T36N - 4 7/8% Treasury Gilt 2036

Units:
Upcoming Cash Flows
All figures displayed assume a T+1 settlement date.
FLOW DATE ACCRUED DAYS ACCRUED INTEREST FLOW NPV
mark-to-market
NPV
par-curve
2026-07-31 30 £0.404006 £1.440953 £1.425710 (5.17%) £1.425764 (5.16%)
2027-02-01 - - £2.437500 £2.350874 (5.17%) £2.351175 (5.16%)
2027-08-02 - - £2.437500 £2.292518 (5.17%) £2.293015 (5.16%)
2028-01-31 - - £2.437500 £2.235610 (5.17%) £2.236294 (5.16%)
2028-07-31 - - £2.437500 £2.180115 (5.17%) £2.180976 (5.16%)
2029-01-31 - - £2.437500 £2.125410 (5.17%) £2.126440 (5.16%)
2029-07-31 - - £2.437500 £2.072936 (5.17%) £2.074125 (5.16%)
2030-01-31 - - £2.437500 £2.020921 (5.17%) £2.022261 (5.16%)
2030-07-31 - - £2.437500 £1.971027 (5.17%) £1.972509 (5.16%)
2031-01-31 - - £2.437500 £1.921569 (5.17%) £1.923186 (5.16%)
2031-07-31 - - £2.437500 £1.874128 (5.17%) £1.875872 (5.16%)
2032-02-02 - - £2.437500 £1.826596 (5.17%) £1.828462 (5.16%)
2032-08-02 - - £2.437500 £1.781254 (5.17%) £1.783232 (5.16%)
2033-01-31 - - £2.437500 £1.737038 (5.17%) £1.739121 (5.16%)
2033-08-01 - - £2.437500 £1.693918 (5.17%) £1.696101 (5.16%)
2034-01-31 - - £2.437500 £1.651642 (5.17%) £1.653918 (5.16%)
2034-07-31 - - £2.437500 £1.610865 (5.17%) £1.613227 (5.16%)
2035-01-31 - - £2.437500 £1.570444 (5.17%) £1.572889 (5.16%)
2035-07-31 - - £2.437500 £1.531672 (5.17%) £1.534192 (5.16%)
2036-01-31 - - £2.437500 £1.493238 (5.17%) £1.495830 (5.16%)
2036-07-31 - - £102.437500 £61.196523 (5.17%) £61.308175 (5.16%)
TOTAL - - £150.190953 £98.564006 £98.706764