TR60 - 4% Treasury Gilt 2060

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
2026-07-22 25 £0.276243 £2.000000 £1.956779 (5.25%) £1.956922 (5.23%)
2027-01-22 - - £2.000000 £1.906999 (5.25%) £1.907303 (5.23%)
2027-07-22 - - £2.000000 £1.859267 (5.25%) £1.859720 (5.23%)
2028-01-24 - - £2.000000 £1.811461 (5.25%) £1.812060 (5.23%)
2028-07-24 - - £2.000000 £1.765872 (5.25%) £1.766607 (5.23%)
2029-01-22 - - £2.000000 £1.721431 (5.25%) £1.722294 (5.23%)
2029-07-23 - - £2.000000 £1.678109 (5.25%) £1.679092 (5.23%)
2030-01-22 - - £2.000000 £1.635647 (5.25%) £1.636746 (5.23%)
2030-07-22 - - £2.000000 £1.594707 (5.25%) £1.595913 (5.23%)
2031-01-22 - - £2.000000 £1.554138 (5.25%) £1.555448 (5.23%)
2031-07-22 - - £2.000000 £1.515238 (5.25%) £1.516643 (5.23%)
2032-01-22 - - £2.000000 £1.476691 (5.25%) £1.478188 (5.23%)
2032-07-22 - - £2.000000 £1.439528 (5.25%) £1.441109 (5.23%)
2033-01-24 - - £2.000000 £1.402514 (5.25%) £1.404177 (5.23%)
2033-07-22 - - £2.000000 £1.367792 (5.25%) £1.369529 (5.23%)
2034-01-23 - - £2.000000 £1.332809 (5.25%) £1.334617 (5.23%)
2034-07-24 - - £2.000000 £1.299267 (5.25%) £1.301140 (5.23%)
2035-01-22 - - £2.000000 £1.266569 (5.25%) £1.268503 (5.23%)
2035-07-23 - - £2.000000 £1.234694 (5.25%) £1.236684 (5.23%)
2036-01-22 - - £2.000000 £1.203452 (5.25%) £1.205495 (5.23%)
2036-07-22 - - £2.000000 £1.173165 (5.25%) £1.175257 (5.23%)
2037-01-22 - - £2.000000 £1.143320 (5.25%) £1.145458 (5.23%)
2037-07-22 - - £2.000000 £1.114703 (5.25%) £1.116881 (5.23%)
2038-01-22 - - £2.000000 £1.086345 (5.25%) £1.088562 (5.23%)
2038-07-22 - - £2.000000 £1.059154 (5.25%) £1.061405 (5.23%)
2039-01-24 - - £2.000000 £1.031921 (5.25%) £1.034204 (5.23%)
2039-07-22 - - £2.000000 £1.006373 (5.25%) £1.008684 (5.23%)
2040-01-23 - - £2.000000 £0.980634 (5.25%) £0.982971 (5.23%)
2040-07-23 - - £2.000000 £0.955955 (5.25%) £0.958315 (5.23%)
2041-01-22 - - £2.000000 £0.931767 (5.25%) £0.934146 (5.23%)
2041-07-22 - - £2.000000 £0.908444 (5.25%) £0.910842 (5.23%)
2042-01-22 - - £2.000000 £0.885334 (5.25%) £0.887747 (5.23%)
2042-07-22 - - £2.000000 £0.863174 (5.25%) £0.865599 (5.23%)
2043-01-22 - - £2.000000 £0.841215 (5.25%) £0.843652 (5.23%)
2043-07-22 - - £2.000000 £0.820159 (5.25%) £0.822605 (5.23%)
2044-01-22 - - £2.000000 £0.799295 (5.25%) £0.801747 (5.23%)
2044-07-22 - - £2.000000 £0.779179 (5.25%) £0.781636 (5.23%)
2045-01-23 - - £2.000000 £0.759251 (5.25%) £0.761711 (5.23%)
2045-07-24 - - £2.000000 £0.740143 (5.25%) £0.742604 (5.23%)
2046-01-22 - - £2.000000 £0.721516 (5.25%) £0.723977 (5.23%)
2046-07-23 - - £2.000000 £0.703358 (5.25%) £0.705817 (5.23%)
2047-01-22 - - £2.000000 £0.685561 (5.25%) £0.688017 (5.23%)
2047-07-22 - - £2.000000 £0.668402 (5.25%) £0.670852 (5.23%)
2048-01-22 - - £2.000000 £0.651398 (5.25%) £0.653842 (5.23%)
2048-07-22 - - £2.000000 £0.635004 (5.25%) £0.637442 (5.23%)
2049-01-22 - - £2.000000 £0.618850 (5.25%) £0.621279 (5.23%)
2049-07-22 - - £2.000000 £0.603360 (5.25%) £0.605780 (5.23%)
2050-01-24 - - £2.000000 £0.587846 (5.25%) £0.590255 (5.23%)
2050-07-22 - - £2.000000 £0.573293 (5.25%) £0.575690 (5.23%)
2051-01-23 - - £2.000000 £0.558630 (5.25%) £0.561015 (5.23%)
2051-07-24 - - £2.000000 £0.544572 (5.25%) £0.546942 (5.23%)
2052-01-22 - - £2.000000 £0.530867 (5.25%) £0.533223 (5.23%)
2052-07-22 - - £2.000000 £0.517506 (5.25%) £0.519848 (5.23%)
2053-01-22 - - £2.000000 £0.504341 (5.25%) £0.506667 (5.23%)
2053-07-22 - - £2.000000 £0.491718 (5.25%) £0.494027 (5.23%)
2054-01-22 - - £2.000000 £0.479209 (5.25%) £0.481500 (5.23%)
2054-07-22 - - £2.000000 £0.467214 (5.25%) £0.469488 (5.23%)
2055-01-22 - - £2.000000 £0.455328 (5.25%) £0.457584 (5.23%)
2055-07-22 - - £2.000000 £0.443931 (5.25%) £0.446168 (5.23%)
2056-01-24 - - £2.000000 £0.432517 (5.25%) £0.434734 (5.23%)
2056-07-24 - - £2.000000 £0.421632 (5.25%) £0.423829 (5.23%)
2057-01-22 - - £2.000000 £0.411021 (5.25%) £0.413198 (5.23%)
2057-07-23 - - £2.000000 £0.400677 (5.25%) £0.402834 (5.23%)
2058-01-22 - - £2.000000 £0.390538 (5.25%) £0.392674 (5.23%)
2058-07-22 - - £2.000000 £0.380763 (5.25%) £0.382878 (5.23%)
2059-01-22 - - £2.000000 £0.371077 (5.25%) £0.373170 (5.23%)
2059-07-22 - - £2.000000 £0.361789 (5.25%) £0.363860 (5.23%)
2060-01-22 - - £102.000000 £17.981827 (5.25%) £18.086352 (5.23%)
TOTAL - - £236.000000 £81.496243 £81.735158