SA Bonds / Gilts
2019/03/20

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 8.8650 104.4269 103.6872 0.7397 9.2200 8.7500 -.03 3.3314 3.1900 -3.3312 333.1224 12.7762
E170 2020/08/01 13.50 R207 135 7.9300 108.9674 107.0072 1.9603 8.2450 7.6450 .02 1.2643 1.2161 -1.3252 132.5179 2.1256
ES23 2023/01/25 10.00 R2023 116 9.0250 104.7351 103.0912 1.6438 9.3100 8.8800 -.03 3.2384 3.0986 -3.2453 324.5344 12.1578
ES26 2026/04/02 7.85 R186 125 9.9850 89.2607 89.4113 -0.1506 10.1850 9.8100 -.01 5.4359 5.1774 -4.6214 462.1364 33.7940
ES33 2033/09/15 7.50 R209 130 10.9600 75.3902 75.1641 0.2260 11.1050 10.6950 0 8.1649 7.7407 -5.8357 583.5714 87.7483
R186 2026/12/21 10.50 0 8.7350 112.4922 109.7593 2.7329 8.9350 8.5600 -.02 5.4652 5.2365 -5.8906 589.0606 36.5306
R207 2020/01/15 7.25 0 6.5800 101.9061 100.5157 1.3904 6.7300 5.8450 .1 .7892 .7641 -.7786 77.8620 .9615
R208 2021/03/31 6.75 0 7.0850 99.2904 99.3828 -0.0925 7.1950 6.9100 .01 1.9176 1.8520 -1.8388 183.8823 4.4210
R209 2036/03/31 6.25 0 9.6600 71.7070 71.7926 -0.0856 9.8050 9.3850 0 9.5068 9.0688 -6.5029 650.2939 120.4473
R210 2028/03/31 2.60 0 3.3000 183.1148 183.1838 -0.0690 3.3000 3.0900 .02 8.0637 7.9328 -14.5262 1452.6200 71.4463
R213 2031/02/28 7.00 0 9.4050 83.4563 82.9577 0.4986 9.5800 9.1900 -.01 7.8339 7.4821 -6.2442 624.4247 75.9394
SPG002 2019/09/09 9.45 JIBAR 230 .0000 100.3908 100.0025 0.3884 100.0000 100.0000 0 .0000 .0000 .0000 .0000 .0000
SZ25 2025/09/30 9.00 R186 102 9.7550 96.3016 96.4248 -0.1233 9.9550 9.5800 -.01 5.0426 4.8081 -4.6303 463.0251 29.2762
  • 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.