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 - - £0.000000 £0.000000 (5.67%) £0.000000 (5.68%)
2027-01-22 - - £2.000000 £1.943696 (5.67%) £1.943639 (5.68%)
2027-07-22 - - £2.000000 £1.891262 (5.67%) £1.891153 (5.68%)
2028-01-24 - - £2.000000 £1.838853 (5.67%) £1.838694 (5.68%)
2028-07-24 - - £2.000000 £1.788977 (5.67%) £1.788771 (5.68%)
2029-01-22 - - £2.000000 £1.740453 (5.67%) £1.740204 (5.68%)
2029-07-23 - - £2.000000 £1.693246 (5.67%) £1.692956 (5.68%)
2030-01-22 - - £2.000000 £1.647070 (5.67%) £1.646741 (5.68%)
2030-07-22 - - £2.000000 £1.602638 (5.67%) £1.602273 (5.68%)
2031-01-22 - - £2.000000 £1.558698 (5.67%) £1.558298 (5.68%)
2031-07-22 - - £2.000000 £1.516650 (5.67%) £1.516218 (5.68%)
2032-01-22 - - £2.000000 £1.475067 (5.67%) £1.474605 (5.68%)
2032-07-22 - - £2.000000 £1.435058 (5.67%) £1.434568 (5.68%)
2033-01-24 - - £2.000000 £1.395291 (5.67%) £1.394774 (5.68%)
2033-07-22 - - £2.000000 £1.358061 (5.67%) £1.357520 (5.68%)
2034-01-23 - - £2.000000 £1.320627 (5.67%) £1.320063 (5.68%)
2034-07-24 - - £2.000000 £1.284807 (5.67%) £1.284222 (5.68%)
2035-01-22 - - £2.000000 £1.249958 (5.67%) £1.249354 (5.68%)
2035-07-23 - - £2.000000 £1.216055 (5.67%) £1.215432 (5.68%)
2036-01-22 - - £2.000000 £1.182893 (5.67%) £1.182253 (5.68%)
2036-07-22 - - £2.000000 £1.150808 (5.67%) £1.150154 (5.68%)
2037-01-22 - - £2.000000 £1.119256 (5.67%) £1.118588 (5.68%)
2037-07-22 - - £2.000000 £1.089063 (5.67%) £1.088381 (5.68%)
2038-01-22 - - £2.000000 £1.059203 (5.67%) £1.058511 (5.68%)
2038-07-22 - - £2.000000 £1.030630 (5.67%) £1.029927 (5.68%)
2039-01-24 - - £2.000000 £1.002070 (5.67%) £1.001357 (5.68%)
2039-07-22 - - £2.000000 £0.975332 (5.67%) £0.974611 (5.68%)
2040-01-23 - - £2.000000 £0.948447 (5.67%) £0.947719 (5.68%)
2040-07-23 - - £2.000000 £0.922722 (5.67%) £0.921988 (5.68%)
2041-01-22 - - £2.000000 £0.897559 (5.67%) £0.896819 (5.68%)
2041-07-22 - - £2.000000 £0.873346 (5.67%) £0.872602 (5.68%)
2042-01-22 - - £2.000000 £0.849401 (5.67%) £0.848653 (5.68%)
2042-07-22 - - £2.000000 £0.826487 (5.67%) £0.825736 (5.68%)
2043-01-22 - - £2.000000 £0.803827 (5.67%) £0.803073 (5.68%)
2043-07-22 - - £2.000000 £0.782143 (5.67%) £0.781387 (5.68%)
2044-01-22 - - £2.000000 £0.760698 (5.67%) £0.759942 (5.68%)
2044-07-22 - - £2.000000 £0.740066 (5.67%) £0.739309 (5.68%)
2045-01-23 - - £2.000000 £0.719666 (5.67%) £0.718909 (5.68%)
2045-07-24 - - £2.000000 £0.700146 (5.67%) £0.699390 (5.68%)
2046-01-22 - - £2.000000 £0.681156 (5.67%) £0.680401 (5.68%)
2046-07-23 - - £2.000000 £0.662680 (5.67%) £0.661927 (5.68%)
2047-01-22 - - £2.000000 £0.644609 (5.67%) £0.643858 (5.68%)
2047-07-22 - - £2.000000 £0.627220 (5.67%) £0.626471 (5.68%)
2048-01-22 - - £2.000000 £0.610023 (5.67%) £0.609278 (5.68%)
2048-07-22 - - £2.000000 £0.593477 (5.67%) £0.592735 (5.68%)
2049-01-22 - - £2.000000 £0.577205 (5.67%) £0.576467 (5.68%)
2049-07-22 - - £2.000000 £0.561634 (5.67%) £0.560901 (5.68%)
2050-01-24 - - £2.000000 £0.546071 (5.67%) £0.545341 (5.68%)
2050-07-22 - - £2.000000 £0.531500 (5.67%) £0.530776 (5.68%)
2051-01-23 - - £2.000000 £0.516850 (5.67%) £0.516130 (5.68%)
2051-07-24 - - £2.000000 £0.502831 (5.67%) £0.502117 (5.68%)
2052-01-22 - - £2.000000 £0.489192 (5.67%) £0.488484 (5.68%)
2052-07-22 - - £2.000000 £0.475924 (5.67%) £0.475221 (5.68%)
2053-01-22 - - £2.000000 £0.462875 (5.67%) £0.462178 (5.68%)
2053-07-22 - - £2.000000 £0.450388 (5.67%) £0.449698 (5.68%)
2054-01-22 - - £2.000000 £0.438040 (5.67%) £0.437356 (5.68%)
2054-07-22 - - £2.000000 £0.426223 (5.67%) £0.425545 (5.68%)
2055-01-22 - - £2.000000 £0.414537 (5.67%) £0.413866 (5.68%)
2055-07-22 - - £2.000000 £0.403354 (5.67%) £0.402690 (5.68%)
2056-01-24 - - £2.000000 £0.392177 (5.67%) £0.391520 (5.68%)
2056-07-24 - - £2.000000 £0.381540 (5.67%) £0.380890 (5.68%)
2057-01-22 - - £2.000000 £0.371191 (5.67%) £0.370548 (5.68%)
2057-07-23 - - £2.000000 £0.361123 (5.67%) £0.360487 (5.68%)
2058-01-22 - - £2.000000 £0.351275 (5.67%) £0.350647 (5.68%)
2058-07-22 - - £2.000000 £0.341799 (5.67%) £0.341178 (5.68%)
2059-01-22 - - £2.000000 £0.332428 (5.67%) £0.331814 (5.68%)
2059-07-22 - - £2.000000 £0.323460 (5.67%) £0.322854 (5.68%)
2060-01-22 - - £102.000000 £16.044159 (5.67%) £16.013643 (5.68%)
TOTAL - - £234.000000 £75.905170 £75.833816