SA Bonds / Gilts: 2017/10/19

Updated weekdays at 20h00
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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 89 8.3350 115.5991 112.4922 3.1069 8.8750 7.8900 -.06 2.3656 2.2709 -2.6252 262.5193 6.7931
ES23 2023/01/25 10.00 R2023 103 9.0950 106.1590 103.6658 2.4932 9.4550 8.7050 -.04 4.1380 3.9580 -4.2018 420.1781 20.1231
R186 2026/12/21 10.50 0 8.7850 114.2005 110.6046 3.5959 9.0250 8.3050 -.01 6.0678 5.8125 -6.6379 663.7927 46.3801
R204 2018/12/21 8.00 0 7.1550 103.6407 100.9009 2.7397 7.9650 6.8000 -.1 1.1019 1.0638 -1.1026 110.2550 1.6864
R208 2021/03/31 6.75 0 7.6850 97.6620 97.2182 0.4438 8.3050 7.2450 -.07 3.1038 2.9889 -2.9190 291.9037 10.9479
R213 2031/02/28 7.00 0 9.4650 82.5608 81.5252 1.0356 9.5450 8.7350 .01 8.2558 7.8827 -6.5080 650.8044 87.0750
  1. Clean price - price of the bond per R100 nominal excluding accrued interest

  2. Accrued interest - intrest due if bond is transacted between coupon dates

  3. Coupon date - date on which a bond's coupons are paid

  4. 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.

  5. 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.

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