SA Bonds / Gilts: 2018/04/25

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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 95 8.1300 114.1711 110.8424 3.3288 8.2650 7.5250 -.01 1.9727 1.8957 -2.1643 216.4313 4.8237
R186 2026/12/21 10.50 0 8.2850 117.2609 113.4636 3.7973 8.6450 7.8800 -.04 5.8726 5.6390 -6.6124 661.2383 43.1587
R204 2018/12/21 8.00 0 6.8100 103.6179 100.7247 2.8932 7.1350 6.4300 -.04 .6182 .5979 -.6195 61.9510 .6552
  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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