0200 77.6537 74.3660 3.2877 11.1350 9.9600 .03 7.9567 7.5412 -5.8560 585.6013 87.7537
R186 2026/12/21 10.50 0 9.0400 110.1711 108.3875 1.7836 9.1600 7.8800 .05 5.7717 5.5221 -6.0837 608.3716 40.7609
R204 2018/12/21 8.00 0 6.7550 101.7221 100.3632 1.3589 7.1350 6.4300 -.04 .3352 .3242 -.3298 32.9830 .2103
R207 2020/01/15 7.25 0 7.6800 100.1781 99.4233 0.7548 7.8050 6.5750 .05 1.3447 1.2950 -1.2973 129.7288 2.3384
R208 2021/03/31 6.75 0 7.9900 99.7780 97.1150 2.6630 8.1200 6.8650 .06 2.3675 2.2766 -2.2715 227.1497 6.6363
R209 2036/03/31 6.25 0 9.7100 73.5251 71.0594 2.4658 9.8050 8.6200 .02 9.2819 8.8522 -6.5086 650.8559 120.1617
R210 2028/03/31 2.60 0 3.0300 184.7887 182.8438 1.9449 3.0300 2.2500 .19 8.4497 8.3236 -15.3811 1538.1054 79.5537
R213 2031/02/28 7.00 0 9.5250 81.5891 81.7617 -0.1726 9.6350 8.3550 .03 8.0863 7.7187 -6.2976 629.7626 81.2108
SPG002 2019/09/09 9.22 JIBAR 230 .0000 101.8274 100.0093 1.8181 100.0000 100.0000 0 .0000 .0000 .0000 .0000 .0000
SZ25 2025/09/30 9.00 R186 102 10.0600 98.2310 94.6803 3.5507 10.1800 8.9000 .05 5.1564 4.9095 -4.8226 482.2614 32.0133
  • 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.