SA Bonds / Gilts
2018/11/14

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 8.2100 112.2447 108.1762 4.0685 8.8100 7.4100 0 1.5282 1.4679 -1.6477 164.7679 3.0202
ES23 2023/01/25 10.00 R2023 116 9.6350 104.3845 101.1790 3.2055 9.8350 8.3450 .08 3.4194 3.2623 -3.4053 340.5295 13.6976
R186 2026/12/21 10.50 0 9.1600 111.8540 107.5102 4.3438 9.3700 7.8800 .07 5.5189 5.2772 -5.9028 590.2785 38.0045
R204 2018/12/21 8.00 0 6.1550 103.4418 100.1322 3.3096 7.1350 6.0200 -.13 .0899 .0872 -.0902 9.0202 .0152
R208 2021/03/31 6.75 0 7.5450 99.2234 98.2987 0.9247 8.1400 6.8650 0 2.2030 2.1229 -2.1064 210.6410 5.7310
R213 2031/02/28 7.00 0 9.6900 82.4519 80.9177 1.5343 9.9100 8.3550 .05 7.8098 7.4489 -6.1418 614.1770 77.0022
  • 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.