SA Bonds / Gilts
2019/03/22

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 100 8.8800 104.4020 103.6349 0.7671 9.2200 8.7500 -.03 3.3285 3.1870 -3.3273 332.7262 12.7554
E170 2020/08/01 13.50 R207 135 8.0900 108.7795 106.7823 1.9973 8.2450 7.6450 .04 1.2615 1.2124 -1.3189 131.8881 2.1144
ES23 2023/01/25 10.00 R2023 116 9.0400 104.7120 103.0407 1.6712 9.3100 8.8800 -.02 3.2355 3.0956 -3.2415 324.1459 12.1377
ES26 2026/04/02 7.85 R186 125 9.9900 89.2615 89.3906 -0.1290 10.1850 9.8100 -.01 5.4329 5.1744 -4.6188 461.8758 33.7621
ES33 2033/09/15 7.50 R209 130 10.9650 75.3829 75.1363 0.2466 11.1050 10.6950 0 8.1609 7.7367 -5.8322 583.2157 87.6838
R186 2026/12/21 10.50 0 8.7400 112.4892 109.7275 2.7616 8.9350 8.5600 -.02 5.4621 5.2334 -5.8870 588.6974 36.4970
R207 2020/01/15 7.25 0 6.7400 101.8003 100.3900 1.4103 6.7400 5.8450 .13 .7864 .7608 -.7745 77.4476 .9547
R208 2021/03/31 6.75 0 7.0400 99.3921 99.4660 -0.0740 7.1950 6.9100 .01 1.9149 1.8498 -1.8385 183.8512 4.4119
R209 2036/03/31 6.25 0 9.6650 71.6930 71.7615 -0.0685 9.8050 9.3850 0 9.5023 9.0642 -6.4984 649.8429 120.3610
R210 2028/03/31 2.60 0 3.2800 183.4112 183.4663 -0.0552 3.3000 3.0900 .02 8.0619 7.9318 -14.5479 1454.7877 71.4269
R213 2031/02/28 7.00 0 9.4100 83.4459 82.9281 0.5178 9.5800 9.1900 -.01 7.8303 7.4785 -6.2405 624.0473 75.8844
SPG002 2019/09/09 9.45 JIBAR 230 .0000 100.4186 100.0043 0.4142 100.0000 100.0000 0 .0000 .0000 .0000 .0000 .0000
SZ25 2025/09/30 9.00 R186 102 9.7600 96.3036 96.4022 -0.0986 9.9550 9.5800 -.01 5.0396 4.8051 -4.6275 462.7531 29.2469
  • 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.