SA Bonds / Gilts: 2017/10/20

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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 89 8.3650 115.5461 112.4023 3.1438 8.8750 7.8900 -.05 2.3627 2.2678 -2.6204 262.0409 6.7775
R186 2026/12/21 10.50 0 8.8250 113.9623 110.3377 3.6247 9.0250 8.3050 -.01 6.0610 5.8049 -6.6154 661.5358 46.2891
R204 2018/12/21 8.00 0 7.1550 103.6606 100.8989 2.7616 7.9650 6.8000 -.1 1.0991 1.0612 -1.1000 110.0027 1.6796
  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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