SA Bonds / Gilts
2019/07/15

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 94 8.0300 109.9481 106.0851 3.8630 9.2200 8.0200 -.12 3.0258 2.9090 -3.1984 319.8386 10.9270
E170 2020/08/01 13.50 R2023 48.5 7.5750 112.0320 105.8553 6.1767 8.2450 7.4650 -.02 .9497 .9150 -1.0251 102.5091 1.3399
ES23 2023/01/25 10.00 R2023 117 8.2600 105.0323 105.2241 -0.1918 9.3100 8.2500 -.11 3.0705 2.9487 -3.0971 309.7126 10.8403
ES26 2026/04/02 7.85 R186 122 9.2400 95.4375 93.1363 2.3012 10.1850 9.2350 -.09 5.1594 4.9316 -4.7066 470.6588 31.1587
ES33 2033/09/15 7.50 R209 126 10.6300 79.8746 77.3061 2.5685 11.1050 10.5650 -.03 7.9393 7.5386 -6.0214 602.1403 84.6404
R186 2026/12/21 10.50 0 8.0200 114.4391 113.6624 0.7767 8.9350 8.0150 -.1 5.4448 5.2349 -5.9908 599.0775 35.5438
R207 2020/01/15 7.25 0 6.2250 100.5220 100.4624 0.0596 6.8500 5.8450 .04 .4960 .4810 -.4836 48.3552 .4628
R208 2021/03/31 6.75 0 6.2250 102.8334 100.8177 2.0158 7.1950 6.2100 -.11 1.6069 1.5584 -1.6025 160.2532 3.2810
R209 2036/03/31 6.25 0 9.3700 75.7605 73.8941 1.8664 9.8050 9.3050 -.03 9.2983 8.8822 -6.7292 672.9192 117.1145
R210 2028/03/31 2.60 0 3.1500 190.4476 188.9171 1.5305 3.3000 2.8800 -.02 7.7592 7.6389 -14.5481 1454.8067 66.7007
R213 2031/02/28 7.00 0 8.8900 89.1273 86.4424 2.6849 9.5800 8.8650 -.06 7.6122 7.2882 -6.4958 649.5797 72.9257
SPG002 2019/09/09 9.36 JIBAR 230 .0000 100.9867 100.0125 0.9743 100.0000 100.0000 0 .0000 .0000 .0000 .0000 .0000
SZ25 2025/09/30 9.00 R186 102 9.0400 102.4696 99.7819 2.6877 9.9550 9.0350 -.08 4.7599 4.5540 -4.6665 466.6495 26.7547
  • 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.