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 | 69 | £0.656250 | £1.750000 | £1.719268 5.79% | £1.719908 5.66% |
| 22 Jul 2027 | – | – | £1.750000 | £1.671987 5.79% | £1.673590 5.66% |
| 24 Jan 2028 | – | – | £1.750000 | £1.624754 5.79% | £1.627292 5.66% |
| 24 Jul 2028 | – | – | £1.750000 | £1.579829 5.79% | £1.583229 5.66% |
| 22 Jan 2029 | – | – | £1.750000 | £1.536147 5.79% | £1.540360 5.66% |
| 23 Jul 2029 | – | – | £1.750000 | £1.493672 5.79% | £1.498651 5.66% |
| 22 Jan 2030 | – | – | £1.750000 | £1.452147 5.79% | £1.457852 5.66% |
| 22 Jul 2030 | – | – | £1.750000 | £1.412213 5.79% | £1.418591 5.66% |
| 22 Jan 2031 | – | – | £1.750000 | £1.372742 5.79% | £1.379764 5.66% |
| 22 Jul 2031 | – | – | £1.750000 | £1.334990 5.79% | £1.342606 5.66% |
| 22 Jan 2032 | – | – | £1.750000 | £1.297678 5.79% | £1.305858 5.66% |
| 22 Jul 2032 | – | – | £1.750000 | £1.261796 5.79% | £1.270499 5.66% |
| 24 Jan 2033 | – | – | £1.750000 | £1.226152 5.79% | £1.235352 5.66% |
| 22 Jul 2033 | – | – | £1.750000 | £1.192799 5.79% | £1.202446 5.66% |
| 23 Jan 2034 | – | – | £1.750000 | £1.159282 5.79% | £1.169358 5.66% |
| 24 Jul 2034 | – | – | £1.750000 | £1.127228 5.79% | £1.137695 5.66% |
| 22 Jan 2035 | – | – | £1.750000 | £1.096059 5.79% | £1.106890 5.66% |
| 23 Jul 2035 | – | – | £1.750000 | £1.065753 5.79% | £1.076918 5.66% |
| 22 Jan 2036 | – | – | £1.750000 | £1.036125 5.79% | £1.047600 5.66% |
| 22 Jul 2036 | – | – | £1.750000 | £1.007476 5.79% | £1.019234 5.66% |
| 22 Jan 2037 | – | – | £1.750000 | £0.979317 5.79% | £0.991337 5.66% |
| 22 Jul 2037 | – | – | £1.750000 | £0.952385 5.79% | £0.964640 5.66% |
| 22 Jan 2038 | – | – | £1.750000 | £0.925766 5.79% | £0.938237 5.66% |
| 22 Jul 2038 | – | – | £1.750000 | £0.900307 5.79% | £0.912970 5.66% |
| 24 Jan 2039 | – | – | £1.750000 | £0.874874 5.79% | £0.887714 5.66% |
| 22 Jul 2039 | – | – | £1.750000 | £0.851077 5.79% | £0.864068 5.66% |
| 23 Jan 2040 | – | – | £1.750000 | £0.827162 5.79% | £0.840291 5.66% |
| 23 Jul 2040 | – | – | £1.750000 | £0.804291 5.79% | £0.817538 5.66% |
| 22 Jan 2041 | – | – | £1.750000 | £0.781931 5.79% | £0.795281 5.66% |
| 22 Jul 2041 | – | – | £1.750000 | £0.760428 5.79% | £0.773864 5.66% |
| 22 Jan 2042 | – | – | £1.750000 | £0.739174 5.79% | £0.752683 5.66% |
| 22 Jul 2042 | – | – | £1.750000 | £0.718846 5.79% | £0.732413 5.66% |
| 22 Jan 2043 | – | – | £1.750000 | £0.698755 5.79% | £0.712366 5.66% |
| 22 Jul 2043 | – | – | £1.750000 | £0.679539 5.79% | £0.693182 5.66% |
| 22 Jan 2044 | – | – | £1.750000 | £0.660546 5.79% | £0.674209 5.66% |
| 22 Jul 2044 | – | – | £1.750000 | £0.642281 5.79% | £0.655953 5.66% |
| 23 Jan 2045 | – | – | £1.750000 | £0.624233 5.79% | £0.637903 5.66% |
| 24 Jul 2045 | – | – | £1.750000 | £0.606973 5.79% | £0.620631 5.66% |
| 22 Jan 2046 | – | – | £1.750000 | £0.590190 5.79% | £0.603826 5.66% |
| 23 Jul 2046 | – | – | £1.750000 | £0.573871 5.79% | £0.587476 5.66% |
| 22 Jan 2047 | – | – | £1.750000 | £0.557918 5.79% | £0.571483 5.66% |
| 22 Jul 2047 | – | – | £1.750000 | £0.542575 5.79% | £0.556092 5.66% |
| 22 Jan 2048 | – | – | £1.750000 | £0.527410 5.79% | £0.540872 5.66% |
| 22 Jul 2048 | – | – | £1.750000 | £0.512827 5.79% | £0.526226 5.66% |
| 22 Jan 2049 | – | – | £1.750000 | £0.498493 5.79% | £0.511823 5.66% |
| 22 Jul 2049 | – | – | £1.750000 | £0.484784 5.79% | £0.498040 5.66% |
| 24 Jan 2050 | – | – | £1.750000 | £0.471090 5.79% | £0.484262 5.66% |
| 22 Jul 2050 | – | – | £1.750000 | £0.458276 5.79% | £0.471363 5.66% |
| 23 Jan 2051 | – | – | £1.750000 | £0.445398 5.79% | £0.458392 5.66% |
| 24 Jul 2051 | – | – | £1.750000 | £0.433083 5.79% | £0.445980 5.66% |
| 22 Jan 2052 | – | – | £1.750000 | £0.421108 5.79% | £0.433904 5.66% |
| 22 Jul 2052 | – | – | £1.750000 | £0.409464 5.79% | £0.422155 5.66% |
| 22 Jan 2053 | – | – | £1.750000 | £0.398020 5.79% | £0.410601 5.66% |
| 22 Jul 2053 | – | – | £1.750000 | £0.387074 5.79% | £0.399543 5.66% |
| 22 Jan 2054 | – | – | £1.750000 | £0.376255 5.79% | £0.388607 5.66% |
| 22 Jul 2054 | – | – | £1.750000 | £0.365908 5.79% | £0.378142 5.66% |
| 22 Jan 2055 | – | – | £1.750000 | £0.355681 5.79% | £0.367792 5.66% |
| 22 Jul 2055 | – | – | £1.750000 | £0.345900 5.79% | £0.357887 5.66% |
| 24 Jan 2056 | – | – | £1.750000 | £0.336128 5.79% | £0.347986 5.66% |
| 24 Jul 2056 | – | – | £1.750000 | £0.326834 5.79% | £0.338564 5.66% |
| 22 Jan 2057 | – | – | £1.750000 | £0.317797 5.79% | £0.329397 5.66% |
| 23 Jul 2057 | – | – | £1.750000 | £0.309010 5.79% | £0.320477 5.66% |
| 22 Jan 2058 | – | – | £1.750000 | £0.300419 5.79% | £0.311753 5.66% |
| 22 Jul 2058 | – | – | £1.750000 | £0.292158 5.79% | £0.303357 5.66% |
| 22 Jan 2059 | – | – | £1.750000 | £0.283992 5.79% | £0.295054 5.66% |
| 22 Jul 2059 | – | – | £1.750000 | £0.276182 5.79% | £0.287108 5.66% |
| 22 Jan 2060 | – | – | £1.750000 | £0.268463 5.79% | £0.279250 5.66% |
| 22 Jul 2060 | – | – | £1.750000 | £0.261040 5.79% | £0.271689 5.66% |
| 24 Jan 2061 | – | – | £1.750000 | £0.253665 5.79% | £0.264173 5.66% |
| 22 Jul 2061 | – | – | £1.750000 | £0.246766 5.79% | £0.257136 5.66% |
| 23 Jan 2062 | – | – | £1.750000 | £0.239832 5.79% | £0.250060 5.66% |
| 24 Jul 2062 | – | – | £1.750000 | £0.233200 5.79% | £0.243289 5.66% |
| 22 Jan 2063 | – | – | £1.750000 | £0.226752 5.79% | £0.236702 5.66% |
| 23 Jul 2063 | – | – | £1.750000 | £0.220482 5.79% | £0.230292 5.66% |
| 22 Jan 2064 | – | – | £1.750000 | £0.214353 5.79% | £0.224023 5.66% |
| 22 Jul 2064 | – | – | £1.750000 | £0.208426 5.79% | £0.217957 5.66% |
| 22 Jan 2065 | – | – | £1.750000 | £0.202600 5.79% | £0.211991 5.66% |
| 22 Jul 2065 | – | – | £1.750000 | £0.197029 5.79% | £0.206282 5.66% |
| 22 Jan 2066 | – | – | £1.750000 | £0.191522 5.79% | £0.200636 5.66% |
| 22 Jul 2066 | – | – | £1.750000 | £0.186255 5.79% | £0.195233 5.66% |
| 24 Jan 2067 | – | – | £1.750000 | £0.180993 5.79% | £0.189832 5.66% |
| 22 Jul 2067 | – | – | £1.750000 | £0.176070 5.79% | £0.184776 5.66% |
| 23 Jan 2068 | – | – | £1.750000 | £0.171123 5.79% | £0.179691 5.66% |
| 23 Jul 2068 | – | – | £101.750000 | £9.674457 5.79% | £10.164857 5.66% |
| Total | – | – | £247.000000 | £65.646852 | £67.035003 |
All figures assume a T+1 settlement and 100 units held.