SA Bonds / Gilts
2019/08/23

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 103 8.3400 104.9739 104.9465 0.0274 9.2200 8.0050 -.09 3.0479 2.9259 -3.0714 307.1378 10.6946
ES23 2023/01/25 10.00 R2023 120 8.5100 105.2369 104.3054 0.9315 9.3100 8.2350 -.08 2.9569 2.8362 -2.9847 298.4740 10.1347
ES26 2026/04/02 7.85 R186 122 9.4850 95.2772 92.0942 3.1830 10.1850 9.1950 -.06 5.0359 4.8079 -4.5808 458.0819 29.9060
ES33 2033/09/15 7.50 R209 124 10.8900 79.2625 75.8515 3.4110 11.1050 10.5250 -.01 7.7615 7.3607 -5.8343 583.4297 81.8472
R186 2026/12/21 10.50 0 8.2650 114.0132 112.0570 1.9562 8.9350 7.9750 -.07 5.3184 5.1074 -5.8231 582.3091 34.1733
R207 2020/01/15 7.25 0 6.8250 100.9815 100.1075 0.8740 6.9250 5.8450 .15 .3865 .3738 -.3774 37.7445 .2794
R208 2021/03/31 6.75 0 6.5850 103.0036 100.2296 2.7740 7.1950 6.2000 -.06 1.4945 1.4469 -1.4903 149.0319 2.8906
R209 2036/03/31 6.25 0 9.6500 74.6951 72.1266 2.5685 9.8050 9.2650 -.01 9.0868 8.6685 -6.4750 647.4953 113.1608
R210 2028/03/31 2.60 0 3.3000 189.9509 187.8337 2.1172 3.3100 2.8800 .02 7.6402 7.5161 -14.2770 1427.6978 64.8038
R213 2031/02/28 7.00 0 9.2150 84.4308 84.4883 -0.0575 9.5800 8.8000 -.03 7.7533 7.4118 -6.2579 625.7869 73.3371
SPG002 2019/09/09 9.36 JIBAR 230 .0000 102.0403 100.0149 2.0254 100.0000 100.0000 0 .0000 .0000 .0000 .0000 .0000
SZ25 2025/09/30 9.00 R186 102 9.2850 102.3700 98.6714 3.6986 9.9550 8.9950 -.06 4.6380 4.4322 -4.5373 453.7283 25.6097
  • 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.