SA Bonds / Gilts
2019/02/20

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 8.9400 103.4509 103.5057 -0.0548 9.2200 8.7650 -.03 3.4106 3.2647 -3.3773 337.7312 13.2938
E170 2020/08/01 13.50 R207 135 7.9250 108.2977 107.4100 0.8877 8.2450 7.6450 .02 1.3445 1.2932 -1.4005 140.0520 2.3562
ES23 2023/01/25 10.00 R2023 116 9.0700 103.8486 102.9993 0.8493 9.3100 8.8950 -.02 3.3181 3.1741 -3.2963 329.6265 12.6675
ES26 2026/04/02 7.85 R186 125 10.0750 92.0400 88.9000 3.1400 10.1850 9.8100 0 5.2827 5.0293 -4.6290 462.8990 33.0990
ES33 2033/09/15 7.50 R209 130 10.9950 78.2784 74.9291 3.3493 11.1050 10.6950 0 7.8455 7.4367 -5.8213 582.1308 84.5628
R186 2026/12/21 10.50 0 8.8250 111.1960 109.2974 1.8986 8.9350 8.5600 -.01 5.5386 5.3046 -5.8985 589.8461 37.2848
R207 2020/01/15 7.25 0 6.5750 101.3832 100.5689 0.8144 6.6900 5.8450 .1 .8693 .8416 -.8533 85.3277 1.1237
R208 2021/03/31 6.75 0 7.0850 102.0943 99.3573 2.7370 7.1950 6.9100 .01 1.9347 1.8685 -1.9077 190.7652 4.5948
R209 2036/03/31 6.25 0 9.6950 74.0403 71.5060 2.5343 9.8050 9.3850 0 9.1774 8.7531 -6.4808 648.0819 116.5179
R210 2028/03/31 2.60 0 3.1800 187.1404 185.0961 2.0443 3.2300 3.0900 -.02 8.0408 7.9150 -14.8121 1481.2110 71.9071
R213 2031/02/28 7.00 0 9.4800 82.3852 82.4427 -0.0575 9.5800 9.1900 0 7.9000 7.5425 -6.2139 621.3865 76.8832
SPG002 2019/09/09 9.45 JIBAR 230 .0000 102.0014 100.0078 1.9936 100.0000 100.0000 0 .0000 .0000 .0000 .0000 .0000
SZ25 2025/09/30 9.00 R186 102 9.8450 99.6144 95.9651 3.6493 9.9550 9.5800 0 4.8936 4.6640 -4.6461 464.6054 28.6537
  • 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.