0 1/8% Index-linked Treasury Gilt 2058

Bond pricer · ISIN GB00BP9DLZ64 · report 30 Oct 2026

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How to read this gilt

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Clean price is what the gilt costs before the interest already earned; dirty price adds that accrued interest and is the figure you actually pay. Accrued runs from the last coupon on an actual/actual day count, so it resets on the coupon date.

Gross redemption yield is the yield to maturity on the DMO's semi-annual convention — the number every gilt table quotes. Net figures deduct income tax at each band from the coupons and leave the capital gain alone, because gilts are CGT-exempt; the tax-equivalent column is what a taxable deposit would need to match.

An index-linked gilt's real figures come from the DMO's index ratio, and its nominal figures are that ratio applied to the real ones — so they move with published inflation rather than a forecast.

Prices

Bid price (clean)
£51.67
Offer price (clean)
£52.29
Mid price (clean)
£51.98
Bid price (dirty)
£85.17
Offer price (dirty)
£86.19
Mid price (dirty)
£85.68

Settlement

Settlement date
2026-11-02
Days accrued
41
Accrued interest
£0.014
Index ratio (D10B)
1.64780

Key metrics

Real yield (annual-compounded)
2.29%
Implied RPI growth
3.28%
Net yield at 40% tax (annual-compounded)
2.21%
Running yield
0.24%
Modified duration
30.11
Macaulay duration
30.80
Benchmark yield (continuously compounded annual)
2.34%
Vs fitted curve
−8 bp
Reference yield (convention not recorded)
—
Tenor band
20Y+

Bond details

Ticker
T58
ISIN
GB00BP9DLZ64
Coupon
0.125%
Type
Index-linked
Matures
22 Mar 2058
First issued
2014-07-30
Next ex-dividend
2027-03-11
Next coupon
2027-03-22
Previous coupon
2026-09-22
Category
—
Amount in issue (£m)
10953

Net redemption yield by tax band

Income tax band Net redemption yield (annually compounded) Tax-equivalent yield (annually compounded)
0% 2.29% 2.29%
20% 2.25% 2.81%
22% 2.25% 2.88%
40% 2.21% 3.69%
42% 2.21% 3.81%
45% 2.21% 4.01%
47% 2.20% 4.15%
48% 2.20% 4.23%