SA Bonds / Gilts: 2018/02/21

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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 7.5900 113.8153 112.8906 0.9247 8.2650 7.5750 -.08 2.1541 2.0753 -2.3620 236.2037 5.6258
R186 2026/12/21 10.50 0 7.9700 117.7148 115.7874 1.9274 8.6450 7.9700 -.07 6.0795 5.8466 -6.8823 688.2254 45.6259
R204 2018/12/21 8.00 0 6.7650 102.4217 100.9532 1.4685 7.1350 6.7650 -.04 .7968 .7707 -.7894 78.9408 .9754
  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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