SA Bonds / Gilts: 2018/06/19

Updated weekdays at 20h00
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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 8.7550 114.1995 108.9844 5.2151 8.7550 7.5250 .06 1.8298 1.7530 -2.0020 200.1951 4.2325
R186 2026/12/21 10.50 0 9.1600 107.8227 107.7939 0.0288 9.1600 7.8800 .07 5.9288 5.6691 -6.1126 611.2586 42.4816
R204 2018/12/21 8.00 0 6.8600 100.5602 100.5383 0.0219 7.1350 6.4300 -.03 .4987 .4821 -.4848 48.4839 .4649
  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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