SA Bonds / Gilts: 2017/04/24

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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
E170 2020/08/01 13.50 R207 87 8.3800 117.5278 114.3470 3.1808 8.8750 8.1250 -.05 2.7102 2.6012 -3.0572 305.7190 8.8588
ES23 2023/01/25 10.00 R2023 94 8.9950 106.9737 104.4257 2.5480 9.4550 8.7150 -.05 4.4303 4.2396 -4.5353 453.5280 23.2175
R186 2026/12/21 10.50 0 8.6200 115.8179 112.1357 3.6822 9.0250 8.3050 -.03 6.2869 6.0272 -6.9805 698.0523 50.2014
R203 2017/09/15 8.25 0 7.4500 101.2323 100.2377 0.9945 7.8500 7.2450 -.03 .3868 .3729 -.3775 37.7501 .2781
R204 2018/12/21 8.00 0 7.4300 103.6672 100.8617 2.8055 7.9650 7.3100 -.06 1.5366 1.4815 -1.5358 153.5844 3.0198
R208 2021/03/31 6.75 0 7.6700 97.4412 96.9234 0.5178 8.3050 7.5150 -.07 3.4869 3.3582 -3.2722 327.2227 13.7522
R213 2031/02/28 7.00 0 9.0900 84.8317 83.7002 1.1315 9.4750 8.7350 -.03 8.4879 8.1189 -6.8874 688.7389 92.6387
  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.

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