TR60 - 4% Treasury Gilt 2060
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 |
|---|---|---|---|---|---|
| 2026-07-22 | 69 | £0.762431 | £2.000000 | £1.967055 (5.57%) | £1.967136 (5.55%) |
| 2027-01-22 | - | - | £2.000000 | £1.914104 (5.57%) | £1.914312 (5.55%) |
| 2027-07-22 | - | - | £2.000000 | £1.863408 (5.57%) | £1.863734 (5.55%) |
| 2028-01-24 | - | - | £2.000000 | £1.812709 (5.57%) | £1.813151 (5.55%) |
| 2028-07-24 | - | - | £2.000000 | £1.764437 (5.57%) | £1.764985 (5.55%) |
| 2029-01-22 | - | - | £2.000000 | £1.717449 (5.57%) | £1.718098 (5.55%) |
| 2029-07-23 | - | - | £2.000000 | £1.671714 (5.57%) | £1.672457 (5.55%) |
| 2030-01-22 | - | - | £2.000000 | £1.626954 (5.57%) | £1.627787 (5.55%) |
| 2030-07-22 | - | - | £2.000000 | £1.583863 (5.57%) | £1.584779 (5.55%) |
| 2031-01-22 | - | - | £2.000000 | £1.541228 (5.57%) | £1.542223 (5.55%) |
| 2031-07-22 | - | - | £2.000000 | £1.500407 (5.57%) | £1.501476 (5.55%) |
| 2032-01-22 | - | - | £2.000000 | £1.460018 (5.57%) | £1.461157 (5.55%) |
| 2032-07-22 | - | - | £2.000000 | £1.421138 (5.57%) | £1.422341 (5.55%) |
| 2033-01-24 | - | - | £2.000000 | £1.382472 (5.57%) | £1.383738 (5.55%) |
| 2033-07-22 | - | - | £2.000000 | £1.346256 (5.57%) | £1.347577 (5.55%) |
| 2034-01-23 | - | - | £2.000000 | £1.309822 (5.57%) | £1.311197 (5.55%) |
| 2034-07-24 | - | - | £2.000000 | £1.274941 (5.57%) | £1.276365 (5.55%) |
| 2035-01-22 | - | - | £2.000000 | £1.240990 (5.57%) | £1.242458 (5.55%) |
| 2035-07-23 | - | - | £2.000000 | £1.207942 (5.57%) | £1.209452 (5.55%) |
| 2036-01-22 | - | - | £2.000000 | £1.175600 (5.57%) | £1.177149 (5.55%) |
| 2036-07-22 | - | - | £2.000000 | £1.144294 (5.57%) | £1.145878 (5.55%) |
| 2037-01-22 | - | - | £2.000000 | £1.113491 (5.57%) | £1.115108 (5.55%) |
| 2037-07-22 | - | - | £2.000000 | £1.083999 (5.57%) | £1.085646 (5.55%) |
| 2038-01-22 | - | - | £2.000000 | £1.054819 (5.57%) | £1.056493 (5.55%) |
| 2038-07-22 | - | - | £2.000000 | £1.026882 (5.57%) | £1.028579 (5.55%) |
| 2039-01-24 | - | - | £2.000000 | £0.998943 (5.57%) | £1.000663 (5.55%) |
| 2039-07-22 | - | - | £2.000000 | £0.972774 (5.57%) | £0.974512 (5.55%) |
| 2040-01-23 | - | - | £2.000000 | £0.946447 (5.57%) | £0.948204 (5.55%) |
| 2040-07-23 | - | - | £2.000000 | £0.921243 (5.57%) | £0.923015 (5.55%) |
| 2041-01-22 | - | - | £2.000000 | £0.896578 (5.57%) | £0.898362 (5.55%) |
| 2041-07-22 | - | - | £2.000000 | £0.872831 (5.57%) | £0.874626 (5.55%) |
| 2042-01-22 | - | - | £2.000000 | £0.849336 (5.57%) | £0.851140 (5.55%) |
| 2042-07-22 | - | - | £2.000000 | £0.826840 (5.57%) | £0.828652 (5.55%) |
| 2043-01-22 | - | - | £2.000000 | £0.804583 (5.57%) | £0.806400 (5.55%) |
| 2043-07-22 | - | - | £2.000000 | £0.783273 (5.57%) | £0.785094 (5.55%) |
| 2044-01-22 | - | - | £2.000000 | £0.762188 (5.57%) | £0.764012 (5.55%) |
| 2044-07-22 | - | - | £2.000000 | £0.741891 (5.57%) | £0.743716 (5.55%) |
| 2045-01-23 | - | - | £2.000000 | £0.721813 (5.57%) | £0.723638 (5.55%) |
| 2045-07-24 | - | - | £2.000000 | £0.702591 (5.57%) | £0.704415 (5.55%) |
| 2046-01-22 | - | - | £2.000000 | £0.683881 (5.57%) | £0.685702 (5.55%) |
| 2046-07-23 | - | - | £2.000000 | £0.665669 (5.57%) | £0.667486 (5.55%) |
| 2047-01-22 | - | - | £2.000000 | £0.647847 (5.57%) | £0.649659 (5.55%) |
| 2047-07-22 | - | - | £2.000000 | £0.630688 (5.57%) | £0.632494 (5.55%) |
| 2048-01-22 | - | - | £2.000000 | £0.613711 (5.57%) | £0.615510 (5.55%) |
| 2048-07-22 | - | - | £2.000000 | £0.597367 (5.57%) | £0.599159 (5.55%) |
| 2049-01-22 | - | - | £2.000000 | £0.581287 (5.57%) | £0.583069 (5.55%) |
| 2049-07-22 | - | - | £2.000000 | £0.565891 (5.57%) | £0.567664 (5.55%) |
| 2050-01-24 | - | - | £2.000000 | £0.550495 (5.57%) | £0.552257 (5.55%) |
| 2050-07-22 | - | - | £2.000000 | £0.536074 (5.57%) | £0.537825 (5.55%) |
| 2051-01-23 | - | - | £2.000000 | £0.521566 (5.57%) | £0.523306 (5.55%) |
| 2051-07-24 | - | - | £2.000000 | £0.507676 (5.57%) | £0.509404 (5.55%) |
| 2052-01-22 | - | - | £2.000000 | £0.494157 (5.57%) | £0.495872 (5.55%) |
| 2052-07-22 | - | - | £2.000000 | £0.480997 (5.57%) | £0.482699 (5.55%) |
| 2053-01-22 | - | - | £2.000000 | £0.468050 (5.57%) | £0.469737 (5.55%) |
| 2053-07-22 | - | - | £2.000000 | £0.455653 (5.57%) | £0.457326 (5.55%) |
| 2054-01-22 | - | - | £2.000000 | £0.443387 (5.57%) | £0.445046 (5.55%) |
| 2054-07-22 | - | - | £2.000000 | £0.431644 (5.57%) | £0.433287 (5.55%) |
| 2055-01-22 | - | - | £2.000000 | £0.420025 (5.57%) | £0.421652 (5.55%) |
| 2055-07-22 | - | - | £2.000000 | £0.408900 (5.57%) | £0.410512 (5.55%) |
| 2056-01-24 | - | - | £2.000000 | £0.397775 (5.57%) | £0.399370 (5.55%) |
| 2056-07-24 | - | - | £2.000000 | £0.387182 (5.57%) | £0.388761 (5.55%) |
| 2057-01-22 | - | - | £2.000000 | £0.376871 (5.57%) | £0.378433 (5.55%) |
| 2057-07-23 | - | - | £2.000000 | £0.366835 (5.57%) | £0.368380 (5.55%) |
| 2058-01-22 | - | - | £2.000000 | £0.357014 (5.57%) | £0.358541 (5.55%) |
| 2058-07-22 | - | - | £2.000000 | £0.347558 (5.57%) | £0.349068 (5.55%) |
| 2059-01-22 | - | - | £2.000000 | £0.338202 (5.57%) | £0.339695 (5.55%) |
| 2059-07-22 | - | - | £2.000000 | £0.329244 (5.57%) | £0.330720 (5.55%) |
| 2060-01-22 | - | - | £102.000000 | £16.339460 (5.57%) | £16.413775 (5.55%) |
| TOTAL | - | - | £236.000000 | £77.952431 | £78.126130 |