SA Bonds / Gilts
2018/07/20

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 8.3850 109.0681 109.3270 -0.2589 8.7550 7.5250 .02 1.8462 1.7719 -1.9325 193.2541 4.1501
R186 2026/12/21 10.50 0 8.7150 111.4426 110.4645 0.9781 9.1600 7.8800 .01 5.8740 5.6287 -6.2728 627.2818 41.9880
R204 2018/12/21 8.00 0 6.7000 101.2313 100.4861 0.7452 7.1350 6.4300 -.05 .4107 .3974 -.4022 40.2244 .3158
  • 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.