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JSE Bond Market Reference

What this page covers

The bond market is far larger than the equity market by turnover, but almost all of it is institutional. What is available to a retail investor is a narrow slice of it.

T+3settlement
R1,000retail savings bond minimum
R1mdirect purchase minimum
Yieldhow bonds quote
How the market is structured
ItemDetail
Instruments listedGovernment, state-owned enterprise, corporate and municipal
TradingMostly over the counter, reported to the JSE
SettlementT+3
QuotationBy yield, not price
Minimum sizeInstitutional, typically R1 million nominal
Market makersPrimary dealers appointed by National Treasury
How a retail investor gets exposure
RouteMinimumLiquidityNote
RSA Retail Savings BondsR1,000RestrictedBought direct from Treasury, fixed or inflation linked
Bond ETFOne shareDailyTracks an index, full price risk
Bond unit trustVariesDailyActively managed, higher fees
Money market fundVariesDailyShort duration, low price risk
Direct purchaseAbout R1 millionPoorThrough a broker, rarely practical
The conventions
TermMeaning
Clean pricePrice excluding accrued interest
Dirty priceClean price plus accrued interest, what you pay
CouponThe fixed annual rate, paid semi-annually
Yield to maturityThe return if held to maturity at that price
Modified durationHow much the price moves for a 1% yield change
Books closedThe period before a coupon when the register is fixed

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How these figures work

The figures on this page come from the body that publishes them and change on a schedule rather than continuously, which is what makes them worth keeping in one place. A bond fund is not a safe alternative to cash. Duration means a fund holding long bonds can fall several percent when yields rise a single percentage point.

RSA Retail Savings Bonds pay a rate fixed at issue and cannot be traded, which removes price risk entirely if you hold to maturity.

★ What this means in practice

Bonds quote by yield rather than price, so a bond 'rising' in a headline usually means its yield rose, which is a price fall.

✕ Common mistakes

  • A bond fund is not a safe alternative to cash. A bond fund is not a safe alternative to cash. Duration means a fund holding long bonds can fall several percent when yields rise a single percentage point.
  • RSA Retail Savings Bonds pay a rate fixed at issue and cannot be traded,. RSA Retail Savings Bonds pay a rate fixed at issue and cannot be traded, which removes price risk entirely if you hold to maturity.
  • Bonds quote by yield rather than price, so a bond 'rising' in a headline. Bonds quote by yield rather than price, so a bond 'rising' in a headline usually means its yield rose, which is a price fall.
  • Taking a figure without its date. A number from a reference page is only as good as when it was last checked, which is why the date sits at the top of this one.

Notes on reading these figures

  • A bond fund is not a safe alternative to cash. Duration means a fund holding long bonds can fall several percent when yields rise a single percentage point.
  • RSA Retail Savings Bonds pay a rate fixed at issue and cannot be traded, which removes price risk entirely if you hold to maturity.
  • Bonds quote by yield rather than price, so a bond 'rising' in a headline usually means its yield rose, which is a price fall.

To put these figures to work, The South African Bond Yields runs the arithmetic on your own numbers; Bond vs Invest Calculator covers the same ground in ordinary language; JSE Settlement Cycle goes into the detail this table only summarises; JSE ETF Reference is the related figure worth reading beside it; and CFDs on bonds covers what this page leaves out.

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Terms used on this page

Definitions
Clean price
The price excluding accrued interest.
Dirty price
The clean price plus accrued interest, what is actually paid.
Yield to maturity
The return if the bond is held to maturity at that price.
Modified duration
How far the price moves for a one percent change in yield.
Books closed
The period before a coupon when the register is fixed.

Frequently asked questions

Can I buy government bonds directly?

In practice no. Individual lines trade in institutional size, typically R1 million nominal.

What are the retail options?

RSA Retail Savings Bonds from R1,000, a bond ETF, a bond unit trust or a money market fund.

Is a bond fund safe?

It carries no credit risk on government paper but full price risk. A long-duration fund can fall several percent when yields rise a point.

Why do bonds quote by yield?

Convention. A bond 'rising' in a headline usually means its yield rose, which is a price fall.

What is the settlement cycle?

T+3 for bonds.

What is the difference between clean and dirty price?

The clean price excludes accrued interest. The dirty price includes it and is what you actually pay.