SA Bonds / Gilts: 2018/06/22

Updated weekdays at 20h00
Add SA Bonds/Gilts to Favourites
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 8.4950 114.8535 109.4535 5.4000 8.7550 7.5250 .03 1.8168 1.7428 -2.0017 200.1665 4.1927
R186 2026/12/21 10.50 0 8.8700 109.7448 109.5722 0.1726 9.1600 7.8800 .03 5.9382 5.6860 -6.2401 624.0118 42.6701
R204 2018/12/21 8.00 0 6.7300 100.7131 100.5816 0.1315 7.1350 6.4300 -.05 .4854 .4696 -.4730 47.2954 .4411
  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.
 
 
Market Statistics are calculated by Sharenet and are therefore not the official JSE Market Statistics. The calculation/derivation may include underlying JSE data.
© 2018 SHARENET (PTY) Ltd, Cape Town, South Africa