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 |
---|---|---|---|---|---|
2025-07-22 | - | - | £0.000000 | £0.000000 (5.53%) | £0.000000 (5.47%) |
2026-01-22 | - | - | £2.000000 | £1.946209 (5.53%) | £1.946787 (5.47%) |
2026-07-22 | - | - | £2.000000 | £1.894981 (5.53%) | £1.896095 (5.47%) |
2027-01-22 | - | - | £2.000000 | £1.844286 (5.53%) | £1.845916 (5.47%) |
2027-07-22 | - | - | £2.000000 | £1.795740 (5.53%) | £1.797851 (5.47%) |
2028-01-24 | - | - | £2.000000 | £1.747185 (5.53%) | £1.749761 (5.47%) |
2028-07-24 | - | - | £2.000000 | £1.700945 (5.53%) | £1.703952 (5.47%) |
2029-01-22 | - | - | £2.000000 | £1.655929 (5.53%) | £1.659341 (5.47%) |
2029-07-23 | - | - | £2.000000 | £1.612104 (5.53%) | £1.615898 (5.47%) |
2030-01-22 | - | - | £2.000000 | £1.569208 (5.53%) | £1.573364 (5.47%) |
2030-07-22 | - | - | £2.000000 | £1.527903 (5.53%) | £1.532395 (5.47%) |
2031-01-22 | - | - | £2.000000 | £1.487028 (5.53%) | £1.491841 (5.47%) |
2031-07-22 | - | - | £2.000000 | £1.447887 (5.53%) | £1.452996 (5.47%) |
2032-01-22 | - | - | £2.000000 | £1.409153 (5.53%) | £1.414543 (5.47%) |
2032-07-22 | - | - | £2.000000 | £1.371859 (5.53%) | £1.377509 (5.47%) |
2033-01-24 | - | - | £2.000000 | £1.334765 (5.53%) | £1.340663 (5.47%) |
2033-07-22 | - | - | £2.000000 | £1.300015 (5.53%) | £1.306135 (5.47%) |
2034-01-23 | - | - | £2.000000 | £1.265050 (5.53%) | £1.271383 (5.47%) |
2034-07-24 | - | - | £2.000000 | £1.231570 (5.53%) | £1.238098 (5.47%) |
2035-01-22 | - | - | £2.000000 | £1.198976 (5.53%) | £1.205683 (5.47%) |
2035-07-23 | - | - | £2.000000 | £1.167244 (5.53%) | £1.174118 (5.47%) |
2036-01-22 | - | - | £2.000000 | £1.136185 (5.53%) | £1.143212 (5.47%) |
2036-07-22 | - | - | £2.000000 | £1.106116 (5.53%) | £1.113282 (5.47%) |
2037-01-22 | - | - | £2.000000 | £1.076525 (5.53%) | £1.083819 (5.47%) |
2037-07-22 | - | - | £2.000000 | £1.048188 (5.53%) | £1.055598 (5.47%) |
2038-01-22 | - | - | £2.000000 | £1.020147 (5.53%) | £1.027662 (5.47%) |
2038-07-22 | - | - | £2.000000 | £0.993295 (5.53%) | £1.000903 (5.47%) |
2039-01-24 | - | - | £2.000000 | £0.966437 (5.53%) | £0.974131 (5.47%) |
2039-07-22 | - | - | £2.000000 | £0.941276 (5.53%) | £0.949042 (5.47%) |
2040-01-23 | - | - | £2.000000 | £0.915960 (5.53%) | £0.923792 (5.47%) |
2040-07-23 | - | - | £2.000000 | £0.891718 (5.53%) | £0.899606 (5.47%) |
2041-01-22 | - | - | £2.000000 | £0.867991 (5.53%) | £0.875926 (5.47%) |
2041-07-22 | - | - | £2.000000 | £0.845144 (5.53%) | £0.853118 (5.47%) |
2042-01-22 | - | - | £2.000000 | £0.822534 (5.53%) | £0.830541 (5.47%) |
2042-07-22 | - | - | £2.000000 | £0.800883 (5.53%) | £0.808915 (5.47%) |
2043-01-22 | - | - | £2.000000 | £0.779458 (5.53%) | £0.787507 (5.47%) |
2043-07-22 | - | - | £2.000000 | £0.758941 (5.53%) | £0.767002 (5.47%) |
2044-01-22 | - | - | £2.000000 | £0.738638 (5.53%) | £0.746703 (5.47%) |
2044-07-22 | - | - | £2.000000 | £0.719089 (5.53%) | £0.727154 (5.47%) |
2045-01-23 | - | - | £2.000000 | £0.699749 (5.53%) | £0.707807 (5.47%) |
2045-07-24 | - | - | £2.000000 | £0.681230 (5.53%) | £0.689276 (5.47%) |
2046-01-22 | - | - | £2.000000 | £0.663201 (5.53%) | £0.671231 (5.47%) |
2046-07-23 | - | - | £2.000000 | £0.645649 (5.53%) | £0.653657 (5.47%) |
2047-01-22 | - | - | £2.000000 | £0.628469 (5.53%) | £0.636451 (5.47%) |
2047-07-22 | - | - | £2.000000 | £0.611926 (5.53%) | £0.619879 (5.47%) |
2048-01-22 | - | - | £2.000000 | £0.595556 (5.53%) | £0.603474 (5.47%) |
2048-07-22 | - | - | £2.000000 | £0.579794 (5.53%) | £0.587675 (5.47%) |
2049-01-22 | - | - | £2.000000 | £0.564284 (5.53%) | £0.572122 (5.47%) |
2049-07-22 | - | - | £2.000000 | £0.549430 (5.53%) | £0.557225 (5.47%) |
2050-01-24 | - | - | £2.000000 | £0.534574 (5.53%) | £0.542320 (5.47%) |
2050-07-22 | - | - | £2.000000 | £0.520657 (5.53%) | £0.528353 (5.47%) |
2051-01-23 | - | - | £2.000000 | £0.506653 (5.53%) | £0.514295 (5.47%) |
2051-07-24 | - | - | £2.000000 | £0.493245 (5.53%) | £0.500831 (5.47%) |
2052-01-22 | - | - | £2.000000 | £0.480191 (5.53%) | £0.487719 (5.47%) |
2052-07-22 | - | - | £2.000000 | £0.467482 (5.53%) | £0.474950 (5.47%) |
2053-01-22 | - | - | £2.000000 | £0.454976 (5.53%) | £0.462381 (5.47%) |
2053-07-22 | - | - | £2.000000 | £0.443000 (5.53%) | £0.450341 (5.47%) |
2054-01-22 | - | - | £2.000000 | £0.431149 (5.53%) | £0.438423 (5.47%) |
2054-07-22 | - | - | £2.000000 | £0.419800 (5.53%) | £0.427007 (5.47%) |
2055-01-22 | - | - | £2.000000 | £0.408570 (5.53%) | £0.415706 (5.47%) |
2055-07-22 | - | - | £2.000000 | £0.397815 (5.53%) | £0.404882 (5.47%) |
2056-01-24 | - | - | £2.000000 | £0.387059 (5.53%) | £0.394052 (5.47%) |
2056-07-24 | - | - | £2.000000 | £0.376815 (5.53%) | £0.383735 (5.47%) |
2057-01-22 | - | - | £2.000000 | £0.366842 (5.53%) | £0.373689 (5.47%) |
2057-07-23 | - | - | £2.000000 | £0.357134 (5.53%) | £0.363905 (5.47%) |
2058-01-22 | - | - | £2.000000 | £0.347631 (5.53%) | £0.354327 (5.47%) |
2058-07-22 | - | - | £2.000000 | £0.338481 (5.53%) | £0.345100 (5.47%) |
2059-01-22 | - | - | £2.000000 | £0.329425 (5.53%) | £0.335967 (5.47%) |
2059-07-22 | - | - | £2.000000 | £0.320754 (5.53%) | £0.327219 (5.47%) |
2060-01-22 | - | - | £102.000000 | £15.920846 (5.53%) | £16.246537 (5.47%) |
TOTAL | - | - | £238.000000 | £77.458950 | £78.232780 |