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 | 160 | £1.767956 | £2.000000 | £1.993887 (5.47%) | £1.993884 (5.47%) |
| 2027-01-22 | - | - | £2.000000 | £1.941118 (5.47%) | £1.941094 (5.47%) |
| 2027-07-22 | - | - | £2.000000 | £1.890573 (5.47%) | £1.890527 (5.47%) |
| 2028-01-24 | - | - | £2.000000 | £1.840002 (5.47%) | £1.839936 (5.47%) |
| 2028-07-24 | - | - | £2.000000 | £1.791828 (5.47%) | £1.791744 (5.47%) |
| 2029-01-22 | - | - | £2.000000 | £1.744916 (5.47%) | £1.744814 (5.47%) |
| 2029-07-23 | - | - | £2.000000 | £1.699231 (5.47%) | £1.699113 (5.47%) |
| 2030-01-22 | - | - | £2.000000 | £1.654502 (5.47%) | £1.654368 (5.47%) |
| 2030-07-22 | - | - | £2.000000 | £1.611420 (5.47%) | £1.611271 (5.47%) |
| 2031-01-22 | - | - | £2.000000 | £1.568773 (5.47%) | £1.568610 (5.47%) |
| 2031-07-22 | - | - | £2.000000 | £1.527923 (5.47%) | £1.527748 (5.47%) |
| 2032-01-22 | - | - | £2.000000 | £1.487487 (5.47%) | £1.487298 (5.47%) |
| 2032-07-22 | - | - | £2.000000 | £1.448542 (5.47%) | £1.448342 (5.47%) |
| 2033-01-24 | - | - | £2.000000 | £1.409795 (5.47%) | £1.409584 (5.47%) |
| 2033-07-22 | - | - | £2.000000 | £1.373485 (5.47%) | £1.373265 (5.47%) |
| 2034-01-23 | - | - | £2.000000 | £1.336941 (5.47%) | £1.336711 (5.47%) |
| 2034-07-24 | - | - | £2.000000 | £1.301938 (5.47%) | £1.301699 (5.47%) |
| 2035-01-22 | - | - | £2.000000 | £1.267851 (5.47%) | £1.267604 (5.47%) |
| 2035-07-23 | - | - | £2.000000 | £1.234657 (5.47%) | £1.234403 (5.47%) |
| 2036-01-22 | - | - | £2.000000 | £1.202157 (5.47%) | £1.201896 (5.47%) |
| 2036-07-22 | - | - | £2.000000 | £1.170683 (5.47%) | £1.170415 (5.47%) |
| 2037-01-22 | - | - | £2.000000 | £1.139701 (5.47%) | £1.139427 (5.47%) |
| 2037-07-22 | - | - | £2.000000 | £1.110024 (5.47%) | £1.109744 (5.47%) |
| 2038-01-22 | - | - | £2.000000 | £1.080647 (5.47%) | £1.080362 (5.47%) |
| 2038-07-22 | - | - | £2.000000 | £1.052507 (5.47%) | £1.052218 (5.47%) |
| 2039-01-24 | - | - | £2.000000 | £1.024354 (5.47%) | £1.024061 (5.47%) |
| 2039-07-22 | - | - | £2.000000 | £0.997971 (5.47%) | £0.997674 (5.47%) |
| 2040-01-23 | - | - | £2.000000 | £0.971418 (5.47%) | £0.971118 (5.47%) |
| 2040-07-23 | - | - | £2.000000 | £0.945985 (5.47%) | £0.945682 (5.47%) |
| 2041-01-22 | - | - | £2.000000 | £0.921084 (5.47%) | £0.920778 (5.47%) |
| 2041-07-22 | - | - | £2.000000 | £0.897099 (5.47%) | £0.896792 (5.47%) |
| 2042-01-22 | - | - | £2.000000 | £0.873357 (5.47%) | £0.873048 (5.47%) |
| 2042-07-22 | - | - | £2.000000 | £0.850615 (5.47%) | £0.850305 (5.47%) |
| 2043-01-22 | - | - | £2.000000 | £0.828104 (5.47%) | £0.827792 (5.47%) |
| 2043-07-22 | - | - | £2.000000 | £0.806540 (5.47%) | £0.806227 (5.47%) |
| 2044-01-22 | - | - | £2.000000 | £0.785195 (5.47%) | £0.784881 (5.47%) |
| 2044-07-22 | - | - | £2.000000 | £0.764638 (5.47%) | £0.764323 (5.47%) |
| 2045-01-23 | - | - | £2.000000 | £0.744293 (5.47%) | £0.743978 (5.47%) |
| 2045-07-24 | - | - | £2.000000 | £0.724806 (5.47%) | £0.724492 (5.47%) |
| 2046-01-22 | - | - | £2.000000 | £0.705830 (5.47%) | £0.705516 (5.47%) |
| 2046-07-23 | - | - | £2.000000 | £0.687350 (5.47%) | £0.687036 (5.47%) |
| 2047-01-22 | - | - | £2.000000 | £0.669257 (5.47%) | £0.668944 (5.47%) |
| 2047-07-22 | - | - | £2.000000 | £0.651830 (5.47%) | £0.651518 (5.47%) |
| 2048-01-22 | - | - | £2.000000 | £0.634579 (5.47%) | £0.634268 (5.47%) |
| 2048-07-22 | - | - | £2.000000 | £0.617965 (5.47%) | £0.617655 (5.47%) |
| 2049-01-22 | - | - | £2.000000 | £0.601610 (5.47%) | £0.601301 (5.47%) |
| 2049-07-22 | - | - | £2.000000 | £0.585945 (5.47%) | £0.585637 (5.47%) |
| 2050-01-24 | - | - | £2.000000 | £0.570271 (5.47%) | £0.569966 (5.47%) |
| 2050-07-22 | - | - | £2.000000 | £0.555584 (5.47%) | £0.555280 (5.47%) |
| 2051-01-23 | - | - | £2.000000 | £0.540801 (5.47%) | £0.540499 (5.47%) |
| 2051-07-24 | - | - | £2.000000 | £0.526643 (5.47%) | £0.526342 (5.47%) |
| 2052-01-22 | - | - | £2.000000 | £0.512854 (5.47%) | £0.512556 (5.47%) |
| 2052-07-22 | - | - | £2.000000 | £0.499427 (5.47%) | £0.499131 (5.47%) |
| 2053-01-22 | - | - | £2.000000 | £0.486210 (5.47%) | £0.485916 (5.47%) |
| 2053-07-22 | - | - | £2.000000 | £0.473549 (5.47%) | £0.473257 (5.47%) |
| 2054-01-22 | - | - | £2.000000 | £0.461016 (5.47%) | £0.460727 (5.47%) |
| 2054-07-22 | - | - | £2.000000 | £0.449012 (5.47%) | £0.448725 (5.47%) |
| 2055-01-22 | - | - | £2.000000 | £0.437129 (5.47%) | £0.436845 (5.47%) |
| 2055-07-22 | - | - | £2.000000 | £0.425746 (5.47%) | £0.425465 (5.47%) |
| 2056-01-24 | - | - | £2.000000 | £0.414358 (5.47%) | £0.414079 (5.47%) |
| 2056-07-24 | - | - | £2.000000 | £0.403509 (5.47%) | £0.403233 (5.47%) |
| 2057-01-22 | - | - | £2.000000 | £0.392945 (5.47%) | £0.392672 (5.47%) |
| 2057-07-23 | - | - | £2.000000 | £0.382657 (5.47%) | £0.382387 (5.47%) |
| 2058-01-22 | - | - | £2.000000 | £0.372584 (5.47%) | £0.372317 (5.47%) |
| 2058-07-22 | - | - | £2.000000 | £0.362882 (5.47%) | £0.362618 (5.47%) |
| 2059-01-22 | - | - | £2.000000 | £0.353279 (5.47%) | £0.353017 (5.47%) |
| 2059-07-22 | - | - | £2.000000 | £0.344080 (5.47%) | £0.343821 (5.47%) |
| 2060-01-22 | - | - | £102.000000 | £17.083645 (5.47%) | £17.070596 (5.47%) |
| TOTAL | - | - | £236.000000 | £80.218599 | £80.188549 |