SA Bonds / Gilts
2019/04/18

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 100 8.6400 105.9197 104.3581 1.5616 9.2200 8.5800 -.06 3.2510 3.1164 -3.3009 330.0901 12.2768
E170 2019/08/01 13.50 R207 135 8.0850 104.4819 101.4121 3.0699 8.2450 7.6450 .04 .2734 .2628 -.2746 27.4567 .1381
ES23 2023/01/25 10.00 R2023 117 8.8100 106.1918 103.7260 2.4658 9.3100 8.7500 -.05 3.1580 3.0247 -3.2120 321.2031 11.6700
ES26 2026/04/02 7.85 R186 125 9.7000 91.2971 90.8025 0.4947 10.1850 9.6900 -.04 5.3673 5.1190 -4.6735 467.3514 33.1527
ES33 2033/09/15 7.50 R209 130 10.6750 77.7368 76.8944 0.8425 11.1050 10.6600 -.03 8.1560 7.7428 -6.0190 601.8974 87.8477
R186 2026/12/21 10.50 0 8.4500 114.9694 111.3735 3.5959 8.9350 8.4400 -.05 5.4023 5.1833 -5.9593 595.9261 35.9398
R207 2020/01/15 7.25 0 6.7350 102.3459 100.3596 1.9863 6.8000 5.8450 .13 .7063 .6833 -.6993 69.9327 .8053
R208 2021/03/31 6.75 0 6.8100 100.3475 99.8852 0.4623 7.1950 6.8000 -.03 1.8358 1.7754 -1.7815 178.1523 4.1072
R209 2036/03/31 6.25 0 9.3750 74.1512 73.7231 0.4281 9.8050 9.3600 -.03 9.5260 9.0995 -6.7474 674.7393 121.1244
R210 2028/03/31 2.60 0 3.1050 186.1046 185.7603 0.3443 3.3000 3.0900 -.04 7.9908 7.8686 -14.6439 1464.3893 70.3697
R213 2031/02/28 7.00 0 9.1100 85.9482 84.8742 1.0740 9.5800 9.1100 -.04 7.8029 7.4630 -6.4143 641.4276 75.6130
SPG002 2019/09/09 9.45 JIBAR 230 .0000 101.1719 100.0069 1.1651 100.0000 100.0000 0 .0000 .0000 .0000 .0000 .0000
SZ25 2025/09/30 9.00 R186 102 9.4700 98.3767 97.7602 0.6164 9.9550 9.4600 -.04 4.9721 4.7473 -4.6702 467.0229 28.6579
  • 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.