TR68
3½% Treasury Gilt 2068 · GB00BBJNQY21
Upcoming cash flows
| Flow date | Accrued days | Accrued interest | Flow | NPV, mark-to-market | NPV, par curve |
|---|---|---|---|---|---|
| 22 Jan 2027 | 114 | £1.084239 | £1.750000 | £1.731934 5.56% | £1.732358 5.43% |
| 22 Jul 2027 | – | – | £1.750000 | £1.686081 5.56% | £1.687561 5.43% |
| 24 Jan 2028 | – | – | £1.750000 | £1.640226 5.56% | £1.642733 5.43% |
| 24 Jul 2028 | – | – | £1.750000 | £1.596564 5.56% | £1.600022 5.43% |
| 22 Jan 2029 | – | – | £1.750000 | £1.554064 5.56% | £1.558421 5.43% |
| 23 Jul 2029 | – | – | £1.750000 | £1.512696 5.56% | £1.517902 5.43% |
| 22 Jan 2030 | – | – | £1.750000 | £1.472211 5.56% | £1.478223 5.43% |
| 22 Jul 2030 | – | – | £1.750000 | £1.433234 5.56% | £1.439998 5.43% |
| 22 Jan 2031 | – | – | £1.750000 | £1.394669 5.56% | £1.402152 5.43% |
| 22 Jul 2031 | – | – | £1.750000 | £1.357745 5.56% | £1.365894 5.43% |
| 22 Jan 2032 | – | – | £1.750000 | £1.321211 5.56% | £1.329995 5.43% |
| 22 Jul 2032 | – | – | £1.750000 | £1.286041 5.56% | £1.295415 5.43% |
| 24 Jan 2033 | – | – | £1.750000 | £1.251065 5.56% | £1.261004 5.43% |
| 22 Jul 2033 | – | – | £1.750000 | £1.218304 5.56% | £1.228752 5.43% |
| 23 Jan 2034 | – | – | £1.750000 | £1.185346 5.56% | £1.196284 5.43% |
| 24 Jul 2034 | – | – | £1.750000 | £1.153793 5.56% | £1.165181 5.43% |
| 22 Jan 2035 | – | – | £1.750000 | £1.123080 5.56% | £1.134886 5.43% |
| 23 Jul 2035 | – | – | £1.750000 | £1.093184 5.56% | £1.105379 5.43% |
| 22 Jan 2036 | – | – | £1.750000 | £1.063927 5.56% | £1.076484 5.43% |
| 22 Jul 2036 | – | – | £1.750000 | £1.035606 5.56% | £1.048495 5.43% |
| 22 Jan 2037 | – | – | £1.750000 | £1.007740 5.56% | £1.020939 5.43% |
| 22 Jul 2037 | – | – | £1.750000 | £0.981060 5.56% | £0.994538 5.43% |
| 22 Jan 2038 | – | – | £1.750000 | £0.954661 5.56% | £0.968400 5.43% |
| 22 Jul 2038 | – | – | £1.750000 | £0.929387 5.56% | £0.943358 5.43% |
| 24 Jan 2039 | – | – | £1.750000 | £0.904111 5.56% | £0.918299 5.43% |
| 22 Jul 2039 | – | – | £1.750000 | £0.880435 5.56% | £0.894812 5.43% |
| 23 Jan 2040 | – | – | £1.750000 | £0.856618 5.56% | £0.871168 5.43% |
| 23 Jul 2040 | – | – | £1.750000 | £0.833815 5.56% | £0.848518 5.43% |
| 22 Jan 2041 | – | – | £1.750000 | £0.811499 5.56% | £0.826337 5.43% |
| 22 Jul 2041 | – | – | £1.750000 | £0.790015 5.56% | £0.804968 5.43% |
| 22 Jan 2042 | – | – | £1.750000 | £0.768757 5.56% | £0.783812 5.43% |
| 22 Jul 2042 | – | – | £1.750000 | £0.748404 5.56% | £0.763544 5.43% |
| 22 Jan 2043 | – | – | £1.750000 | £0.728266 5.56% | £0.743476 5.43% |
| 22 Jul 2043 | – | – | £1.750000 | £0.708985 5.56% | £0.724251 5.43% |
| 22 Jan 2044 | – | – | £1.750000 | £0.689908 5.56% | £0.705216 5.43% |
| 22 Jul 2044 | – | – | £1.750000 | £0.671543 5.56% | £0.686880 5.43% |
| 23 Jan 2045 | – | – | £1.750000 | £0.653376 5.56% | £0.668731 5.43% |
| 24 Jul 2045 | – | – | £1.750000 | £0.635984 5.56% | £0.651344 5.43% |
| 22 Jan 2046 | – | – | £1.750000 | £0.619054 5.56% | £0.634409 5.43% |
| 23 Jul 2046 | – | – | £1.750000 | £0.602575 5.56% | £0.617915 5.43% |
| 22 Jan 2047 | – | – | £1.750000 | £0.586448 5.56% | £0.601762 5.43% |
| 22 Jul 2047 | – | – | £1.750000 | £0.570922 5.56% | £0.586201 5.43% |
| 22 Jan 2048 | – | – | £1.750000 | £0.555560 5.56% | £0.570794 5.43% |
| 22 Jul 2048 | – | – | £1.750000 | £0.540771 5.56% | £0.555954 5.43% |
| 22 Jan 2049 | – | – | £1.750000 | £0.526220 5.56% | £0.541342 5.43% |
| 22 Jul 2049 | – | – | £1.750000 | £0.512288 5.56% | £0.527343 5.43% |
| 24 Jan 2050 | – | – | £1.750000 | £0.498356 5.56% | £0.513335 5.43% |
| 22 Jul 2050 | – | – | £1.750000 | £0.485306 5.56% | £0.500206 5.43% |
| 23 Jan 2051 | – | – | £1.750000 | £0.472177 5.56% | £0.486989 5.43% |
| 24 Jul 2051 | – | – | £1.750000 | £0.459608 5.56% | £0.474327 5.43% |
| 22 Jan 2052 | – | – | £1.750000 | £0.447374 5.56% | £0.461995 5.43% |
| 22 Jul 2052 | – | – | £1.750000 | £0.435465 5.56% | £0.449983 5.43% |
| 22 Jan 2053 | – | – | £1.750000 | £0.423747 5.56% | £0.438156 5.43% |
| 22 Jul 2053 | – | – | £1.750000 | £0.412529 5.56% | £0.426826 5.43% |
| 22 Jan 2054 | – | – | £1.750000 | £0.401428 5.56% | £0.415608 5.43% |
| 22 Jul 2054 | – | – | £1.750000 | £0.390800 5.56% | £0.404861 5.43% |
| 22 Jan 2055 | – | – | £1.750000 | £0.380285 5.56% | £0.394221 5.43% |
| 22 Jul 2055 | – | – | £1.750000 | £0.370217 5.56% | £0.384026 5.43% |
| 24 Jan 2056 | – | – | £1.750000 | £0.360148 5.56% | £0.373825 5.43% |
| 24 Jul 2056 | – | – | £1.750000 | £0.350561 5.56% | £0.364106 5.43% |
| 22 Jan 2057 | – | – | £1.750000 | £0.341230 5.56% | £0.354639 5.43% |
| 23 Jul 2057 | – | – | £1.750000 | £0.332146 5.56% | £0.345418 5.43% |
| 22 Jan 2058 | – | – | £1.750000 | £0.323257 5.56% | £0.336389 5.43% |
| 22 Jul 2058 | – | – | £1.750000 | £0.314699 5.56% | £0.327690 5.43% |
| 22 Jan 2059 | – | – | £1.750000 | £0.306231 5.56% | £0.319078 5.43% |
| 22 Jul 2059 | – | – | £1.750000 | £0.298123 5.56% | £0.310827 5.43% |
| 22 Jan 2060 | – | – | £1.750000 | £0.290101 5.56% | £0.302658 5.43% |
| 22 Jul 2060 | – | – | £1.750000 | £0.282379 5.56% | £0.294789 5.43% |
| 24 Jan 2061 | – | – | £1.750000 | £0.274699 5.56% | £0.286958 5.43% |
| 22 Jul 2061 | – | – | £1.750000 | £0.267506 5.56% | £0.279618 5.43% |
| 23 Jan 2062 | – | – | £1.750000 | £0.260269 5.56% | £0.272230 5.43% |
| 24 Jul 2062 | – | – | £1.750000 | £0.253341 5.56% | £0.265152 5.43% |
| 22 Jan 2063 | – | – | £1.750000 | £0.246597 5.56% | £0.258258 5.43% |
| 23 Jul 2063 | – | – | £1.750000 | £0.240033 5.56% | £0.251543 5.43% |
| 22 Jan 2064 | – | – | £1.750000 | £0.233609 5.56% | £0.244968 5.43% |
| 22 Jul 2064 | – | – | £1.750000 | £0.227390 5.56% | £0.238599 5.43% |
| 22 Jan 2065 | – | – | £1.750000 | £0.221272 5.56% | £0.232328 5.43% |
| 22 Jul 2065 | – | – | £1.750000 | £0.215414 5.56% | £0.226320 5.43% |
| 22 Jan 2066 | – | – | £1.750000 | £0.209617 5.56% | £0.220372 5.43% |
| 22 Jul 2066 | – | – | £1.750000 | £0.204068 5.56% | £0.214673 5.43% |
| 24 Jan 2067 | – | – | £1.750000 | £0.198518 5.56% | £0.208971 5.43% |
| 22 Jul 2067 | – | – | £1.750000 | £0.193319 5.56% | £0.203626 5.43% |
| 23 Jan 2068 | – | – | £1.750000 | £0.188090 5.56% | £0.198246 5.43% |
| 23 Jul 2068 | – | – | £101.750000 | £10.644950 5.56% | £11.226875 5.43% |
| Total | – | – | £247.000000 | £68.634239 | £70.230140 |
All figures assume a T+1 settlement and 100 units held.