SA Bonds / Gilts
2018/09/21

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 125 9.7500 101.7058 100.8565 0.8493 9.9250 8.5500 .07 3.6513 3.4816 -3.5410 354.0969 15.2818
E170 2020/08/01 13.50 R207 95 8.6300 110.2064 108.0982 2.1082 8.8100 7.5250 .05 1.6715 1.6024 -1.7659 176.5916 3.4959
ES23 2023/01/25 10.00 R2023 116 9.6600 102.8919 101.1385 1.7534 9.8350 8.3450 .08 3.5630 3.3989 -3.4972 349.7175 14.6730
ES26 2026/04/02 7.85 R186 126 10.3400 87.1045 87.2120 -0.1075 10.5150 9.1700 .06 5.6823 5.4030 -4.7063 470.6262 37.1891
ES33 2033/09/15 7.50 R209 131 11.0850 74.3355 74.0889 0.2466 11.2450 9.9600 .03 8.2382 7.8056 -5.8023 580.2313 90.3308
R186 2026/12/21 10.50 0 9.0800 110.8924 108.0733 2.8192 9.2550 7.8800 .06 5.6701 5.4239 -6.0147 601.4658 39.6407
R204 2018/12/21 8.00 0 6.3850 102.4763 100.3283 2.1480 7.1350 6.3850 -.1 .2368 .2295 -.2351 23.5147 .1053
R207 2020/01/15 7.25 0 7.6800 100.9194 99.4495 1.4699 7.8600 6.5750 .05 1.2469 1.2008 -1.2118 121.1813 2.0579
R208 2021/03/31 6.75 0 8.0000 97.1551 97.2106 -0.0555 8.1400 6.8650 .06 2.3476 2.2573 -2.1931 219.3081 6.3824
R209 2036/03/31 6.25 0 9.7750 70.6708 70.7222 -0.0514 9.9350 8.6200 .03 9.5622 9.1167 -6.4428 644.2825 123.1468
R210 2028/03/31 2.60 0 3.0000 184.0335 184.0742 -0.0407 3.1100 2.2500 .18 8.4654 8.3403 -15.3489 1534.8905 78.9949
R213 2031/02/28 7.00 0 9.5900 81.9378 81.4200 0.5178 9.7450 8.3550 .04 7.9750 7.6101 -6.2356 623.5581 79.4997
SPG002 2019/09/09 9.33 JIBAR 230 .0000 100.4449 100.0106 0.4343 100.0000 100.0000 0 .0000 .0000 .0000 .0000 .0000
SZ25 2025/09/30 9.00 R186 97 10.0500 94.7353 94.8093 -0.0740 10.2250 8.9000 .05 5.2983 5.0448 -4.7792 477.9243 32.5397
  • 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.