SA Bonds / Gilts: 2017/12/08

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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 94 9.0400 115.1426 110.1865 4.9562 9.1200 7.8900 .02 2.2257 2.1294 -2.4519 245.1901 6.1003
R186 2026/12/21 10.50 0 9.2500 107.3125 107.5427 -0.2301 9.5050 8.3050 .04 6.1697 5.8970 -6.3282 632.8169 46.2993
R204 2018/12/21 8.00 0 7.6000 100.2148 100.3901 -0.1753 7.9650 6.8000 -.04 1.0027 .9660 -.9680 96.8031 1.4069
  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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