SA Bonds / Gilts
2019/09/20

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
DV23 2023/02/27 10.00 R2023 97 8.3550 105.6068 104.7849 0.8219 9.2200 8.0050 -.09 2.9689 2.8499 -3.0097 300.9674 10.2194
ES23 2023/01/25 10.00 R2023 120 8.5850 105.7113 103.9852 1.7260 9.3100 8.2350 -.07 2.8775 2.7591 -2.9167 291.6660 9.6660
ES26 2026/04/02 7.85 R186 122 9.4950 92.0150 92.1440 -0.1290 10.1850 9.1950 -.06 5.1666 4.9324 -4.5386 453.8562 30.3828
ES33 2033/09/15 7.50 R209 124 10.7850 76.7835 76.5575 0.2260 11.1050 10.5250 -.02 8.0883 7.6745 -5.8927 589.2747 85.1523
R186 2026/12/21 10.50 0 8.2750 114.6895 111.8990 2.7904 8.9350 7.9750 -.07 5.2386 5.0305 -5.7694 576.9440 33.3572
R207 2020/01/15 7.25 0 6.9000 101.4953 100.0453 1.4500 6.9250 5.8450 .16 .3081 .2979 -.3023 30.2313 .1774
R208 2021/03/31 6.75 0 6.6500 100.0690 100.1430 -0.0740 7.1950 6.2000 -.05 1.4625 1.4155 -1.4164 141.6439 2.7242
R209 2036/03/31 6.25 0 9.5450 72.8168 72.8853 -0.0685 9.8050 9.2650 -.02 9.4321 9.0025 -6.5553 655.5331 117.3919
R210 2028/03/31 2.60 0 3.3600 187.6429 187.6996 -0.0566 3.3600 2.8800 .04 7.6620 7.5354 -14.1397 1413.9683 64.4077
R213 2031/02/28 7.00 0 9.1550 85.4167 84.9181 0.4986 9.5800 8.8000 -.04 7.6827 7.3464 -6.2751 627.5052 72.3330
SZ25 2025/09/30 9.00 R186 102 9.2950 98.5684 98.6670 -0.0986 9.9550 8.9950 -.06 4.7658 4.5541 -4.4889 448.8919 26.0385
  • 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.