SA Bonds / Gilts
2019/08/20

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 103 8.4700 104.4562 104.5658 -0.1096 9.2200 8.0050 -.08 3.0606 2.9363 -3.0671 306.7131 10.7605
ES23 2023/01/25 10.00 R2023 120 8.6400 104.7293 103.9348 0.7945 9.3100 8.2350 -.07 2.9695 2.8465 -2.9811 298.1139 10.1980
ES26 2026/04/02 7.85 R186 122 9.6100 94.5855 91.5100 3.0755 10.1850 9.1950 -.05 5.0437 4.8124 -4.5519 455.1861 29.9576
ES33 2033/09/15 7.50 R209 124 10.9850 78.5969 75.2886 3.3082 11.1050 10.5250 0 7.7509 7.3473 -5.7748 577.4780 81.6210
R186 2026/12/21 10.50 0 8.3900 113.1612 111.3489 1.8123 8.9350 7.9750 -.05 5.3248 5.1104 -5.7830 578.2974 34.2102
R207 2020/01/15 7.25 0 6.9000 100.8603 100.0857 0.7747 6.9250 5.8450 .16 .4000 .3867 -.3900 38.9988 .2990
R208 2021/03/31 6.75 0 6.7000 102.7399 100.0584 2.6815 7.1950 6.2000 -.04 1.5080 1.4592 -1.4991 149.9142 2.9319
R209 2036/03/31 6.25 0 9.7450 73.9875 71.5046 2.4829 9.8050 9.2650 0 9.0667 8.6455 -6.3966 639.6554 112.7129
R210 2028/03/31 2.60 0 3.3000 189.7839 187.7382 2.0457 3.3100 2.8800 .02 7.6538 7.5296 -14.2899 1428.9934 65.0127
R213 2031/02/28 7.00 0 9.3250 83.6425 83.7959 -0.1534 9.5800 8.8000 -.02 7.7498 7.4046 -6.1934 619.3369 73.2389
SPG002 2019/09/09 9.36 JIBAR 230 .0000 101.9166 100.0193 1.8972 100.0000 100.0000 0 .0000 .0000 .0000 .0000 .0000
SZ25 2025/09/30 9.00 R186 102 9.4100 101.6771 98.1017 3.5753 9.9550 8.9950 -.04 4.6466 4.4378 -4.5123 451.2255 25.6659
  • 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.