SA Bonds / Gilts
2019/01/23

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 180 8.0800 107.4223 107.5702 -0.1480 8.1500 7.6450 .04 1.4215 1.3663 -1.4677 146.7738 2.5852
ES23 2023/01/25 10.00 R2023 116 9.1700 102.8042 102.7220 0.0822 9.3100 9.1250 -.01 3.3943 3.2455 -3.3365 333.6481 13.1598
R186 2026/12/21 10.50 0 8.8400 110.3707 109.2776 1.0932 8.9250 8.7350 0 5.6145 5.3769 -5.9345 593.4476 38.0922
R208 2021/03/31 6.75 0 7.1150 101.4898 99.2706 2.2192 7.1800 6.9100 .02 2.0116 1.9425 -1.9714 197.1408 4.9122
R213 2031/02/28 7.00 0 9.4700 85.3318 82.4551 2.8767 9.5350 9.3300 0 7.6578 7.3116 -6.2391 623.9139 74.8934
  • 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.