TR68 - 3½% Treasury Gilt 2068
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 | £0.247283 | £1.750000 | £1.708645 (5.68%) | £1.709457 (5.57%) |
| 2027-07-22 | - | - | £1.750000 | £1.662469 (5.68%) | £1.664166 (5.57%) |
| 2028-01-24 | - | - | £1.750000 | £1.616318 (5.68%) | £1.618873 (5.57%) |
| 2028-07-24 | - | - | £1.750000 | £1.572399 (5.68%) | £1.575747 (5.57%) |
| 2029-01-22 | - | - | £1.750000 | £1.529674 (5.68%) | £1.533771 (5.57%) |
| 2029-07-23 | - | - | £1.750000 | £1.488110 (5.68%) | £1.492912 (5.57%) |
| 2030-01-22 | - | - | £1.750000 | £1.447456 (5.68%) | £1.452927 (5.57%) |
| 2030-07-22 | - | - | £1.750000 | £1.408339 (5.68%) | £1.414432 (5.57%) |
| 2031-01-22 | - | - | £1.750000 | £1.369657 (5.68%) | £1.376344 (5.57%) |
| 2031-07-22 | - | - | £1.750000 | £1.332642 (5.68%) | £1.339878 (5.57%) |
| 2032-01-22 | - | - | £1.750000 | £1.296039 (5.68%) | £1.303798 (5.57%) |
| 2032-07-22 | - | - | £1.750000 | £1.260823 (5.68%) | £1.269066 (5.57%) |
| 2033-01-24 | - | - | £1.750000 | £1.225822 (5.68%) | £1.234527 (5.57%) |
| 2033-07-22 | - | - | £1.750000 | £1.193056 (5.68%) | £1.202175 (5.57%) |
| 2034-01-23 | - | - | £1.750000 | £1.160111 (5.68%) | £1.169629 (5.57%) |
| 2034-07-24 | - | - | £1.750000 | £1.128589 (5.68%) | £1.138471 (5.57%) |
| 2035-01-22 | - | - | £1.750000 | £1.097923 (5.68%) | £1.108143 (5.57%) |
| 2035-07-23 | - | - | £1.750000 | £1.068090 (5.68%) | £1.078623 (5.57%) |
| 2036-01-22 | - | - | £1.750000 | £1.038911 (5.68%) | £1.049734 (5.57%) |
| 2036-07-22 | - | - | £1.750000 | £1.010681 (5.68%) | £1.021770 (5.57%) |
| 2037-01-22 | - | - | £1.750000 | £0.982922 (5.68%) | £0.994256 (5.57%) |
| 2037-07-22 | - | - | £1.750000 | £0.956358 (5.68%) | £0.967913 (5.57%) |
| 2038-01-22 | - | - | £1.750000 | £0.930091 (5.68%) | £0.941850 (5.57%) |
| 2038-07-22 | - | - | £1.750000 | £0.904955 (5.68%) | £0.916895 (5.57%) |
| 2039-01-24 | - | - | £1.750000 | £0.879833 (5.68%) | £0.891941 (5.57%) |
| 2039-07-22 | - | - | £1.750000 | £0.856315 (5.68%) | £0.868567 (5.57%) |
| 2040-01-23 | - | - | £1.750000 | £0.832669 (5.68%) | £0.845053 (5.57%) |
| 2040-07-23 | - | - | £1.750000 | £0.810044 (5.68%) | £0.822541 (5.57%) |
| 2041-01-22 | - | - | £1.750000 | £0.787914 (5.68%) | £0.800511 (5.57%) |
| 2041-07-22 | - | - | £1.750000 | £0.766621 (5.68%) | £0.779301 (5.57%) |
| 2042-01-22 | - | - | £1.750000 | £0.745565 (5.68%) | £0.758316 (5.57%) |
| 2042-07-22 | - | - | £1.750000 | £0.725416 (5.68%) | £0.738225 (5.57%) |
| 2043-01-22 | - | - | £1.750000 | £0.705491 (5.68%) | £0.718346 (5.57%) |
| 2043-07-22 | - | - | £1.750000 | £0.686426 (5.68%) | £0.699314 (5.57%) |
| 2044-01-22 | - | - | £1.750000 | £0.667572 (5.68%) | £0.680483 (5.57%) |
| 2044-07-22 | - | - | £1.750000 | £0.649433 (5.68%) | £0.662355 (5.57%) |
| 2045-01-23 | - | - | £1.750000 | £0.631500 (5.68%) | £0.644424 (5.57%) |
| 2045-07-24 | - | - | £1.750000 | £0.614341 (5.68%) | £0.627257 (5.57%) |
| 2046-01-22 | - | - | £1.750000 | £0.597648 (5.68%) | £0.610547 (5.57%) |
| 2046-07-23 | - | - | £1.750000 | £0.581409 (5.68%) | £0.594283 (5.57%) |
| 2047-01-22 | - | - | £1.750000 | £0.565525 (5.68%) | £0.578366 (5.57%) |
| 2047-07-22 | - | - | £1.750000 | £0.550242 (5.68%) | £0.563042 (5.57%) |
| 2048-01-22 | - | - | £1.750000 | £0.535129 (5.68%) | £0.547881 (5.57%) |
| 2048-07-22 | - | - | £1.750000 | £0.520588 (5.68%) | £0.533286 (5.57%) |
| 2049-01-22 | - | - | £1.750000 | £0.506289 (5.68%) | £0.518925 (5.57%) |
| 2049-07-22 | - | - | £1.750000 | £0.492607 (5.68%) | £0.505176 (5.57%) |
| 2050-01-24 | - | - | £1.750000 | £0.478932 (5.68%) | £0.491427 (5.57%) |
| 2050-07-22 | - | - | £1.750000 | £0.466130 (5.68%) | £0.478549 (5.57%) |
| 2051-01-23 | - | - | £1.750000 | £0.453259 (5.68%) | £0.465594 (5.57%) |
| 2051-07-24 | - | - | £1.750000 | £0.440943 (5.68%) | £0.453191 (5.57%) |
| 2052-01-22 | - | - | £1.750000 | £0.428961 (5.68%) | £0.441118 (5.57%) |
| 2052-07-22 | - | - | £1.750000 | £0.417306 (5.68%) | £0.429367 (5.57%) |
| 2053-01-22 | - | - | £1.750000 | £0.405844 (5.68%) | £0.417805 (5.57%) |
| 2053-07-22 | - | - | £1.750000 | £0.394876 (5.68%) | £0.406735 (5.57%) |
| 2054-01-22 | - | - | £1.750000 | £0.384030 (5.68%) | £0.395783 (5.57%) |
| 2054-07-22 | - | - | £1.750000 | £0.373652 (5.68%) | £0.385297 (5.57%) |
| 2055-01-22 | - | - | £1.750000 | £0.363389 (5.68%) | £0.374922 (5.57%) |
| 2055-07-22 | - | - | £1.750000 | £0.353568 (5.68%) | £0.364988 (5.57%) |
| 2056-01-24 | - | - | £1.750000 | £0.343753 (5.68%) | £0.355054 (5.57%) |
| 2056-07-24 | - | - | £1.750000 | £0.334413 (5.68%) | £0.345596 (5.57%) |
| 2057-01-22 | - | - | £1.750000 | £0.325326 (5.68%) | £0.336390 (5.57%) |
| 2057-07-23 | - | - | £1.750000 | £0.316486 (5.68%) | £0.327428 (5.57%) |
| 2058-01-22 | - | - | £1.750000 | £0.307840 (5.68%) | £0.318659 (5.57%) |
| 2058-07-22 | - | - | £1.750000 | £0.299521 (5.68%) | £0.310216 (5.57%) |
| 2059-01-22 | - | - | £1.750000 | £0.291294 (5.68%) | £0.301863 (5.57%) |
| 2059-07-22 | - | - | £1.750000 | £0.283422 (5.68%) | £0.293865 (5.57%) |
| 2060-01-22 | - | - | £1.750000 | £0.275637 (5.68%) | £0.285952 (5.57%) |
| 2060-07-22 | - | - | £1.750000 | £0.268148 (5.68%) | £0.278334 (5.57%) |
| 2061-01-24 | - | - | £1.750000 | £0.260704 (5.68%) | £0.270759 (5.57%) |
| 2061-07-22 | - | - | £1.750000 | £0.253735 (5.68%) | £0.263663 (5.57%) |
| 2062-01-23 | - | - | £1.750000 | £0.246729 (5.68%) | £0.256525 (5.57%) |
| 2062-07-24 | - | - | £1.750000 | £0.240025 (5.68%) | £0.249692 (5.57%) |
| 2063-01-22 | - | - | £1.750000 | £0.233503 (5.68%) | £0.243040 (5.57%) |
| 2063-07-23 | - | - | £1.750000 | £0.227158 (5.68%) | £0.236566 (5.57%) |
| 2064-01-22 | - | - | £1.750000 | £0.220952 (5.68%) | £0.230230 (5.57%) |
| 2064-07-22 | - | - | £1.750000 | £0.214948 (5.68%) | £0.224097 (5.57%) |
| 2065-01-22 | - | - | £1.750000 | £0.209045 (5.68%) | £0.218062 (5.57%) |
| 2065-07-22 | - | - | £1.750000 | £0.203395 (5.68%) | £0.212285 (5.57%) |
| 2066-01-22 | - | - | £1.750000 | £0.197809 (5.68%) | £0.206568 (5.57%) |
| 2066-07-22 | - | - | £1.750000 | £0.192463 (5.68%) | £0.201095 (5.57%) |
| 2067-01-24 | - | - | £1.750000 | £0.187120 (5.68%) | £0.195622 (5.57%) |
| 2067-07-22 | - | - | £1.750000 | £0.182118 (5.68%) | £0.190496 (5.57%) |
| 2068-01-23 | - | - | £1.750000 | £0.177089 (5.68%) | £0.185339 (5.57%) |
| 2068-07-23 | - | - | £101.750000 | £10.016703 (5.68%) | £10.489049 (5.57%) |
| TOTAL | - | - | £247.000000 | £66.368880 | £67.694717 |