TR60
4% Treasury Gilt 2060 · GB00B54QLM75
Upcoming cash flows
| Flow date | Accrued days | Accrued interest | Flow | NPV, mark-to-market | NPV, par curve |
|---|---|---|---|---|---|
| 22 Jan 2027 | 114 | £1.239130 | £2.000000 | £1.978855 5.70% | £1.978872 5.70% |
| 22 Jul 2027 | – | – | £2.000000 | £1.925211 5.70% | £1.925269 5.70% |
| 24 Jan 2028 | – | – | £2.000000 | £1.871599 5.70% | £1.871698 5.70% |
| 24 Jul 2028 | – | – | £2.000000 | £1.820586 5.70% | £1.820722 5.70% |
| 22 Jan 2029 | – | – | £2.000000 | £1.770963 5.70% | £1.771134 5.70% |
| 23 Jul 2029 | – | – | £2.000000 | £1.722693 5.70% | £1.722897 5.70% |
| 22 Jan 2030 | – | – | £2.000000 | £1.675484 5.70% | £1.675719 5.70% |
| 22 Jul 2030 | – | – | £2.000000 | £1.630063 5.70% | £1.630328 5.70% |
| 22 Jan 2031 | – | – | £2.000000 | £1.585152 5.70% | £1.585445 5.70% |
| 22 Jul 2031 | – | – | £2.000000 | £1.542180 5.70% | £1.542499 5.70% |
| 22 Jan 2032 | – | – | £2.000000 | £1.499690 5.70% | £1.500033 5.70% |
| 22 Jul 2032 | – | – | £2.000000 | £1.458814 5.70% | £1.459180 5.70% |
| 24 Jan 2033 | – | – | £2.000000 | £1.418190 5.70% | £1.418578 5.70% |
| 22 Jul 2033 | – | – | £2.000000 | £1.380164 5.70% | £1.380571 5.70% |
| 23 Jan 2034 | – | – | £2.000000 | £1.341934 5.70% | £1.342359 5.70% |
| 24 Jul 2034 | – | – | £2.000000 | £1.305357 5.70% | £1.305800 5.70% |
| 22 Jan 2035 | – | – | £2.000000 | £1.269778 5.70% | £1.270236 5.70% |
| 23 Jul 2035 | – | – | £2.000000 | £1.235168 5.70% | £1.235641 5.70% |
| 22 Jan 2036 | – | – | £2.000000 | £1.201319 5.70% | £1.201806 5.70% |
| 22 Jul 2036 | – | – | £2.000000 | £1.168576 5.70% | £1.169075 5.70% |
| 22 Jan 2037 | – | – | £2.000000 | £1.136379 5.70% | £1.136890 5.70% |
| 22 Jul 2037 | – | – | £2.000000 | £1.105573 5.70% | £1.106094 5.70% |
| 22 Jan 2038 | – | – | £2.000000 | £1.075113 5.70% | £1.075643 5.70% |
| 22 Jul 2038 | – | – | £2.000000 | £1.045968 5.70% | £1.046506 5.70% |
| 24 Jan 2039 | – | – | £2.000000 | £1.016840 5.70% | £1.017387 5.70% |
| 22 Jul 2039 | – | – | £2.000000 | £0.989576 5.70% | £0.990129 5.70% |
| 23 Jan 2040 | – | – | £2.000000 | £0.962165 5.70% | £0.962724 5.70% |
| 23 Jul 2040 | – | – | £2.000000 | £0.935939 5.70% | £0.936504 5.70% |
| 22 Jan 2041 | – | – | £2.000000 | £0.910291 5.70% | £0.910860 5.70% |
| 22 Jul 2041 | – | – | £2.000000 | £0.885614 5.70% | £0.886187 5.70% |
| 22 Jan 2042 | – | – | £2.000000 | £0.861214 5.70% | £0.861790 5.70% |
| 22 Jul 2042 | – | – | £2.000000 | £0.837867 5.70% | £0.838446 5.70% |
| 22 Jan 2043 | – | – | £2.000000 | £0.814782 5.70% | £0.815364 5.70% |
| 22 Jul 2043 | – | – | £2.000000 | £0.792695 5.70% | £0.793278 5.70% |
| 22 Jan 2044 | – | – | £2.000000 | £0.770854 5.70% | £0.771438 5.70% |
| 22 Jul 2044 | – | – | £2.000000 | £0.749843 5.70% | £0.750428 5.70% |
| 23 Jan 2045 | – | – | £2.000000 | £0.729073 5.70% | £0.729658 5.70% |
| 24 Jul 2045 | – | – | £2.000000 | £0.709201 5.70% | £0.709786 5.70% |
| 22 Jan 2046 | – | – | £2.000000 | £0.689871 5.70% | £0.690454 5.70% |
| 23 Jul 2046 | – | – | £2.000000 | £0.671067 5.70% | £0.671650 5.70% |
| 22 Jan 2047 | – | – | £2.000000 | £0.652677 5.70% | £0.653258 5.70% |
| 22 Jul 2047 | – | – | £2.000000 | £0.634984 5.70% | £0.635563 5.70% |
| 22 Jan 2048 | – | – | £2.000000 | £0.617489 5.70% | £0.618066 5.70% |
| 22 Jul 2048 | – | – | £2.000000 | £0.600658 5.70% | £0.601233 5.70% |
| 22 Jan 2049 | – | – | £2.000000 | £0.584109 5.70% | £0.584681 5.70% |
| 22 Jul 2049 | – | – | £2.000000 | £0.568275 5.70% | £0.568843 5.70% |
| 24 Jan 2050 | – | – | £2.000000 | £0.552450 5.70% | £0.553015 5.70% |
| 22 Jul 2050 | – | – | £2.000000 | £0.537637 5.70% | £0.538198 5.70% |
| 23 Jan 2051 | – | – | £2.000000 | £0.522744 5.70% | £0.523302 5.70% |
| 24 Jul 2051 | – | – | £2.000000 | £0.508496 5.70% | £0.509050 5.70% |
| 22 Jan 2052 | – | – | £2.000000 | £0.494636 5.70% | £0.495186 5.70% |
| 22 Jul 2052 | – | – | £2.000000 | £0.481154 5.70% | £0.481699 5.70% |
| 22 Jan 2053 | – | – | £2.000000 | £0.467898 5.70% | £0.468438 5.70% |
| 22 Jul 2053 | – | – | £2.000000 | £0.455214 5.70% | £0.455749 5.70% |
| 22 Jan 2054 | – | – | £2.000000 | £0.442672 5.70% | £0.443202 5.70% |
| 22 Jul 2054 | – | – | £2.000000 | £0.430671 5.70% | £0.431197 5.70% |
| 22 Jan 2055 | – | – | £2.000000 | £0.418805 5.70% | £0.419326 5.70% |
| 22 Jul 2055 | – | – | £2.000000 | £0.407452 5.70% | £0.407967 5.70% |
| 24 Jan 2056 | – | – | £2.000000 | £0.396106 5.70% | £0.396616 5.70% |
| 24 Jul 2056 | – | – | £2.000000 | £0.385309 5.70% | £0.385814 5.70% |
| 22 Jan 2057 | – | – | £2.000000 | £0.374807 5.70% | £0.375306 5.70% |
| 23 Jul 2057 | – | – | £2.000000 | £0.364591 5.70% | £0.365085 5.70% |
| 22 Jan 2058 | – | – | £2.000000 | £0.354600 5.70% | £0.355087 5.70% |
| 22 Jul 2058 | – | – | £2.000000 | £0.344987 5.70% | £0.345469 5.70% |
| 22 Jan 2059 | – | – | £2.000000 | £0.335482 5.70% | £0.335958 5.70% |
| 22 Jul 2059 | – | – | £2.000000 | £0.326387 5.70% | £0.326858 5.70% |
| 22 Jan 2060 | – | – | £102.000000 | £16.187139 5.70% | £16.210829 5.70% |
| Total | – | – | £234.000000 | £76.939130 | £76.994071 |
All figures assume a T+1 settlement and 100 units held.