SA Bonds / Gilts
2018/08/21

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 8.5900 109.4235 108.5728 0.8507 8.7550 7.5250 .04 1.7640 1.6913 -1.8507 185.0711 3.8317
ES23 2023/01/25 10.00 R2023 116 9.5800 102.2840 101.4621 0.8219 9.6400 8.3450 .07 3.6567 3.4895 -3.5692 356.9249 15.3404
R186 2026/12/21 10.50 0 8.9900 110.5289 108.6878 1.8411 9.1600 7.8800 .05 5.7702 5.5220 -6.1034 610.3371 40.7578
R204 2018/12/21 8.00 0 6.7600 101.7573 100.3546 1.4027 7.1350 6.4300 -.04 .3298 .3190 -.3246 32.4603 .2035
R208 2021/03/31 6.75 0 7.9300 99.9569 97.2569 2.7000 8.1200 6.8650 .05 2.3623 2.2722 -2.2712 227.1187 6.6144
R213 2031/02/28 7.00 0 9.4800 81.9144 82.0487 -0.1343 9.6350 8.3550 .03 8.0893 7.7233 -6.3265 632.6458 81.2796
  • 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.