SA Bonds / Gilts: 2018/11/15

Updated weekdays at 20h00
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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 180 8.2150 112.2610 108.1555 4.1055 8.8100 7.4100 0 1.5255 1.4653 -1.6449 164.4939 3.0111
ES23 2023/01/25 10.00 R2023 116 9.6450 104.3772 101.1443 3.2329 9.8350 8.3450 .08 3.4165 3.2594 -3.4020 340.2031 13.6774
R186 2026/12/21 10.50 0 9.1700 111.8224 107.4498 4.3726 9.3700 7.8800 .07 5.5154 5.2736 -5.8971 589.7060 37.9649
R204 2018/12/21 8.00 0 6.1600 103.4587 100.1272 3.3315 7.1350 6.0200 -.13 .0871 .0845 -.0874 8.7412 .0143
R208 2021/03/31 6.75 0 7.5300 99.2751 98.3320 0.9432 8.1400 6.8650 0 2.2003 2.1204 -2.1051 210.5063 5.7194
R213 2031/02/28 7.00 0 9.7000 82.4121 80.8587 1.5534 9.9100 8.3550 .05 7.8052 7.4441 -6.1349 613.4859 76.9293
  1. Clean price - price of the bond per R100 nominal excluding accrued interest

  2. Accrued interest - intrest due if bond is transacted between coupon dates

  3. Coupon date - date on which a bond's coupons are paid

  4. 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.

  5. 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.

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