SA Bonds / Gilts: 2019/01/18

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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 180 8.1150 107.2549 107.5878 -0.3329 8.1500 7.6450 .05 1.4351 1.3791 -1.4792 147.9186 2.6264
ES23 2023/01/25 10.00 R2023 116 9.2200 102.5107 102.5654 -0.0548 9.3100 9.1250 0 3.4074 3.2573 -3.3391 333.9055 13.2422
R186 2026/12/21 10.50 0 8.8800 110.0023 109.0530 0.9493 8.9250 8.7350 0 5.6255 5.3863 -5.9251 592.5095 38.2004
R208 2021/03/31 6.75 0 7.1600 101.3032 99.1765 2.1267 7.1600 6.9100 .02 2.0252 1.9552 -1.9807 198.0699 4.9678
R213 2031/02/28 7.00 0 9.4850 85.1292 82.3484 2.7808 9.5350 9.3300 0 7.6688 7.3216 -6.2328 623.2818 75.0453
  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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