4 7/8% Treasury Gilt 2036
Projected cash flows for £100 nominal · ISIN GB00BWBR1N39 · report 30 Oct 2026
How to read these cash flows
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Every coupon and redemption this gilt has left, with the accrued interest that has built up by that payment date and the flow it pays. The NPV column discounts each flow at this gilt's own gross redemption yield — the real yield for an index-linked gilt — so its total is the dirty price. The par-curve and zero-coupon columns discount the same flows off the report's fitted curve instead, so the difference between them and the NPV column is what the coupon effect is worth.
Amounts are per £100 nominal. An index-linked gilt's flows are projected at the inflation assumption shown on the page, and rows so projected are marked: each is an estimate rather than the DMO's own index ratio.
Upcoming cash flows
| Flow date | Accrued days | Accrued interest | Index ratio | Flow | NPVEach flow discounted back at the gilt's gross redemption yield — the real yield for an index-linked gilt — so the total equals the dirty price per £100 nominal. | NPV (par curve)Each flow discounted at the report's fitted par curve at its own term, in the same twice-a-year convention as the NPV column. An estimate from the curve, not a contractual amount. | NPV (zero-coupon)Each flow discounted at the report's bootstrapped zero-coupon curve at its own term. An estimate from the curve, not a contractual amount. |
|---|---|---|---|---|---|---|---|
| 2027-02-01 | 94 | £1.245200 | — | £2.437500 | £2.406632 | £2.413311† | £2.413309† |
| 2027-08-02 | — | — | — | £2.437500 | £2.344734 | £2.359577† | £2.359550† |
| 2028-01-31 | — | — | — | £2.437500 | £2.284429 | £2.303426† | £2.303308† |
| 2028-07-31 | — | — | — | £2.437500 | £2.225674 | £2.247081† | £2.246826† |
| 2029-01-31 | — | — | — | £2.437500 | £2.168431 | £2.191533† | £2.191118† |
| 2029-07-31 | — | — | — | £2.437500 | £2.112660 | £2.137123† | £2.136537† |
| 2030-01-31 | — | — | — | £2.437500 | £2.058323 | £2.083868† | £2.083103† |
| 2030-07-31 | — | — | — | £2.437500 | £2.005384 | £2.031657† | £2.030694† |
| 2031-01-31 | — | — | — | £2.437500 | £1.953807 | £1.980345† | £1.979148† |
| 2031-07-31 | — | — | — | £2.437500 | £1.903555 | £1.929799† | £1.928315† |
| 2032-02-02 | — | — | — | £2.437500 | £1.854597 | £1.879923† | £1.878080† |
| 2032-08-02 | — | — | — | £2.437500 | £1.806898 | £1.830656† | £1.828367† |
| 2033-01-31 | — | — | — | £2.437500 | £1.760425 | £1.781974† | £1.779137† |
| 2033-08-01 | — | — | — | £2.437500 | £1.715148 | £1.733880† | £1.730383† |
| 2034-01-31 | — | — | — | £2.437500 | £1.671035 | £1.686396† | £1.682125† |
| 2034-07-31 | — | — | — | £2.437500 | £1.628057 | £1.639560† | £1.634399† |
| 2035-01-31 | — | — | — | £2.437500 | £1.586184 | £1.593419† | £1.587253† |
| 2035-07-31 | — | — | — | £2.437500 | £1.545388 | £1.548021† | £1.540744† |
| 2036-01-31 | — | — | — | £2.437500 | £1.505641 | £1.503418† | £1.494929† |
| 2036-07-31 | — | — | — | £2.437500 | £1.466917 | £1.459658† | £1.449869† |
| 2036-07-31 | — | — | — | £100.000000 | £60.181198 | £59.883394† | £59.481798† |
| Total | £148.750000 | £98.185115 | £98.218018† | £97.758992† |
Money is shown for £100 nominal. † marks the par-curve and zero-coupon columns, which discount off the report's fitted curve rather than at the gilt's own yield, and * a row projected at the inflation assumption above — both estimates, not contractual amounts. The two curve columns are conventional-only. Market data as of 30 Oct 2026 · all figures assume a T+1 settlement.