SA Bonds / Gilts
2018/09/21

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 95 8.6300 110.2064 108.0982 2.1082 8.8100 7.5250 .05 1.6715 1.6024 -1.7659 176.5916 3.4959
ES23 2023/01/25 10.00 R2023 116 9.6600 102.8919 101.1385 1.7534 9.8350 8.3450 .08 3.5630 3.3989 -3.4972 349.7175 14.6730
R186 2026/12/21 10.50 0 9.0800 110.8924 108.0733 2.8192 9.2550 7.8800 .06 5.6701 5.4239 -6.0147 601.4658 39.6407
R204 2018/12/21 8.00 0 6.3850 102.4763 100.3283 2.1480 7.1350 6.3850 -.1 .2368 .2295 -.2351 23.5147 .1053
R208 2021/03/31 6.75 0 8.0000 97.1551 97.2106 -0.0555 8.1400 6.8650 .06 2.3476 2.2573 -2.1931 219.3081 6.3824
R213 2031/02/28 7.00 0 9.5900 81.9378 81.4200 0.5178 9.7450 8.3550 .04 7.9750 7.6101 -6.2356 623.5581 79.4997
  • 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.