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 | 77 | £0.732337 | £1.750000 | £1.721174 5.83% | £1.721904 5.68% |
| 22 Jul 2027 | – | – | £1.750000 | £1.673490 5.83% | £1.675401 5.68% |
| 24 Jan 2028 | – | – | £1.750000 | £1.625865 5.83% | £1.628921 5.68% |
| 24 Jul 2028 | – | – | £1.750000 | £1.580576 5.83% | £1.584689 5.68% |
| 22 Jan 2029 | – | – | £1.750000 | £1.536548 5.83% | £1.541659 5.68% |
| 23 Jul 2029 | – | – | £1.750000 | £1.493747 5.83% | £1.499796 5.68% |
| 22 Jan 2030 | – | – | £1.750000 | £1.451913 5.83% | £1.458850 5.68% |
| 22 Jul 2030 | – | – | £1.750000 | £1.411688 5.83% | £1.419451 5.68% |
| 22 Jan 2031 | – | – | £1.750000 | £1.371939 5.83% | £1.380490 5.68% |
| 22 Jul 2031 | – | – | £1.750000 | £1.333931 5.83% | £1.343207 5.68% |
| 22 Jan 2032 | – | – | £1.750000 | £1.296371 5.83% | £1.306338 5.68% |
| 22 Jul 2032 | – | – | £1.750000 | £1.260260 5.83% | £1.270866 5.68% |
| 24 Jan 2033 | – | – | £1.750000 | £1.224395 5.83% | £1.235609 5.68% |
| 22 Jul 2033 | – | – | £1.750000 | £1.190843 5.83% | £1.202602 5.68% |
| 23 Jan 2034 | – | – | £1.750000 | £1.157133 5.83% | £1.169416 5.68% |
| 24 Jul 2034 | – | – | £1.750000 | £1.124900 5.83% | £1.137662 5.68% |
| 22 Jan 2035 | – | – | £1.750000 | £1.093566 5.83% | £1.106770 5.68% |
| 23 Jul 2035 | – | – | £1.750000 | £1.063104 5.83% | £1.076716 5.68% |
| 22 Jan 2036 | – | – | £1.750000 | £1.033331 5.83% | £1.047321 5.68% |
| 22 Jul 2036 | – | – | £1.750000 | £1.004547 5.83% | £1.018882 5.68% |
| 22 Jan 2037 | – | – | £1.750000 | £0.976262 5.83% | £0.990915 5.68% |
| 22 Jul 2037 | – | – | £1.750000 | £0.949215 5.83% | £0.964154 5.68% |
| 22 Jan 2038 | – | – | £1.750000 | £0.922488 5.83% | £0.937689 5.68% |
| 22 Jul 2038 | – | – | £1.750000 | £0.896931 5.83% | £0.912365 5.68% |
| 24 Jan 2039 | – | – | £1.750000 | £0.871405 5.83% | £0.887054 5.68% |
| 22 Jul 2039 | – | – | £1.750000 | £0.847527 5.83% | £0.863358 5.68% |
| 23 Jan 2040 | – | – | £1.750000 | £0.823535 5.83% | £0.839534 5.68% |
| 23 Jul 2040 | – | – | £1.750000 | £0.800595 5.83% | £0.816737 5.68% |
| 22 Jan 2041 | – | – | £1.750000 | £0.778173 5.83% | £0.794439 5.68% |
| 22 Jul 2041 | – | – | £1.750000 | £0.756614 5.83% | £0.772984 5.68% |
| 22 Jan 2042 | – | – | £1.750000 | £0.735310 5.83% | £0.751767 5.68% |
| 22 Jul 2042 | – | – | £1.750000 | £0.714939 5.83% | £0.731464 5.68% |
| 22 Jan 2043 | – | – | £1.750000 | £0.694808 5.83% | £0.711386 5.68% |
| 22 Jul 2043 | – | – | £1.750000 | £0.675559 5.83% | £0.692174 5.68% |
| 22 Jan 2044 | – | – | £1.750000 | £0.656537 5.83% | £0.673175 5.68% |
| 22 Jul 2044 | – | – | £1.750000 | £0.638249 5.83% | £0.654895 5.68% |
| 23 Jan 2045 | – | – | £1.750000 | £0.620182 5.83% | £0.636823 5.68% |
| 24 Jul 2045 | – | – | £1.750000 | £0.602906 5.83% | £0.619531 5.68% |
| 22 Jan 2046 | – | – | £1.750000 | £0.586112 5.83% | £0.602708 5.68% |
| 23 Jul 2046 | – | – | £1.750000 | £0.569786 5.83% | £0.586342 5.68% |
| 22 Jan 2047 | – | – | £1.750000 | £0.553828 5.83% | £0.570334 5.68% |
| 22 Jul 2047 | – | – | £1.750000 | £0.538485 5.83% | £0.554931 5.68% |
| 22 Jan 2048 | – | – | £1.750000 | £0.523323 5.83% | £0.539700 5.68% |
| 22 Jul 2048 | – | – | £1.750000 | £0.508745 5.83% | £0.525044 5.68% |
| 22 Jan 2049 | – | – | £1.750000 | £0.494420 5.83% | £0.510633 5.68% |
| 22 Jul 2049 | – | – | £1.750000 | £0.480723 5.83% | £0.496842 5.68% |
| 24 Jan 2050 | – | – | £1.750000 | £0.467042 5.83% | £0.483059 5.68% |
| 22 Jul 2050 | – | – | £1.750000 | £0.454244 5.83% | £0.470155 5.68% |
| 23 Jan 2051 | – | – | £1.750000 | £0.441385 5.83% | £0.457181 5.68% |
| 24 Jul 2051 | – | – | £1.750000 | £0.429090 5.83% | £0.444767 5.68% |
| 22 Jan 2052 | – | – | £1.750000 | £0.417138 5.83% | £0.432689 5.68% |
| 22 Jul 2052 | – | – | £1.750000 | £0.405518 5.83% | £0.420940 5.68% |
| 22 Jan 2053 | – | – | £1.750000 | £0.394100 5.83% | £0.409386 5.68% |
| 22 Jul 2053 | – | – | £1.750000 | £0.383182 5.83% | £0.398330 5.68% |
| 22 Jan 2054 | – | – | £1.750000 | £0.372392 5.83% | £0.387396 5.68% |
| 22 Jul 2054 | – | – | £1.750000 | £0.362075 5.83% | £0.376934 5.68% |
| 22 Jan 2055 | – | – | £1.750000 | £0.351880 5.83% | £0.366588 5.68% |
| 22 Jul 2055 | – | – | £1.750000 | £0.342132 5.83% | £0.356687 5.68% |
| 24 Jan 2056 | – | – | £1.750000 | £0.332395 5.83% | £0.346792 5.68% |
| 24 Jul 2056 | – | – | £1.750000 | £0.323136 5.83% | £0.337375 5.68% |
| 22 Jan 2057 | – | – | £1.750000 | £0.314135 5.83% | £0.328214 5.68% |
| 23 Jul 2057 | – | – | £1.750000 | £0.305385 5.83% | £0.319302 5.68% |
| 22 Jan 2058 | – | – | £1.750000 | £0.296832 5.83% | £0.310584 5.68% |
| 22 Jul 2058 | – | – | £1.750000 | £0.288608 5.83% | £0.302196 5.68% |
| 22 Jan 2059 | – | – | £1.750000 | £0.280482 5.83% | £0.293902 5.68% |
| 22 Jul 2059 | – | – | £1.750000 | £0.272712 5.83% | £0.285964 5.68% |
| 22 Jan 2060 | – | – | £1.750000 | £0.265033 5.83% | £0.278115 5.68% |
| 22 Jul 2060 | – | – | £1.750000 | £0.257650 5.83% | £0.270563 5.68% |
| 24 Jan 2061 | – | – | £1.750000 | £0.250318 5.83% | £0.263057 5.68% |
| 22 Jul 2061 | – | – | £1.750000 | £0.243458 5.83% | £0.256030 5.68% |
| 23 Jan 2062 | – | – | £1.750000 | £0.236567 5.83% | £0.248965 5.68% |
| 24 Jul 2062 | – | – | £1.750000 | £0.229977 5.83% | £0.242204 5.68% |
| 22 Jan 2063 | – | – | £1.750000 | £0.223571 5.83% | £0.235628 5.68% |
| 23 Jul 2063 | – | – | £1.750000 | £0.217343 5.83% | £0.229229 5.68% |
| 22 Jan 2064 | – | – | £1.750000 | £0.211256 5.83% | £0.222971 5.68% |
| 22 Jul 2064 | – | – | £1.750000 | £0.205372 5.83% | £0.216916 5.68% |
| 22 Jan 2065 | – | – | £1.750000 | £0.199589 5.83% | £0.210962 5.68% |
| 22 Jul 2065 | – | – | £1.750000 | £0.194059 5.83% | £0.205265 5.68% |
| 22 Jan 2066 | – | – | £1.750000 | £0.188595 5.83% | £0.199631 5.68% |
| 22 Jul 2066 | – | – | £1.750000 | £0.183370 5.83% | £0.194239 5.68% |
| 24 Jan 2067 | – | – | £1.750000 | £0.178152 5.83% | £0.188851 5.68% |
| 22 Jul 2067 | – | – | £1.750000 | £0.173270 5.83% | £0.183806 5.68% |
| 23 Jan 2068 | – | – | £1.750000 | £0.168365 5.83% | £0.178734 5.68% |
| 23 Jul 2068 | – | – | £101.750000 | £9.516548 5.83% | £10.109911 5.68% |
| Total | – | – | £247.000000 | £65.242337 | £66.927047 |
All figures assume a T+1 settlement and 100 units held.