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 |
|---|---|---|---|---|---|
| 2027-01-22 | 26 | £0.282609 | £2.000000 | £1.952117 (5.76%) | £1.952100 (5.76%) |
| 2027-07-22 | - | - | £2.000000 | £1.898671 (5.76%) | £1.898636 (5.76%) |
| 2028-01-24 | - | - | £2.000000 | £1.845273 (5.76%) | £1.845220 (5.76%) |
| 2028-07-24 | - | - | £2.000000 | £1.794477 (5.76%) | £1.794408 (5.76%) |
| 2029-01-22 | - | - | £2.000000 | £1.745079 (5.76%) | £1.744995 (5.76%) |
| 2029-07-23 | - | - | £2.000000 | £1.697041 (5.76%) | £1.696943 (5.76%) |
| 2030-01-22 | - | - | £2.000000 | £1.650073 (5.76%) | £1.649960 (5.76%) |
| 2030-07-22 | - | - | £2.000000 | £1.604896 (5.76%) | £1.604771 (5.76%) |
| 2031-01-22 | - | - | £2.000000 | £1.560238 (5.76%) | £1.560101 (5.76%) |
| 2031-07-22 | - | - | £2.000000 | £1.517522 (5.76%) | £1.517373 (5.76%) |
| 2032-01-22 | - | - | £2.000000 | £1.475295 (5.76%) | £1.475136 (5.76%) |
| 2032-07-22 | - | - | £2.000000 | £1.434684 (5.76%) | £1.434515 (5.76%) |
| 2033-01-24 | - | - | £2.000000 | £1.394335 (5.76%) | £1.394157 (5.76%) |
| 2033-07-22 | - | - | £2.000000 | £1.356576 (5.76%) | £1.356390 (5.76%) |
| 2034-01-23 | - | - | £2.000000 | £1.318626 (5.76%) | £1.318432 (5.76%) |
| 2034-07-24 | - | - | £2.000000 | £1.282327 (5.76%) | £1.282126 (5.76%) |
| 2035-01-22 | - | - | £2.000000 | £1.247028 (5.76%) | £1.246819 (5.76%) |
| 2035-07-23 | - | - | £2.000000 | £1.212700 (5.76%) | £1.212485 (5.76%) |
| 2036-01-22 | - | - | £2.000000 | £1.179136 (5.76%) | £1.178916 (5.76%) |
| 2036-07-22 | - | - | £2.000000 | £1.146678 (5.76%) | £1.146452 (5.76%) |
| 2037-01-22 | - | - | £2.000000 | £1.114770 (5.76%) | £1.114540 (5.76%) |
| 2037-07-22 | - | - | £2.000000 | £1.084250 (5.76%) | £1.084015 (5.76%) |
| 2038-01-22 | - | - | £2.000000 | £1.054079 (5.76%) | £1.053841 (5.76%) |
| 2038-07-22 | - | - | £2.000000 | £1.025220 (5.76%) | £1.024978 (5.76%) |
| 2039-01-24 | - | - | £2.000000 | £0.996387 (5.76%) | £0.996141 (5.76%) |
| 2039-07-22 | - | - | £2.000000 | £0.969405 (5.76%) | £0.969156 (5.76%) |
| 2040-01-23 | - | - | £2.000000 | £0.942286 (5.76%) | £0.942035 (5.76%) |
| 2040-07-23 | - | - | £2.000000 | £0.916347 (5.76%) | £0.916094 (5.76%) |
| 2041-01-22 | - | - | £2.000000 | £0.890985 (5.76%) | £0.890730 (5.76%) |
| 2041-07-22 | - | - | £2.000000 | £0.866591 (5.76%) | £0.866335 (5.76%) |
| 2042-01-22 | - | - | £2.000000 | £0.842478 (5.76%) | £0.842220 (5.76%) |
| 2042-07-22 | - | - | £2.000000 | £0.819412 (5.76%) | £0.819153 (5.76%) |
| 2043-01-22 | - | - | £2.000000 | £0.796611 (5.76%) | £0.796352 (5.76%) |
| 2043-07-22 | - | - | £2.000000 | £0.774801 (5.76%) | £0.774541 (5.76%) |
| 2044-01-22 | - | - | £2.000000 | £0.753242 (5.76%) | £0.752981 (5.76%) |
| 2044-07-22 | - | - | £2.000000 | £0.732507 (5.76%) | £0.732246 (5.76%) |
| 2045-01-23 | - | - | £2.000000 | £0.712015 (5.76%) | £0.711755 (5.76%) |
| 2045-07-24 | - | - | £2.000000 | £0.692415 (5.76%) | £0.692155 (5.76%) |
| 2046-01-22 | - | - | £2.000000 | £0.673354 (5.76%) | £0.673095 (5.76%) |
| 2046-07-23 | - | - | £2.000000 | £0.654818 (5.76%) | £0.654560 (5.76%) |
| 2047-01-22 | - | - | £2.000000 | £0.636695 (5.76%) | £0.636437 (5.76%) |
| 2047-07-22 | - | - | £2.000000 | £0.619263 (5.76%) | £0.619007 (5.76%) |
| 2048-01-22 | - | - | £2.000000 | £0.602032 (5.76%) | £0.601776 (5.76%) |
| 2048-07-22 | - | - | £2.000000 | £0.585459 (5.76%) | £0.585205 (5.76%) |
| 2049-01-22 | - | - | £2.000000 | £0.569168 (5.76%) | £0.568915 (5.76%) |
| 2049-07-22 | - | - | £2.000000 | £0.553585 (5.76%) | £0.553334 (5.76%) |
| 2050-01-24 | - | - | £2.000000 | £0.538016 (5.76%) | £0.537767 (5.76%) |
| 2050-07-22 | - | - | £2.000000 | £0.523447 (5.76%) | £0.523199 (5.76%) |
| 2051-01-23 | - | - | £2.000000 | £0.508803 (5.76%) | £0.508557 (5.76%) |
| 2051-07-24 | - | - | £2.000000 | £0.494797 (5.76%) | £0.494553 (5.76%) |
| 2052-01-22 | - | - | £2.000000 | £0.481177 (5.76%) | £0.480934 (5.76%) |
| 2052-07-22 | - | - | £2.000000 | £0.467931 (5.76%) | £0.467691 (5.76%) |
| 2053-01-22 | - | - | £2.000000 | £0.454910 (5.76%) | £0.454672 (5.76%) |
| 2053-07-22 | - | - | £2.000000 | £0.442456 (5.76%) | £0.442220 (5.76%) |
| 2054-01-22 | - | - | £2.000000 | £0.430144 (5.76%) | £0.429910 (5.76%) |
| 2054-07-22 | - | - | £2.000000 | £0.418367 (5.76%) | £0.418136 (5.76%) |
| 2055-01-22 | - | - | £2.000000 | £0.406726 (5.76%) | £0.406497 (5.76%) |
| 2055-07-22 | - | - | £2.000000 | £0.395590 (5.76%) | £0.395364 (5.76%) |
| 2056-01-24 | - | - | £2.000000 | £0.384465 (5.76%) | £0.384241 (5.76%) |
| 2056-07-24 | - | - | £2.000000 | £0.373881 (5.76%) | £0.373660 (5.76%) |
| 2057-01-22 | - | - | £2.000000 | £0.363589 (5.76%) | £0.363370 (5.76%) |
| 2057-07-23 | - | - | £2.000000 | £0.353580 (5.76%) | £0.353364 (5.76%) |
| 2058-01-22 | - | - | £2.000000 | £0.343794 (5.76%) | £0.343580 (5.76%) |
| 2058-07-22 | - | - | £2.000000 | £0.334382 (5.76%) | £0.334170 (5.76%) |
| 2059-01-22 | - | - | £2.000000 | £0.325077 (5.76%) | £0.324869 (5.76%) |
| 2059-07-22 | - | - | £2.000000 | £0.316177 (5.76%) | £0.315971 (5.76%) |
| 2060-01-22 | - | - | £102.000000 | £15.676348 (5.76%) | £15.665970 (5.76%) |
| TOTAL | - | - | £234.000000 | £75.224604 | £75.200229 |