SA Bonds / Gilts
2019/02/19

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 135 7.9900 108.1365 107.3597 0.7767 8.2450 7.6450 .03 1.3527 1.3007 -1.4066 140.6572 2.3791
ES23 2023/01/25 10.00 R2023 116 9.1350 103.5579 102.7908 0.7671 9.3100 8.8950 -.01 3.3256 3.1803 -3.2935 329.3501 12.7101
R186 2026/12/21 10.50 0 8.8650 110.8811 109.0688 1.8123 8.9350 8.5600 0 5.5441 5.3088 -5.8865 588.6451 37.3333
R208 2021/03/31 6.75 0 7.1450 101.9209 99.2394 2.6815 7.1950 6.9100 .02 1.9428 1.8758 -1.9118 191.1848 4.6254
R213 2031/02/28 7.00 0 9.5200 82.0739 82.1889 -0.1151 9.5800 9.1900 0 7.9014 7.5424 -6.1903 619.0312 76.8857
  • 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.