What he said - if not, I think SKS sell a spares kit that includes them, in fact, you can buy them alone, now I check; http://www.sjscycles.co.uk/category-Mudguard-Spares-643.htm
(and they're called mudguard stay end caps, to save you the embarrassment of walking into the LBS and going "Have you got little nipples..?")
V. neat indeed. I always have a vague feeling that I may need the extra bit for adjustment/fettling in the future (under what circumstances, I readily admit to having no idea), so I've always just capped mine, personally.
Here it is from another angle.
The little bolt that goes through has a hole on the inside which the stay slots into. The little bolt can then be screwed tight, thereby securing the stay.
As can be seen, I hope, there's plenty of tyre clearance.
I think that bit of crap on the mudguard, which I've just noticed, is a piece of dried slug...or something