SA Bonds / Gilts
2019/06/19

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
DV23 2023/02/27 10.00 R2023 94 8.1900 108.8570 105.6516 3.2055 9.2200 8.1900 -.11 3.0903 2.9687 -3.2317 323.1688 11.3070
E170 2020/08/01 13.50 R207 135 7.6950 111.3503 106.0613 5.2890 8.2450 7.4650 -.01 1.0159 .9782 -1.0893 108.9270 1.4898
ES23 2023/01/25 10.00 R2023 117 8.4200 108.9329 104.8234 4.1096 9.3100 8.4200 -.09 2.9966 2.8755 -3.1324 313.2405 10.7177
ES26 2026/04/02 7.85 R186 122.5 9.3950 94.1431 92.3580 1.7851 10.1850 9.3950 -.07 5.2177 4.9836 -4.6917 469.1735 31.7065
ES33 2033/09/15 7.50 R209 126 10.7350 78.7074 76.6321 2.0753 11.1050 10.6600 -.03 7.9777 7.5713 -5.9592 595.9167 85.1271
R186 2026/12/21 10.50 0 8.1700 112.9504 112.8641 0.0863 8.9350 8.1700 -.08 5.5016 5.2857 -5.9702 597.0211 36.1085
R207 2020/01/15 7.25 0 6.3450 103.6872 100.5091 3.1781 6.8500 5.8450 .06 .5406 .5240 -.5433 54.3291 .5364
R208 2021/03/31 6.75 0 6.4800 101.9985 100.4265 1.5719 7.1950 6.4800 -.07 1.6722 1.6197 -1.6521 165.2090 3.5048
R209 2036/03/31 6.25 0 9.4750 74.6046 73.1491 1.4555 9.8050 9.3600 -.02 9.3266 8.9047 -6.6433 664.3307 117.4890
R210 2028/03/31 2.60 0 3.2400 187.7389 186.5517 1.1872 3.3000 2.8800 0 7.8206 7.6959 -14.4482 1444.8180 67.6172
R213 2031/02/28 7.00 0 9.0850 87.3652 85.1405 2.2247 9.5800 9.0850 -.04 7.6441 7.3120 -6.3881 638.8123 73.3072
SPG002 2019/09/09 9.36 JIBAR 230 .0000 100.3614 100.0025 0.3589 100.0000 100.0000 0 .0000 .0000 .0000 .0000 .0000
SZ25 2025/09/30 9.00 R186 102 9.1900 101.1748 99.0789 2.0959 9.9550 9.1900 -.07 4.8194 4.6077 -4.6618 466.1831 27.2768
  • 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.