SA Bonds / Gilts
2019/05/20

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 100 8.6200 106.6799 104.3511 2.3288 9.2200 8.5250 -.06 3.1739 3.0428 -3.2460 324.6032 11.7879
E170 2020/08/01 13.50 R207 135 7.6000 110.7214 106.6159 4.1055 8.2450 7.4650 -.02 1.1043 1.0639 -1.1780 117.7971 1.7062
ES23 2023/01/25 10.00 R2023 117 8.7900 106.9654 103.7325 3.2329 9.3100 8.6950 -.05 3.0809 2.9512 -3.1567 315.6717 11.1950
ES26 2026/04/02 7.85 R186 124 9.7300 91.8220 90.7252 1.0969 10.1850 9.6350 -.04 5.2894 5.0440 -4.6315 463.1482 32.3557
ES33 2033/09/15 7.50 R209 127.5 10.8350 77.4014 75.9836 1.4178 11.1050 10.6600 -.02 8.0391 7.6260 -5.9026 590.2624 85.9614
R186 2026/12/21 10.50 0 8.4900 115.4675 111.0662 4.4014 8.9350 8.3850 -.04 5.3227 5.1059 -5.8957 589.5686 35.1078
R207 2020/01/15 7.25 0 6.2500 103.1760 100.6335 2.5425 6.8500 5.8450 .05 .6290 .6099 -.6293 62.9310 .6757
R208 2021/03/31 6.75 0 6.6450 101.1466 100.1665 0.9801 7.1950 6.5700 -.05 1.7595 1.7029 -1.7224 172.2413 3.8207
R209 2036/03/31 6.25 0 9.5600 73.4409 72.5334 0.9075 9.8050 9.3600 -.01 9.3838 8.9557 -6.5771 657.7143 118.3932
R210 2028/03/31 2.60 0 3.0350 188.5926 187.8587 0.7339 3.3000 2.8800 -.06 7.9175 7.7992 -14.7087 1470.8699 69.2365
R213 2031/02/28 7.00 0 9.2750 85.4863 83.8753 1.6110 9.5800 9.1100 -.02 7.6986 7.3574 -6.2895 628.9550 74.0161
SPG002 2019/09/09 9.45 JIBAR 230 .0000 101.8998 100.0098 1.8900 100.0000 100.0000 0 .0000 .0000 .0000 .0000 .0000
SZ25 2025/09/30 9.00 R186 102 9.5100 98.8905 97.5836 1.3069 9.9550 9.4050 -.03 4.8940 4.6718 -4.6200 461.9980 27.9122
  • 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.