SA Bonds / Gilts: 2018/07/17

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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 8.3300 115.7832 109.5326 6.2507 8.7550 7.5250 .01 1.7538 1.6837 -1.9495 194.9455 3.9625
R186 2026/12/21 10.50 0 8.6600 111.6589 110.8246 0.8343 9.1600 7.8800 .01 5.8920 5.6475 -6.3059 630.5944 42.2062
R204 2018/12/21 8.00 0 6.6900 101.1451 100.5094 0.6356 7.1350 6.4300 -.05 .4241 .4103 -.4150 41.5034 .3368
  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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