SA Bonds / Gilts: 2017/08/23

Updated weekdays at 20h00
Add SA Bonds/Gilts to Favourites
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 155 9.3950 102.5787 102.5513 0.0274 10.2700 9.3550 -.08 4.3745 4.1782 -4.2860 428.5976 22.0243
E170 2020/08/01 13.50 R207 89 8.2050 114.5059 113.5073 0.9986 8.8750 8.1250 -.07 2.5212 2.4219 -2.7732 277.3175 7.5743
ES23 2023/01/25 10.00 R2023 103 8.8750 105.6578 104.7263 0.9315 9.4550 8.7150 -.06 4.2988 4.1161 -4.3490 434.9009 21.4722
ES26 2026/04/02 7.85 R186 116.5 9.7350 92.3500 89.1670 3.1830 10.1100 9.2950 -.01 6.0488 5.7681 -5.3268 532.6803 44.5069
ES33 2033/09/15 7.50 R209 120.5 10.7800 78.5898 75.1789 3.4110 11.0100 10.0350 .02 8.2032 7.7836 -6.1171 611.7135 94.8949
R186 2026/12/21 10.50 0 8.5700 114.1386 112.1824 1.9562 9.0250 8.3050 -.04 6.2456 5.9889 -6.8357 683.5691 48.5375
R203 2017/09/15 8.25 0 6.5500 103.7897 100.0377 3.7521 7.8500 6.5500 -.15 .0508 .0492 -.0510 5.1019 .0048
R204 2018/12/21 8.00 0 7.0050 102.6991 101.2087 1.4904 7.9650 7.0050 -.12 1.2577 1.2151 -1.2479 124.7918 2.1047
R207 2020/01/15 7.25 0 7.3150 100.7154 99.8414 0.8740 8.1450 7.2350 -.1 2.2114 2.1334 -2.1486 214.8628 5.7925
R208 2021/03/31 6.75 0 7.4500 100.5872 97.8132 2.7740 8.3050 7.3850 -.1 3.1556 3.0422 -3.0601 306.0105 11.5778
R209 2036/03/31 6.25 0 9.5750 73.9277 71.3592 2.5685 9.8000 9.0150 .01 9.5009 9.0668 -6.7029 670.2880 127.9417
R210 2028/03/31 2.60 0 2.4700 185.8083 183.8670 1.9413 2.5000 2.0000 .17 9.2378 9.1251 -16.9551 1695.5127 95.6495
R213 2031/02/28 7.00 0 9.2300 82.9247 82.9822 -0.0575 9.5450 8.7350 -.01 8.4652 8.0917 -6.7100 671.0048 90.5058
SPG002 2019/09/09 9.63 JIBAR 230 .0000 102.1293 100.0197 2.1096 100.0000 100.0000 0 .0000 .0000 .0000 .0000 .0000
SZ25 2025/09/30 9.00 R186 95 9.5200 100.7847 97.0861 3.6986 9.9750 9.2550 -.03 5.6663 5.4089 -5.4513 545.1324 39.3602
  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.

Send e-mail to
© 2017 SHARENET (PTY) Ltd, Cape Town, South Africa
Home     Terms & conditions    Privacy Policy
    Security Notice    Contact Details
Market Statistics are calculated by Sharenet and are therefore not the official JSE Market Statistics. The calculation/derivation may include underlying JSE data.