SA Bonds / Gilts
2018/12/12

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
E170 2020/08/01 13.50 R207 180 7.9900 113.3054 108.1643 5.1411 8.8100 7.4100 -.03 1.4498 1.3941 -1.5795 157.9549 2.7740
ES23 2023/01/25 10.00 R2023 116 9.5500 105.4468 101.4468 4.0000 9.8350 8.3450 .07 3.3420 3.1896 -3.3634 336.3380 13.1941
R186 2026/12/21 10.50 0 9.1500 107.4631 107.5494 -0.0863 9.3700 7.8800 .07 5.7057 5.4561 -5.8633 586.3253 39.0001
R204 2018/12/21 8.00 0 6.2200 99.9489 100.0147 -0.0658 7.1350 6.0200 -.12 .0085 .0082 -.0082 .8211 .0001
R208 2021/03/31 6.75 0 7.2500 100.4154 98.9544 1.4610 8.1400 6.8650 -.04 2.1239 2.0496 -2.0581 205.8143 5.3912
R213 2031/02/28 7.00 0 9.7500 82.7130 80.6226 2.0904 9.9100 8.3550 .06 7.7184 7.3596 -6.0874 608.7355 75.6414
  • 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.