Gilt Report — 2026-08-24

Gilts in issue

104

Priced

104

Not calculated

Benchmark divergence

Income tax bands / CGT

0% / 20% / 40% / 45% / 0%

Calc version

1.3

Gilt yield curve

Priced gilts (104)

★	Rank	Gilt	Coupon	Matures	Tenor	Clean	Accr.	Gross	Net
	70	0 3/8% Treasury Gilt 2026 GB00BNNGP668 · Ultra-Short	0.38%	2026-10-22	0-2Y	99.50—	0.130125d	3.55%—	3.07%
🎯 Key metrics Gross yield 3.55%% — DMO yield 3.66%% Net yield 3.07%% Grossed-up yield 5.12%% Curve spread -46.7bps Years to maturity 0.16y Modified duration 0.16y DV01 0.0016 📄 Bond Issue date 2021-03-03 Maturity date 2026-10-22 Ex-dividend date 2026-10-13 Next coupon 2026-10-22 Coupon 0.38%% Tenor 0-2Y 💷 Settlement Clean price 99.50 — Dirty price 99.63 Accrued interest 0.130 Settlement date 2026-08-25 📊 Relative value Div (bps) -46.7bps Δ Div —bps Bench 4.02%% OIS % 3.75%% OIS spr -20.1bps Running 0.38%% Bid / Offer (clean) Bid99.50 spread 0.00 Offer99.50 Bid / Offer (dirty) Bid99.63 — Offer99.63 📈 Holding-period return Consideration £99,500.00 Accrued interest £128.42 Maturity income £35.75 Capital gain £500.00 Total costs £140.37 Net return £395.38 Effective rate 2.49%% Implied rate 4.17%% 🧮 Tax bands 0%net 3.55%tax-eq 3.55%rank 70 20%net 3.31%tax-eq 4.14%rank 67 40%net 3.07%tax-eq 5.12%rank 58 45%net 3.01%tax-eq 5.47%rank 54
	36	4 1/8% Treasury Gilt 2027 GB00BL6C7720 · Ultra-Short	4.13%	2027-01-29	0-2Y	100.04—	0.32527d	3.98%—	2.05%
🎯 Key metrics Gross yield 3.98%% — DMO yield 4.01%% Net yield 2.05%% Grossed-up yield 3.42%% Curve spread -3.7bps Years to maturity 0.43y Modified duration 0.42y DV01 0.0042 📄 Bond Issue date 2022-10-13 Maturity date 2027-01-29 Ex-dividend date 2027-01-20 Next coupon 2027-01-29 Coupon 4.13%% Tenor 0-2Y 💷 Settlement Clean price 100.04 — Dirty price 100.37 Accrued interest 0.325 Settlement date 2026-08-25 📊 Relative value Div (bps) -3.7bps Δ Div —bps Bench 4.02%% OIS % 3.87%% OIS spr +11.6bps Running 4.12%% Bid / Offer (clean) Bid100.03 spread 0.01 Offer100.04 Bid / Offer (dirty) Bid100.36 — Offer100.37 📈 Holding-period return Consideration £100,035.00 Accrued interest £305.14 Maturity income £1,064.59 Capital gain £-35.00 Total costs £317.09 Net return £712.50 Effective rate 1.66%% Implied rate 2.76%% 🧮 Tax bands 0%net 3.98%tax-eq 3.98%rank 69 20%net 3.02%tax-eq 3.77%rank 69 40%net 2.05%tax-eq 3.42%rank 69 45%net 1.81%tax-eq 3.29%rank 69
	1	3¾% Treasury Gilt 2027 GB00BPSNB460 · Ultra-Short	3.75%	2027-03-07	0-2Y	99.84—	-0.112171d	7.66%—	4.77%
🎯 Key metrics Gross yield 7.66%% — DMO yield 4.08%% Net yield 4.77%% Grossed-up yield 7.95%% Curve spread +362.8bps Years to maturity 0.53y Modified duration 0.51y DV01 0.0051 📄 Bond Issue date 2024-01-11 Maturity date 2027-03-07 Ex-dividend date 2026-08-26 Next coupon 2026-09-07 Coupon 3.75%% Tenor 0-2Y 💷 Settlement Clean price 99.84 — Dirty price 99.73 Accrued interest -0.112 Settlement date 2026-08-25 📊 Relative value Div (bps) +362.8bps Δ Div —bps Bench 4.03%% OIS % 3.91%% OIS spr +374.7bps Running 3.76%% Bid / Offer (clean) Bid99.83 spread 0.02 Offer99.85 Bid / Offer (dirty) Bid99.72 — Offer99.74 📈 Holding-period return Consideration £99,840.00 Accrued interest £1,756.85 Maturity income £1,195.89 Capital gain £160.00 Total costs £1,768.80 Net return £-412.91 Effective rate -0.78%% Implied rate -1.30%% 🧮 Tax bands 0%net 7.66%tax-eq 7.66%rank 1 20%net 6.21%tax-eq 7.76%rank 1 40%net 4.77%tax-eq 7.95%rank 8 45%net 4.41%tax-eq 8.02%rank 12
	29	1¼% Treasury Gilt 2027 GB00BDRHNP05 · Ultra-Short	1.25%	2027-07-22	0-2Y	97.45—	0.12234d	4.13%—	3.57%
🎯 Key metrics Gross yield 4.13%% — DMO yield 4.22%% Net yield 3.57%% Grossed-up yield 5.95%% Curve spread -0.4bps Years to maturity 0.91y Modified duration 0.89y DV01 0.0086 📄 Bond Issue date 2017-03-15 Maturity date 2027-07-22 Ex-dividend date 2027-01-13 Next coupon 2027-01-22 Coupon 1.25%% Tenor 0-2Y 💷 Settlement Clean price 97.45 — Dirty price 97.57 Accrued interest 0.122 Settlement date 2026-08-25 📊 Relative value Div (bps) -0.4bps Δ Div —bps Bench 4.14%% OIS % 4.06%% OIS spr +7.7bps Running 1.28%% Bid / Offer (clean) Bid97.44 spread 0.02 Offer97.46 Bid / Offer (dirty) Bid97.56 — Offer97.58 📈 Holding-period return Consideration £97,450.00 Accrued interest £116.44 Maturity income £680.14 Capital gain £2,550.00 Total costs £128.39 Net return £3,101.75 Effective rate 3.42%% Implied rate 5.85%% 🧮 Tax bands 0%net 4.13%tax-eq 4.13%rank 67 20%net 3.85%tax-eq 4.81%rank 60 40%net 3.57%tax-eq 5.95%rank 40 45%net 3.50%tax-eq 6.36%rank 34
	21	4¼% Treasury Gilt 2027 GB00B16NNR78 · Ultra-Short	4.25%	2027-12-07	0-2Y	100.01—	0.94179d	4.22%—	2.23%
🎯 Key metrics Gross yield 4.22%% — DMO yield 4.26%% Net yield 2.23%% Grossed-up yield 3.72%% Curve spread +1.8bps Years to maturity 1.28y Modified duration 1.23y DV01 0.0124 📄 Bond Issue date 2006-09-06 Maturity date 2027-12-07 Ex-dividend date 2026-11-26 Next coupon 2026-12-07 Coupon 4.25%% Tenor 0-2Y 💷 Settlement Clean price 100.01 — Dirty price 100.95 Accrued interest 0.941 Settlement date 2026-08-25 📊 Relative value Div (bps) +1.8bps Δ Div —bps Bench 4.20%% OIS % 4.16%% OIS spr +6.5bps Running 4.25%% Bid / Offer (clean) Bid99.99 spread 0.03 Offer100.02 Bid / Offer (dirty) Bid100.93 — Offer100.96 📈 Holding-period return Consideration £100,005.00 Accrued interest £919.86 Maturity income £3,276.58 Capital gain £-5.00 Total costs £931.81 Net return £2,339.76 Effective rate 1.82%% Implied rate 3.03%% 🧮 Tax bands 0%net 4.22%tax-eq 4.22%rank 66 20%net 3.23%tax-eq 4.03%rank 68 40%net 2.23%tax-eq 3.72%rank 68 45%net 1.99%tax-eq 3.61%rank 68
	65	0 1/8% Treasury Gilt 2028 GB00BMBL1G81 · Ultra-Short	0.13%	2028-01-31	0-2Y	94.57—	0.00925d	4.07%—	4.01%
🎯 Key metrics Gross yield 4.07%% — DMO yield 4.11%% Net yield 4.01%% Grossed-up yield 6.69%% Curve spread -16.1bps Years to maturity 1.43y Modified duration 1.40y DV01 0.0133 📄 Bond Issue date 2020-06-12 Maturity date 2028-01-31 Ex-dividend date 2027-01-21 Next coupon 2027-01-31 Coupon 0.13%% Tenor 0-2Y 💷 Settlement Clean price 94.57 — Dirty price 94.58 Accrued interest 0.009 Settlement date 2026-08-25 📊 Relative value Div (bps) -16.1bps Δ Div —bps Bench 4.23%% OIS % 4.19%% OIS spr -12.2bps Running 0.13%% Bid / Offer (clean) Bid94.55 spread 0.04 Offer94.59 Bid / Offer (dirty) Bid94.56 — Offer94.60 📈 Holding-period return Consideration £94,570.00 Accrued interest £8.56 Maturity income £107.67 Capital gain £5,430.00 Total costs £20.51 Net return £5,517.16 Effective rate 3.84%% Implied rate 6.77%% 🧮 Tax bands 0%net 4.07%tax-eq 4.07%rank 68 20%net 4.04%tax-eq 5.05%rank 54 40%net 4.01%tax-eq 6.69%rank 24 45%net 4.00%tax-eq 7.28%rank 21
	2	4 3/8% Treasury Gilt 2028 GB00BSQNRC93 · Ultra-Short	4.38%	2028-03-07	0-2Y	100.05—	-0.131171d	5.84%—	3.51%
🎯 Key metrics Gross yield 5.84%% — DMO yield 4.37%% Net yield 3.51%% Grossed-up yield 5.84%% Curve spread +159.7bps Years to maturity 1.53y Modified duration 1.43y DV01 0.0143 📄 Bond Issue date 2024-11-14 Maturity date 2028-03-07 Ex-dividend date 2026-08-26 Next coupon 2026-09-07 Coupon 4.38%% Tenor 0-2Y 💷 Settlement Clean price 100.05 — Dirty price 99.92 Accrued interest -0.131 Settlement date 2026-08-25 📊 Relative value Div (bps) +159.7bps Δ Div —bps Bench 4.24%% OIS % 4.20%% OIS spr +163.2bps Running 4.37%% Bid / Offer (clean) Bid100.02 spread 0.05 Offer100.07 Bid / Offer (dirty) Bid99.89 — Offer99.94 📈 Holding-period return Consideration £100,045.00 Accrued interest £2,049.66 Maturity income £4,027.40 Capital gain £-45.00 Total costs £2,061.61 Net return £1,920.79 Effective rate 1.25%% Implied rate 2.09%% 🧮 Tax bands 0%net 5.84%tax-eq 5.84%rank 3 20%net 4.67%tax-eq 5.83%rank 29 40%net 3.51%tax-eq 5.84%rank 45 45%net 3.22%tax-eq 5.85%rank 46
	14	4½% Treasury Gilt 2028 GB00BMF9LG83 · Ultra-Short	4.50%	2028-06-07	0-2Y	100.22—	0.99679d	4.36%—	2.34%
🎯 Key metrics Gross yield 4.36%% — DMO yield 4.40%% Net yield 2.34%% Grossed-up yield 3.90%% Curve spread +8.6bps Years to maturity 1.79y Modified duration 1.68y DV01 0.0170 📄 Bond Issue date 2023-06-21 Maturity date 2028-06-07 Ex-dividend date 2026-11-26 Next coupon 2026-12-07 Coupon 4.50%% Tenor 0-2Y 💷 Settlement Clean price 100.22 — Dirty price 101.22 Accrued interest 0.996 Settlement date 2026-08-25 📊 Relative value Div (bps) +8.6bps Δ Div —bps Bench 4.27%% OIS % 4.24%% OIS spr +11.9bps Running 4.49%% Bid / Offer (clean) Bid100.19 spread 0.05 Offer100.24 Bid / Offer (dirty) Bid101.19 — Offer101.24 📈 Holding-period return Consideration £100,215.00 Accrued interest £973.97 Maturity income £4,823.01 Capital gain £-215.00 Total costs £985.92 Net return £3,622.09 Effective rate 2.03%% Implied rate 3.37%% 🧮 Tax bands 0%net 4.36%tax-eq 4.36%rank 62 20%net 3.35%tax-eq 4.18%rank 66 40%net 2.34%tax-eq 3.90%rank 67 45%net 2.09%tax-eq 3.79%rank 67
	28	1 5/8% Treasury Gilt 2028 GB00BFX0ZL78 · Ultra-Short	1.63%	2028-10-22	2-5Y	94.52—	0.564125d	4.31%—	3.52%
🎯 Key metrics Gross yield 4.31%% — DMO yield 4.34%% Net yield 3.52%% Grossed-up yield 5.87%% Curve spread -0.3bps Years to maturity 2.16y Modified duration 2.07y DV01 0.0197 📄 Bond Issue date 2018-03-16 Maturity date 2028-10-22 Ex-dividend date 2026-10-13 Next coupon 2026-10-22 Coupon 1.63%% Tenor 2-5Y 💷 Settlement Clean price 94.52 — Dirty price 95.08 Accrued interest 0.564 Settlement date 2026-08-25 📊 Relative value Div (bps) -0.3bps Δ Div —bps Bench 4.31%% OIS % 4.27%% OIS spr +4.0bps Running 1.72%% Bid / Offer (clean) Bid94.49 spread 0.06 Offer94.55 Bid / Offer (dirty) Bid95.05 — Offer95.11 📈 Holding-period return Consideration £94,520.00 Accrued interest £556.51 Maturity income £2,107.60 Capital gain £5,480.00 Total costs £568.46 Net return £7,019.15 Effective rate 3.25%% Implied rate 5.73%% 🧮 Tax bands 0%net 4.31%tax-eq 4.31%rank 64 20%net 3.91%tax-eq 4.89%rank 59 40%net 3.52%tax-eq 5.87%rank 44 45%net 3.42%tax-eq 6.22%rank 39
	40	6% Treasury Stock 2028 GB0002404191 · Ultra-Short	6.00%	2028-12-07	2-5Y	103.71—	1.32879d	4.26%—	1.69%
🎯 Key metrics Gross yield 4.26%% — DMO yield 4.30%% Net yield 1.69%% Grossed-up yield 2.82%% Curve spread -5.9bps Years to maturity 2.29y Modified duration 2.10y DV01 0.0221 📄 Bond Issue date 1998-01-29 Maturity date 2028-12-07 Ex-dividend date 2026-11-26 Next coupon 2026-12-07 Coupon 6.00%% Tenor 2-5Y 💷 Settlement Clean price 103.71 — Dirty price 105.04 Accrued interest 1.328 Settlement date 2026-08-25 📊 Relative value Div (bps) -5.9bps Δ Div —bps Bench 4.32%% OIS % 4.27%% OIS spr -1.1bps Running 5.79%% Bid / Offer (clean) Bid103.67 spread 0.07 Offer103.74 Bid / Offer (dirty) Bid105.00 — Offer105.07 📈 Holding-period return Consideration £103,705.00 Accrued interest £1,298.63 Maturity income £8,235.62 Capital gain £-3,705.00 Total costs £1,310.58 Net return £3,220.04 Effective rate 1.41%% Implied rate 2.26%% 🧮 Tax bands 0%net 4.26%tax-eq 4.26%rank 65 20%net 2.98%tax-eq 3.72%rank 70 40%net 1.69%tax-eq 2.82%rank 70 45%net 1.37%tax-eq 2.49%rank 70
	33	0½% Treasury Gilt 2029 GB00BLPK7227 · Ultra-Short	0.50%	2029-01-31	2-5Y	91.26—	0.03725d	4.32%—	4.11%
🎯 Key metrics Gross yield 4.32%% — DMO yield 4.36%% Net yield 4.11%% Grossed-up yield 6.84%% Curve spread -1.2bps Years to maturity 2.44y Modified duration 2.37y DV01 0.0216 📄 Bond Issue date 2021-09-02 Maturity date 2029-01-31 Ex-dividend date 2027-01-21 Next coupon 2027-01-31 Coupon 0.50%% Tenor 2-5Y 💷 Settlement Clean price 91.26 — Dirty price 91.30 Accrued interest 0.037 Settlement date 2026-08-25 📊 Relative value Div (bps) -1.2bps Δ Div —bps Bench 4.34%% OIS % 4.28%% OIS spr +4.5bps Running 0.55%% Bid / Offer (clean) Bid91.23 spread 0.06 Offer91.29 Bid / Offer (dirty) Bid91.27 — Offer91.33 📈 Holding-period return Consideration £91,260.00 Accrued interest £34.25 Maturity income £731.51 Capital gain £8,740.00 Total costs £46.20 Net return £9,425.31 Effective rate 3.87%% Implied rate 7.06%% 🧮 Tax bands 0%net 4.32%tax-eq 4.32%rank 63 20%net 4.21%tax-eq 5.27%rank 48 40%net 4.11%tax-eq 6.84%rank 20 45%net 4.08%tax-eq 7.42%rank 20
	13	4% Treasury Gilt 2029 GB00BVP99566 · Ultra-Short	4.00%	2029-05-22	2-5Y	98.81—	1.05495d	4.46%—	2.69%
🎯 Key metrics Gross yield 4.46%% — DMO yield 4.49%% Net yield 2.69%% Grossed-up yield 4.48%% Curve spread +9.4bps Years to maturity 2.74y Modified duration 2.54y DV01 0.0254 📄 Bond Issue date 2025-10-09 Maturity date 2029-05-22 Ex-dividend date 2026-11-12 Next coupon 2026-11-22 Coupon 4.00%% Tenor 2-5Y 💷 Settlement Clean price 98.81 — Dirty price 99.86 Accrued interest 1.054 Settlement date 2026-08-25 📊 Relative value Div (bps) +9.4bps Δ Div —bps Bench 4.36%% OIS % 4.29%% OIS spr +17.0bps Running 4.05%% Bid / Offer (clean) Bid98.77 spread 0.07 Offer98.84 Bid / Offer (dirty) Bid99.82 — Offer99.89 📈 Holding-period return Consideration £98,805.00 Accrued interest £1,041.10 Maturity income £6,581.92 Capital gain £1,195.00 Total costs £1,053.05 Net return £6,723.87 Effective rate 2.45%% Implied rate 4.14%% 🧮 Tax bands 0%net 4.46%tax-eq 4.46%rank 58 20%net 3.57%tax-eq 4.46%rank 64 40%net 2.69%tax-eq 4.48%rank 65 45%net 2.47%tax-eq 4.49%rank 65
	15	4 1/8% Treasury Gilt 2029 GB00BQC82B83 · Ultra-Short	4.13%	2029-07-22	2-5Y	99.08—	0.40434d	4.46%—	2.74%
🎯 Key metrics Gross yield 4.46%% — DMO yield 4.49%% Net yield 2.74%% Grossed-up yield 4.57%% Curve spread +7.9bps Years to maturity 2.91y Modified duration 2.70y DV01 0.0269 📄 Bond Issue date 2024-05-01 Maturity date 2029-07-22 Ex-dividend date 2027-01-13 Next coupon 2027-01-22 Coupon 4.13%% Tenor 2-5Y 💷 Settlement Clean price 99.08 — Dirty price 99.48 Accrued interest 0.404 Settlement date 2026-08-25 📊 Relative value Div (bps) +7.9bps Δ Div —bps Bench 4.38%% OIS % 4.29%% OIS spr +16.6bps Running 4.16%% Bid / Offer (clean) Bid99.04 spread 0.08 Offer99.12 Bid / Offer (dirty) Bid99.44 — Offer99.52 📈 Holding-period return Consideration £99,080.00 Accrued interest £384.25 Maturity income £7,201.23 Capital gain £920.00 Total costs £396.20 Net return £7,725.04 Effective rate 2.66%% Implied rate 4.47%% 🧮 Tax bands 0%net 4.46%tax-eq 4.46%rank 59 20%net 3.60%tax-eq 4.50%rank 63 40%net 2.74%tax-eq 4.57%rank 64 45%net 2.53%tax-eq 4.60%rank 64
	24	0 7/8% Treasury Gilt 2029 GB00BJMHB534 · Short	0.88%	2029-10-22	2-5Y	89.68—	0.304125d	4.41%—	3.99%
🎯 Key metrics Gross yield 4.41%% — DMO yield 4.44%% Net yield 3.99%% Grossed-up yield 6.65%% Curve spread +0.9bps Years to maturity 3.16y Modified duration 3.04y DV01 0.0274 📄 Bond Issue date 2019-06-19 Maturity date 2029-10-22 Ex-dividend date 2026-10-13 Next coupon 2026-10-22 Coupon 0.88%% Tenor 2-5Y 💷 Settlement Clean price 89.68 — Dirty price 89.98 Accrued interest 0.304 Settlement date 2026-08-25 📊 Relative value Div (bps) +0.9bps Δ Div —bps Bench 4.40%% OIS % 4.29%% OIS spr +11.4bps Running 0.98%% Bid / Offer (clean) Bid89.64 spread 0.08 Offer89.72 Bid / Offer (dirty) Bid89.94 — Offer90.02 📈 Holding-period return Consideration £89,680.00 Accrued interest £299.66 Maturity income £1,659.86 Capital gain £10,320.00 Total costs £311.61 Net return £11,668.26 Effective rate 3.69%% Implied rate 6.86%% 🧮 Tax bands 0%net 4.41%tax-eq 4.41%rank 61 20%net 4.20%tax-eq 5.25%rank 49 40%net 3.99%tax-eq 6.65%rank 26 45%net 3.94%tax-eq 7.17%rank 22
	3	4 3/8% Treasury Gilt 2030 GB00BSQNRD01 · Short	4.38%	2030-03-07	2-5Y	99.56—	-0.131171d	5.19%—	3.16%
🎯 Key metrics Gross yield 5.19%% — DMO yield 4.53%% Net yield 3.16%% Grossed-up yield 5.27%% Curve spread +75.7bps Years to maturity 3.53y Modified duration 3.16y DV01 0.0314 📄 Bond Issue date 2025-01-09 Maturity date 2030-03-07 Ex-dividend date 2026-08-26 Next coupon 2026-09-07 Coupon 4.38%% Tenor 2-5Y 💷 Settlement Clean price 99.56 — Dirty price 99.43 Accrued interest -0.131 Settlement date 2026-08-25 📊 Relative value Div (bps) +75.7bps Δ Div —bps Bench 4.43%% OIS % 4.30%% OIS spr +88.9bps Running 4.39%% Bid / Offer (clean) Bid99.51 spread 0.10 Offer99.61 Bid / Offer (dirty) Bid99.38 — Offer99.48 📈 Holding-period return Consideration £99,560.00 Accrued interest £2,049.66 Maturity income £9,277.40 Capital gain £440.00 Total costs £2,061.61 Net return £7,655.79 Effective rate 2.17%% Implied rate 3.63%% 🧮 Tax bands 0%net 5.19%tax-eq 5.19%rank 42 20%net 4.17%tax-eq 5.22%rank 50 40%net 3.16%tax-eq 5.27%rank 55 45%net 2.91%tax-eq 5.30%rank 57
	37	0 3/8% Treasury Gilt 2030 GB00BL68HH02 · Short	0.38%	2030-10-22	2-5Y	84.70—	0.130125d	4.45%—	4.27%
🎯 Key metrics Gross yield 4.45%% — DMO yield 4.47%% Net yield 4.27%% Grossed-up yield 7.11%% Curve spread -4.5bps Years to maturity 4.16y Modified duration 4.03y DV01 0.0342 📄 Bond Issue date 2020-05-13 Maturity date 2030-10-22 Ex-dividend date 2026-10-13 Next coupon 2026-10-22 Coupon 0.38%% Tenor 2-5Y 💷 Settlement Clean price 84.70 — Dirty price 84.83 Accrued interest 0.130 Settlement date 2026-08-25 📊 Relative value Div (bps) -4.5bps Δ Div —bps Bench 4.49%% OIS % 4.31%% OIS spr +13.2bps Running 0.44%% Bid / Offer (clean) Bid84.64 spread 0.11 Offer84.75 Bid / Offer (dirty) Bid84.77 — Offer84.88 📈 Holding-period return Consideration £84,695.00 Accrued interest £128.42 Maturity income £936.37 Capital gain £15,305.00 Total costs £140.37 Net return £16,101.00 Effective rate 3.87%% Implied rate 7.61%% 🧮 Tax bands 0%net 4.45%tax-eq 4.45%rank 60 20%net 4.36%tax-eq 5.45%rank 43 40%net 4.27%tax-eq 7.11%rank 17 45%net 4.24%tax-eq 7.72%rank 17
	35	4¾% Treasury Gilt 2030 GB00B24FF097 · Short	4.75%	2030-12-07	2-5Y	101.04—	1.05179d	4.47%—	2.48%
🎯 Key metrics Gross yield 4.47%% — DMO yield 4.50%% Net yield 2.48%% Grossed-up yield 4.14%% Curve spread -3.1bps Years to maturity 4.28y Modified duration 3.81y DV01 0.0389 📄 Bond Issue date 2007-10-03 Maturity date 2030-12-07 Ex-dividend date 2026-11-26 Next coupon 2026-12-07 Coupon 4.75%% Tenor 2-5Y 💷 Settlement Clean price 101.04 — Dirty price 102.09 Accrued interest 1.051 Settlement date 2026-08-25 📊 Relative value Div (bps) -3.1bps Δ Div —bps Bench 4.50%% OIS % 4.32%% OIS spr +15.5bps Running 4.70%% Bid / Offer (clean) Bid100.98 spread 0.12 Offer101.10 Bid / Offer (dirty) Bid102.03 — Offer102.15 📈 Holding-period return Consideration £101,040.00 Accrued interest £1,028.08 Maturity income £12,219.86 Capital gain £-1,040.00 Total costs £1,040.03 Net return £10,139.83 Effective rate 2.36%% Implied rate 3.90%% 🧮 Tax bands 0%net 4.47%tax-eq 4.47%rank 57 20%net 3.48%tax-eq 4.35%rank 65 40%net 2.48%tax-eq 4.14%rank 66 45%net 2.24%tax-eq 4.07%rank 66
	4	4 1/8% Treasury Gilt 2031 GB00BVP99673 · Short	4.13%	2031-03-07	2-5Y	98.18—	-0.123171d	5.09%—	3.21%
🎯 Key metrics Gross yield 5.09%% — DMO yield 4.59%% Net yield 3.21%% Grossed-up yield 5.36%% Curve spread +56.2bps Years to maturity 4.53y Modified duration 3.99y DV01 0.0391 📄 Bond Issue date 2025-10-24 Maturity date 2031-03-07 Ex-dividend date 2026-08-26 Next coupon 2026-09-07 Coupon 4.13%% Tenor 2-5Y 💷 Settlement Clean price 98.18 — Dirty price 98.06 Accrued interest -0.123 Settlement date 2026-08-25 📊 Relative value Div (bps) +56.2bps Δ Div —bps Bench 4.53%% OIS % 4.32%% OIS spr +76.5bps Running 4.20%% Bid / Offer (clean) Bid98.12 spread 0.12 Offer98.24 Bid / Offer (dirty) Bid98.00 — Offer98.12 📈 Holding-period return Consideration £98,180.00 Accrued interest £1,932.53 Maturity income £11,222.26 Capital gain £1,820.00 Total costs £1,944.48 Net return £11,097.78 Effective rate 2.45%% Implied rate 4.15%% 🧮 Tax bands 0%net 5.09%tax-eq 5.09%rank 45 20%net 4.15%tax-eq 5.19%rank 51 40%net 3.21%tax-eq 5.36%rank 54 45%net 2.98%tax-eq 5.42%rank 55
	42	0¼% Treasury Gilt 2031 GB00BMGR2809 · Short	0.25%	2031-07-31	2-5Y	81.40—	0.01825d	4.50%—	4.38%
🎯 Key metrics Gross yield 4.50%% — DMO yield 4.52%% Net yield 4.38%% Grossed-up yield 7.30%% Curve spread -7.0bps Years to maturity 4.93y Modified duration 4.79y DV01 0.0390 📄 Bond Issue date 2020-11-13 Maturity date 2031-07-31 Ex-dividend date 2027-01-21 Next coupon 2027-01-31 Coupon 0.25%% Tenor 2-5Y 💷 Settlement Clean price 81.40 — Dirty price 81.42 Accrued interest 0.018 Settlement date 2026-08-25 📊 Relative value Div (bps) -7.0bps Δ Div —bps Bench 4.57%% OIS % 4.34%% OIS spr +16.0bps Running 0.31%% Bid / Offer (clean) Bid81.34 spread 0.12 Offer81.46 Bid / Offer (dirty) Bid81.36 — Offer81.48 📈 Holding-period return Consideration £81,400.00 Accrued interest £17.12 Maturity income £740.14 Capital gain £18,600.00 Total costs £29.07 Net return £19,311.06 Effective rate 3.91%% Implied rate 8.01%% 🧮 Tax bands 0%net 4.50%tax-eq 4.50%rank 56 20%net 4.44%tax-eq 5.55%rank 39 40%net 4.38%tax-eq 7.30%rank 16 45%net 4.37%tax-eq 7.94%rank 14
	19	4% Treasury Gilt 2031 GB00BPSNBF73 · Short	4.00%	2031-10-22	5-10Y	97.18—	1.388125d	4.61%—	2.87%
🎯 Key metrics Gross yield 4.61%% — DMO yield 4.64%% Net yield 2.87%% Grossed-up yield 4.79%% Curve spread +2.4bps Years to maturity 5.16y Modified duration 4.54y DV01 0.0447 📄 Bond Issue date 2024-02-29 Maturity date 2031-10-22 Ex-dividend date 2026-10-13 Next coupon 2026-10-22 Coupon 4.00%% Tenor 5-10Y 💷 Settlement Clean price 97.18 — Dirty price 98.57 Accrued interest 1.388 Settlement date 2026-08-25 📊 Relative value Div (bps) +2.4bps Δ Div —bps Bench 4.59%% OIS % 4.35%% OIS spr +26.9bps Running 4.12%% Bid / Offer (clean) Bid97.11 spread 0.14 Offer97.25 Bid / Offer (dirty) Bid98.50 — Offer98.64 📈 Holding-period return Consideration £97,180.00 Accrued interest £1,369.86 Maturity income £12,387.95 Capital gain £2,820.00 Total costs £1,381.81 Net return £13,826.13 Effective rate 2.68%% Implied rate 4.59%% 🧮 Tax bands 0%net 4.61%tax-eq 4.61%rank 55 20%net 3.74%tax-eq 4.68%rank 61 40%net 2.87%tax-eq 4.79%rank 62 45%net 2.66%tax-eq 4.83%rank 62
	17	1% Treasury Gilt 2032 GB00BM8Z2T38 · Short	1.00%	2032-01-31	5-10Y	82.66—	0.07325d	4.65%—	4.20%
🎯 Key metrics Gross yield 4.65%% — DMO yield 4.67%% Net yield 4.20%% Grossed-up yield 7.00%% Curve spread +2.9bps Years to maturity 5.43y Modified duration 5.16y DV01 0.0427 📄 Bond Issue date 2021-12-02 Maturity date 2032-01-31 Ex-dividend date 2027-01-21 Next coupon 2027-01-31 Coupon 1.00%% Tenor 5-10Y 💷 Settlement Clean price 82.66 — Dirty price 82.73 Accrued interest 0.073 Settlement date 2026-08-25 📊 Relative value Div (bps) +2.9bps Δ Div —bps Bench 4.62%% OIS % 4.36%% OIS spr +29.2bps Running 1.21%% Bid / Offer (clean) Bid82.59 spread 0.13 Offer82.72 Bid / Offer (dirty) Bid82.66 — Offer82.79 📈 Holding-period return Consideration £82,655.00 Accrued interest £68.49 Maturity income £3,263.01 Capital gain £17,345.00 Total costs £80.44 Net return £20,527.57 Effective rate 3.77%% Implied rate 7.61%% 🧮 Tax bands 0%net 4.65%tax-eq 4.65%rank 53 20%net 4.42%tax-eq 5.53%rank 40 40%net 4.20%tax-eq 7.00%rank 19 45%net 4.14%tax-eq 7.53%rank 18
	5	4 5/8% Treasury Gilt 2032 ⚠ GB00BWGDRG14 · Short	4.63%	2032-03-07	5-10Y	99.82—	0.276171d	5.06%—	3.01%
🎯 Key metrics Gross yield 5.06%% — DMO yield 4.68%% Net yield 3.01%% Grossed-up yield 5.02%% Curve spread +42.6bps Years to maturity 5.53y Modified duration 4.71y DV01 0.0472 📄 Bond Issue date 2026-08-05 Maturity date 2032-03-07 Ex-dividend date 2027-02-25 Next coupon 2026-09-07 Coupon 4.63%% Tenor 5-10Y 💷 Settlement Clean price 99.82 — Dirty price 100.10 Accrued interest 0.276 Settlement date 2026-08-25 📊 Relative value Div (bps) +42.6bps Δ Div —bps Bench 4.63%% OIS % 4.36%% OIS spr +69.4bps Running 4.63%% Bid / Offer (clean) Bid99.74 spread 0.15 Offer99.89 Bid / Offer (dirty) Bid100.02 — Offer100.17 📈 Holding-period return Consideration £99,815.00 Accrued interest £2,166.78 Maturity income £15,365.14 Capital gain £185.00 Total costs £2,178.73 Net return £13,371.41 Effective rate 2.41%% Implied rate 4.03%% 🧮 Tax bands 0%net 5.06%tax-eq 5.06%rank 46 20%net 4.03%tax-eq 5.04%rank 56 40%net 3.01%tax-eq 5.02%rank 60 45%net 2.76%tax-eq 5.01%rank 60
	34	4¼% Treasury Stock 2032 GB0004893086 · Short	4.25%	2032-06-07	5-10Y	98.05—	0.94179d	4.63%—	2.84%
🎯 Key metrics Gross yield 4.63%% — DMO yield 4.65%% Net yield 2.84%% Grossed-up yield 4.74%% Curve spread -2.4bps Years to maturity 5.79y Modified duration 5.02y DV01 0.0497 📄 Bond Issue date 2000-05-25 Maturity date 2032-06-07 Ex-dividend date 2026-11-26 Next coupon 2026-12-07 Coupon 4.25%% Tenor 5-10Y 💷 Settlement Clean price 98.05 — Dirty price 98.99 Accrued interest 0.941 Settlement date 2026-08-25 📊 Relative value Div (bps) -2.4bps Δ Div —bps Bench 4.66%% OIS % 4.37%% OIS spr +26.0bps Running 4.33%% Bid / Offer (clean) Bid97.97 spread 0.15 Offer98.12 Bid / Offer (dirty) Bid98.91 — Offer99.06 📈 Holding-period return Consideration £98,045.00 Accrued interest £919.86 Maturity income £14,762.05 Capital gain £1,955.00 Total costs £931.81 Net return £15,785.24 Effective rate 2.73%% Implied rate 4.64%% 🧮 Tax bands 0%net 4.63%tax-eq 4.63%rank 54 20%net 3.74%tax-eq 4.67%rank 62 40%net 2.84%tax-eq 4.74%rank 63 45%net 2.62%tax-eq 4.77%rank 63
	22	3¼% Treasury Gilt 2033 GB00BMV7TC88 · Short	3.25%	2033-01-31	5-10Y	91.78—	0.23825d	4.74%—	3.36%
🎯 Key metrics Gross yield 4.74%% — DMO yield 4.76%% Net yield 3.36%% Grossed-up yield 5.61%% Curve spread +1.5bps Years to maturity 6.44y Modified duration 5.68y DV01 0.0522 📄 Bond Issue date 2023-01-11 Maturity date 2033-01-31 Ex-dividend date 2027-01-21 Next coupon 2027-01-31 Coupon 3.25%% Tenor 5-10Y 💷 Settlement Clean price 91.78 — Dirty price 92.02 Accrued interest 0.238 Settlement date 2026-08-25 📊 Relative value Div (bps) +1.5bps Δ Div —bps Bench 4.73%% OIS % 4.41%% OIS spr +33.8bps Running 3.54%% Bid / Offer (clean) Bid91.70 spread 0.16 Offer91.86 Bid / Offer (dirty) Bid91.94 — Offer92.10 📈 Holding-period return Consideration £91,780.00 Accrued interest £222.60 Maturity income £12,560.14 Capital gain £8,220.00 Total costs £234.55 Net return £20,545.58 Effective rate 3.19%% Implied rate 5.79%% 🧮 Tax bands 0%net 4.74%tax-eq 4.74%rank 52 20%net 4.05%tax-eq 5.07%rank 53 40%net 3.36%tax-eq 5.61%rank 48 45%net 3.19%tax-eq 5.80%rank 48
	6	4 1/8% Treasury Gilt 2033 GB00BVP99780 · Short	4.13%	2033-03-07	5-10Y	96.45—	-0.123171d	5.14%—	3.30%
🎯 Key metrics Gross yield 5.14%% — DMO yield 4.78%% Net yield 3.30%% Grossed-up yield 5.50%% Curve spread +40.2bps Years to maturity 6.53y Modified duration 5.51y DV01 0.0531 📄 Bond Issue date 2025-10-30 Maturity date 2033-03-07 Ex-dividend date 2026-08-26 Next coupon 2026-09-07 Coupon 4.13%% Tenor 5-10Y 💷 Settlement Clean price 96.45 — Dirty price 96.33 Accrued interest -0.123 Settlement date 2026-08-25 📊 Relative value Div (bps) +40.2bps Δ Div —bps Bench 4.74%% OIS % 4.41%% OIS spr +73.2bps Running 4.28%% Bid / Offer (clean) Bid96.37 spread 0.16 Offer96.53 Bid / Offer (dirty) Bid96.25 — Offer96.41 📈 Holding-period return Consideration £96,450.00 Accrued interest £1,932.53 Maturity income £16,179.04 Capital gain £3,550.00 Total costs £1,944.48 Net return £17,784.56 Effective rate 2.72%% Implied rate 4.70%% 🧮 Tax bands 0%net 5.14%tax-eq 5.14%rank 43 20%net 4.22%tax-eq 5.27%rank 47 40%net 3.30%tax-eq 5.50%rank 51 45%net 3.07%tax-eq 5.59%rank 50
	20	0 7/8% Green Gilt 2033 GB00BM8Z2S21 · Short	0.88%	2033-07-31	5-10Y	77.05—	0.06425d	4.81%—	4.40%
🎯 Key metrics Gross yield 4.81%% — DMO yield 4.82%% Net yield 4.40%% Grossed-up yield 7.33%% Curve spread +2.1bps Years to maturity 6.93y Modified duration 6.54y DV01 0.0505 📄 Bond Issue date 2021-09-22 Maturity date 2033-07-31 Ex-dividend date 2027-01-21 Next coupon 2027-01-31 Coupon 0.88%% Tenor 5-10Y 💷 Settlement Clean price 77.05 — Dirty price 77.11 Accrued interest 0.064 Settlement date 2026-08-25 📊 Relative value Div (bps) +2.1bps Δ Div —bps Bench 4.79%% OIS % 4.43%% OIS spr +37.4bps Running 1.14%% Bid / Offer (clean) Bid76.97 spread 0.15 Offer77.12 Bid / Offer (dirty) Bid77.03 — Offer77.18 📈 Holding-period return Consideration £77,045.00 Accrued interest £59.93 Maturity income £3,641.92 Capital gain £22,955.00 Total costs £71.88 Net return £26,525.04 Effective rate 3.82%% Implied rate 8.27%% 🧮 Tax bands 0%net 4.81%tax-eq 4.81%rank 51 20%net 4.60%tax-eq 5.75%rank 32 40%net 4.40%tax-eq 7.33%rank 15 45%net 4.35%tax-eq 7.90%rank 15
	23	4 5/8% Treasury Gilt 2034 GB00BPJJKN53 · Medium	4.63%	2034-01-31	5-10Y	98.55—	0.33925d	4.86%—	2.97%
🎯 Key metrics Gross yield 4.86%% — DMO yield 4.87%% Net yield 2.97%% Grossed-up yield 4.95%% Curve spread +1.3bps Years to maturity 7.44y Modified duration 6.19y DV01 0.0613 📄 Bond Issue date 2023-10-12 Maturity date 2034-01-31 Ex-dividend date 2027-01-21 Next coupon 2027-01-31 Coupon 4.63%% Tenor 5-10Y 💷 Settlement Clean price 98.55 — Dirty price 98.89 Accrued interest 0.339 Settlement date 2026-08-25 📊 Relative value Div (bps) +1.3bps Δ Div —bps Bench 4.84%% OIS % 4.46%% OIS spr +39.3bps Running 4.69%% Bid / Offer (clean) Bid98.45 spread 0.19 Offer98.64 Bid / Offer (dirty) Bid98.79 — Offer98.98 📈 Holding-period return Consideration £98,545.00 Accrued interest £316.78 Maturity income £20,649.04 Capital gain £1,455.00 Total costs £328.73 Net return £21,775.31 Effective rate 2.93%% Implied rate 4.95%% 🧮 Tax bands 0%net 4.86%tax-eq 4.86%rank 50 20%net 3.91%tax-eq 4.89%rank 58 40%net 2.97%tax-eq 4.95%rank 61 45%net 2.74%tax-eq 4.98%rank 61
	26	4¼% Treasury Gilt 2034 GB00BQC82C90 · Medium	4.25%	2034-07-31	5-10Y	95.70—	0.31225d	4.91%—	3.15%
🎯 Key metrics Gross yield 4.91%% — DMO yield 4.92%% Net yield 3.15%% Grossed-up yield 5.25%% Curve spread +0.8bps Years to maturity 7.93y Modified duration 6.60y DV01 0.0634 📄 Bond Issue date 2024-06-12 Maturity date 2034-07-31 Ex-dividend date 2027-01-21 Next coupon 2027-01-31 Coupon 4.25%% Tenor 5-10Y 💷 Settlement Clean price 95.70 — Dirty price 96.01 Accrued interest 0.312 Settlement date 2026-08-25 📊 Relative value Div (bps) +0.8bps Δ Div —bps Bench 4.90%% OIS % 4.49%% OIS spr +41.4bps Running 4.44%% Bid / Offer (clean) Bid95.60 spread 0.19 Offer95.79 Bid / Offer (dirty) Bid95.91 — Offer96.10 📈 Holding-period return Consideration £95,695.00 Accrued interest £291.10 Maturity income £20,239.32 Capital gain £4,305.00 Total costs £303.05 Net return £24,241.27 Effective rate 3.05%% Implied rate 5.32%% 🧮 Tax bands 0%net 4.91%tax-eq 4.91%rank 49 20%net 4.03%tax-eq 5.03%rank 57 40%net 3.15%tax-eq 5.25%rank 56 45%net 2.93%tax-eq 5.32%rank 56
	8	4½% Treasury Gilt 2034 GB00B52WS153 · Medium	4.50%	2034-09-07	5-10Y	97.37—	-0.135171d	5.25%—	3.27%
🎯 Key metrics Gross yield 5.25%% — DMO yield 4.91%% Net yield 3.27%% Grossed-up yield 5.46%% Curve spread +33.7bps Years to maturity 8.04y Modified duration 6.48y DV01 0.0630 📄 Bond Issue date 2009-06-17 Maturity date 2034-09-07 Ex-dividend date 2026-08-26 Next coupon 2026-09-07 Coupon 4.50%% Tenor 5-10Y 💷 Settlement Clean price 97.37 — Dirty price 97.24 Accrued interest -0.135 Settlement date 2026-08-25 📊 Relative value Div (bps) +33.7bps Δ Div —bps Bench 4.91%% OIS % 4.50%% OIS spr +74.9bps Running 4.62%% Bid / Offer (clean) Bid97.27 spread 0.19 Offer97.46 Bid / Offer (dirty) Bid97.14 — Offer97.33 📈 Holding-period return Consideration £97,365.00 Accrued interest £2,108.22 Maturity income £21,710.96 Capital gain £2,635.00 Total costs £2,120.17 Net return £22,225.79 Effective rate 2.76%% Implied rate 4.73%% 🧮 Tax bands 0%net 5.25%tax-eq 5.25%rank 41 20%net 4.26%tax-eq 5.32%rank 46 40%net 3.27%tax-eq 5.46%rank 53 45%net 3.03%tax-eq 5.51%rank 53
	7	4½% Treasury Gilt 2035 GB00BT7J0027 · Medium	4.50%	2035-03-07	5-10Y	96.69—	-0.135171d	5.31%—	3.34%
🎯 Key metrics Gross yield 5.31%% — DMO yield 4.99%% Net yield 3.34%% Grossed-up yield 5.56%% Curve spread +34.6bps Years to maturity 8.53y Modified duration 6.80y DV01 0.0656 📄 Bond Issue date 2025-02-12 Maturity date 2035-03-07 Ex-dividend date 2026-08-26 Next coupon 2026-09-07 Coupon 4.50%% Tenor 5-10Y 💷 Settlement Clean price 96.69 — Dirty price 96.56 Accrued interest -0.135 Settlement date 2026-08-25 📊 Relative value Div (bps) +34.6bps Δ Div —bps Bench 4.97%% OIS % 4.53%% OIS spr +78.4bps Running 4.65%% Bid / Offer (clean) Bid96.59 spread 0.20 Offer96.79 Bid / Offer (dirty) Bid96.46 — Offer96.66 📈 Holding-period return Consideration £96,690.00 Accrued interest £2,108.22 Maturity income £23,049.86 Capital gain £3,310.00 Total costs £2,120.17 Net return £24,239.69 Effective rate 2.84%% Implied rate 4.89%% 🧮 Tax bands 0%net 5.31%tax-eq 5.31%rank 38 20%net 4.32%tax-eq 5.40%rank 44 40%net 3.34%tax-eq 5.56%rank 49 45%net 3.09%tax-eq 5.62%rank 49
	30	0 5/8% Treasury Gilt 2035 GB00BMGR2916 · Medium	0.63%	2035-07-31	5-10Y	68.74—	0.04625d	5.01%—	4.70%
🎯 Key metrics Gross yield 5.01%% — DMO yield 5.02%% Net yield 4.70%% Grossed-up yield 7.83%% Curve spread -0.6bps Years to maturity 8.93y Modified duration 8.42y DV01 0.0579 📄 Bond Issue date 2020-09-09 Maturity date 2035-07-31 Ex-dividend date 2027-01-21 Next coupon 2027-01-31 Coupon 0.63%% Tenor 5-10Y 💷 Settlement Clean price 68.74 — Dirty price 68.79 Accrued interest 0.046 Settlement date 2026-08-25 📊 Relative value Div (bps) -0.6bps Δ Div —bps Bench 5.01%% OIS % 4.56%% OIS spr +45.1bps Running 0.91%% Bid / Offer (clean) Bid68.65 spread 0.18 Offer68.83 Bid / Offer (dirty) Bid68.70 — Offer68.88 📈 Holding-period return Consideration £68,740.00 Accrued interest £42.81 Maturity income £3,351.37 Capital gain £31,260.00 Total costs £54.76 Net return £34,556.61 Effective rate 3.87%% Implied rate 9.38%% 🧮 Tax bands 0%net 5.01%tax-eq 5.01%rank 48 20%net 4.85%tax-eq 6.07%rank 16 40%net 4.70%tax-eq 7.83%rank 10 45%net 4.66%tax-eq 8.47%rank 7
	27	4¾% Treasury Gilt 2035 GB00BTXS1K06 · Medium	4.75%	2035-10-22	5-10Y	97.85—	1.648125d	5.04%—	3.04%
🎯 Key metrics Gross yield 5.04%% — DMO yield 5.05%% Net yield 3.04%% Grossed-up yield 5.06%% Curve spread +0.2bps Years to maturity 9.16y Modified duration 7.21y DV01 0.0717 📄 Bond Issue date 2025-09-03 Maturity date 2035-10-22 Ex-dividend date 2026-10-13 Next coupon 2026-10-22 Coupon 4.75%% Tenor 5-10Y 💷 Settlement Clean price 97.85 — Dirty price 99.50 Accrued interest 1.648 Settlement date 2026-08-25 📊 Relative value Div (bps) +0.2bps Δ Div —bps Bench 5.04%% OIS % 4.57%% OIS spr +47.0bps Running 4.85%% Bid / Offer (clean) Bid97.74 spread 0.22 Offer97.96 Bid / Offer (dirty) Bid99.39 — Offer99.61 📈 Holding-period return Consideration £97,850.00 Accrued interest £1,626.71 Maturity income £26,118.49 Capital gain £2,150.00 Total costs £1,638.66 Net return £26,629.83 Effective rate 2.91%% Implied rate 4.95%% 🧮 Tax bands 0%net 5.04%tax-eq 5.04%rank 47 20%net 4.04%tax-eq 5.05%rank 55 40%net 3.04%tax-eq 5.06%rank 59 45%net 2.79%tax-eq 5.07%rank 59
	10	4¼% Treasury Stock 2036 GB0032452392 · Medium	4.25%	2036-03-07	5-10Y	93.84—	-0.127171d	5.37%—	3.48%
🎯 Key metrics Gross yield 5.37%% — DMO yield 5.08%% Net yield 3.48%% Grossed-up yield 5.80%% Curve spread +28.8bps Years to maturity 9.53y Modified duration 7.49y DV01 0.0702 📄 Bond Issue date 2003-02-27 Maturity date 2036-03-07 Ex-dividend date 2026-08-26 Next coupon 2026-09-07 Coupon 4.25%% Tenor 5-10Y 💷 Settlement Clean price 93.84 — Dirty price 93.71 Accrued interest -0.127 Settlement date 2026-08-25 📊 Relative value Div (bps) +28.8bps Δ Div —bps Bench 5.08%% OIS % 4.60%% OIS spr +77.3bps Running 4.53%% Bid / Offer (clean) Bid93.73 spread 0.21 Offer93.94 Bid / Offer (dirty) Bid93.60 — Offer93.81 📈 Holding-period return Consideration £93,835.00 Accrued interest £1,991.10 Maturity income £24,326.30 Capital gain £6,165.00 Total costs £2,003.05 Net return £28,488.26 Effective rate 2.99%% Implied rate 5.30%% 🧮 Tax bands 0%net 5.37%tax-eq 5.37%rank 34 20%net 4.42%tax-eq 5.53%rank 41 40%net 3.48%tax-eq 5.80%rank 46 45%net 3.24%tax-eq 5.90%rank 45
	31	4 7/8% Treasury Gilt 2036 GB00BWBR1N39 · Medium	4.88%	2036-07-31	5-10Y	98.10—	0.35825d	5.12%—	3.13%
🎯 Key metrics Gross yield 5.12%% — DMO yield 5.13%% Net yield 3.13%% Grossed-up yield 5.22%% Curve spread -0.6bps Years to maturity 9.93y Modified duration 7.74y DV01 0.0762 📄 Bond Issue date 2026-04-15 Maturity date 2036-07-31 Ex-dividend date 2027-01-21 Next coupon 2027-01-31 Coupon 4.88%% Tenor 5-10Y 💷 Settlement Clean price 98.10 — Dirty price 98.46 Accrued interest 0.358 Settlement date 2026-08-25 📊 Relative value Div (bps) -0.6bps Δ Div —bps Bench 5.12%% OIS % 4.62%% OIS spr +49.7bps Running 4.97%% Bid / Offer (clean) Bid97.98 spread 0.23 Offer98.21 Bid / Offer (dirty) Bid98.34 — Offer98.57 📈 Holding-period return Consideration £98,095.00 Accrued interest £333.90 Maturity income £29,073.70 Capital gain £1,905.00 Total costs £345.85 Net return £30,632.84 Effective rate 3.08%% Implied rate 5.24%% 🧮 Tax bands 0%net 5.12%tax-eq 5.12%rank 44 20%net 4.12%tax-eq 5.15%rank 52 40%net 3.13%tax-eq 5.22%rank 57 45%net 2.88%tax-eq 5.24%rank 58
	9	4 5/8% Green Gilt 2037 GB00BVP99905 · Medium	4.63%	2037-03-07	10-20Y	95.54—	-0.138171d	5.48%—	3.45%
🎯 Key metrics Gross yield 5.48%% — DMO yield 5.19%% Net yield 3.45%% Grossed-up yield 5.74%% Curve spread +28.8bps Years to maturity 10.53y Modified duration 7.96y DV01 0.0760 📄 Bond Issue date 2026-03-11 Maturity date 2037-03-07 Ex-dividend date 2026-08-26 Next coupon 2026-09-07 Coupon 4.63%% Tenor 10-20Y 💷 Settlement Clean price 95.54 — Dirty price 95.40 Accrued interest -0.138 Settlement date 2026-08-25 📊 Relative value Div (bps) +28.8bps Δ Div —bps Bench 5.19%% OIS % 4.66%% OIS spr +81.7bps Running 4.84%% Bid / Offer (clean) Bid95.42 spread 0.24 Offer95.66 Bid / Offer (dirty) Bid95.28 — Offer95.52 📈 Holding-period return Consideration £95,540.00 Accrued interest £2,166.78 Maturity income £29,247.74 Capital gain £4,460.00 Total costs £2,178.73 Net return £31,529.01 Effective rate 2.99%% Implied rate 5.22%% 🧮 Tax bands 0%net 5.48%tax-eq 5.48%rank 29 20%net 4.46%tax-eq 5.57%rank 37 40%net 3.45%tax-eq 5.74%rank 47 45%net 3.19%tax-eq 5.81%rank 47
	12	1¾% Treasury Gilt 2037 GB00BZB26Y51 · Medium	1.75%	2037-09-07	10-20Y	71.21—	-0.052171d	5.34%—	4.44%
🎯 Key metrics Gross yield 5.34%% — DMO yield 5.22%% Net yield 4.44%% Grossed-up yield 7.40%% Curve spread +10.1bps Years to maturity 11.04y Modified duration 9.48y DV01 0.0674 📄 Bond Issue date 2016-11-09 Maturity date 2037-09-07 Ex-dividend date 2026-08-26 Next coupon 2026-09-07 Coupon 1.75%% Tenor 10-20Y 💷 Settlement Clean price 71.21 — Dirty price 71.16 Accrued interest -0.052 Settlement date 2026-08-25 📊 Relative value Div (bps) +10.1bps Δ Div —bps Bench 5.24%% OIS % 4.69%% OIS spr +65.0bps Running 2.46%% Bid / Offer (clean) Bid71.11 spread 0.20 Offer71.31 Bid / Offer (dirty) Bid71.06 — Offer71.26 📈 Holding-period return Consideration £71,210.00 Accrued interest £819.86 Maturity income £11,596.03 Capital gain £28,790.00 Total costs £831.81 Net return £39,554.21 Effective rate 3.58%% Implied rate 8.38%% 🧮 Tax bands 0%net 5.34%tax-eq 5.34%rank 36 20%net 4.89%tax-eq 6.11%rank 13 40%net 4.44%tax-eq 7.40%rank 14 45%net 4.33%tax-eq 7.87%rank 16
	32	3¾% Treasury Gilt 2038 GB00BQC4R999 · Medium	3.75%	2038-01-29	10-20Y	87.04—	0.29627d	5.27%—	3.63%
🎯 Key metrics Gross yield 5.27%% — DMO yield 5.28%% Net yield 3.63%% Grossed-up yield 6.05%% Curve spread -0.8bps Years to maturity 11.43y Modified duration 8.96y DV01 0.0782 📄 Bond Issue date 2022-11-09 Maturity date 2038-01-29 Ex-dividend date 2027-01-20 Next coupon 2027-01-29 Coupon 3.75%% Tenor 10-20Y 💷 Settlement Clean price 87.04 — Dirty price 87.34 Accrued interest 0.296 Settlement date 2026-08-25 📊 Relative value Div (bps) -0.8bps Δ Div —bps Bench 5.28%% OIS % 4.72%% OIS spr +55.6bps Running 4.31%% Bid / Offer (clean) Bid86.92 spread 0.24 Offer87.16 Bid / Offer (dirty) Bid87.22 — Offer87.46 📈 Holding-period return Consideration £87,040.00 Accrued interest £277.40 Maturity income £25,736.30 Capital gain £12,960.00 Total costs £289.35 Net return £38,406.95 Effective rate 3.36%% Implied rate 6.43%% 🧮 Tax bands 0%net 5.27%tax-eq 5.27%rank 40 20%net 4.45%tax-eq 5.56%rank 38 40%net 3.63%tax-eq 6.05%rank 37 45%net 3.43%tax-eq 6.23%rank 38
	41	4¾% Treasury Stock 2038 GB00B00NY175 · Medium	4.75%	2038-12-07	10-20Y	95.06—	1.05179d	5.30%—	3.30%
🎯 Key metrics Gross yield 5.30%% — DMO yield 5.31%% Net yield 3.30%% Grossed-up yield 5.50%% Curve spread -6.2bps Years to maturity 12.28y Modified duration 9.02y DV01 0.0867 📄 Bond Issue date 2004-04-23 Maturity date 2038-12-07 Ex-dividend date 2026-11-26 Next coupon 2026-12-07 Coupon 4.75%% Tenor 10-20Y 💷 Settlement Clean price 95.06 — Dirty price 96.11 Accrued interest 1.051 Settlement date 2026-08-25 📊 Relative value Div (bps) -6.2bps Δ Div —bps Bench 5.36%% OIS % 4.77%% OIS spr +53.2bps Running 5.00%% Bid / Offer (clean) Bid94.93 spread 0.26 Offer95.19 Bid / Offer (dirty) Bid95.98 — Offer96.24 📈 Holding-period return Consideration £95,060.00 Accrued interest £1,028.08 Maturity income £35,035.48 Capital gain £4,940.00 Total costs £1,040.03 Net return £38,935.45 Effective rate 3.17%% Implied rate 5.55%% 🧮 Tax bands 0%net 5.30%tax-eq 5.30%rank 39 20%net 4.30%tax-eq 5.37%rank 45 40%net 3.30%tax-eq 5.50%rank 52 45%net 3.05%tax-eq 5.54%rank 52
	39	1 1/8% Treasury Gilt 2039 GB00BLPK7334 · Medium	1.13%	2039-01-31	10-20Y	62.22—	0.08325d	5.32%—	4.72%
🎯 Key metrics Gross yield 5.32%% — DMO yield 5.33%% Net yield 4.72%% Grossed-up yield 7.87%% Curve spread -5.8bps Years to maturity 12.44y Modified duration 11.04y DV01 0.0688 📄 Bond Issue date 2021-07-14 Maturity date 2039-01-31 Ex-dividend date 2027-01-21 Next coupon 2027-01-31 Coupon 1.13%% Tenor 10-20Y 💷 Settlement Clean price 62.22 — Dirty price 62.30 Accrued interest 0.083 Settlement date 2026-08-25 📊 Relative value Div (bps) -5.8bps Δ Div —bps Bench 5.37%% OIS % 4.78%% OIS spr +54.1bps Running 1.81%% Bid / Offer (clean) Bid62.11 spread 0.21 Offer62.32 Bid / Offer (dirty) Bid62.19 — Offer62.40 📈 Holding-period return Consideration £62,215.00 Accrued interest £77.05 Maturity income £8,399.59 Capital gain £37,785.00 Total costs £89.00 Net return £46,095.58 Effective rate 3.70%% Implied rate 9.92%% 🧮 Tax bands 0%net 5.32%tax-eq 5.32%rank 37 20%net 5.02%tax-eq 6.28%rank 12 40%net 4.72%tax-eq 7.87%rank 9 45%net 4.65%tax-eq 8.46%rank 9
	11	4¼% Treasury Gilt 2039 GB00B3KJDS62 · Medium	4.25%	2039-09-07	10-20Y	89.65—	-0.127171d	5.61%—	3.68%
🎯 Key metrics Gross yield 5.61%% — DMO yield 5.37%% Net yield 3.68%% Grossed-up yield 6.14%% Curve spread +18.1bps Years to maturity 13.03y Modified duration 9.42y DV01 0.0843 📄 Bond Issue date 2009-03-05 Maturity date 2039-09-07 Ex-dividend date 2026-08-26 Next coupon 2026-09-07 Coupon 4.25%% Tenor 10-20Y 💷 Settlement Clean price 89.65 — Dirty price 89.52 Accrued interest -0.127 Settlement date 2026-08-25 📊 Relative value Div (bps) +18.1bps Δ Div —bps Bench 5.43%% OIS % 4.81%% OIS spr +79.9bps Running 4.74%% Bid / Offer (clean) Bid89.52 spread 0.26 Offer89.78 Bid / Offer (dirty) Bid89.39 — Offer89.65 📈 Holding-period return Consideration £89,650.00 Accrued interest £1,991.10 Maturity income £33,261.78 Capital gain £10,350.00 Total costs £2,003.05 Net return £41,608.73 Effective rate 3.19%% Implied rate 5.93%% 🧮 Tax bands 0%net 5.61%tax-eq 5.61%rank 25 20%net 4.64%tax-eq 5.80%rank 31 40%net 3.68%tax-eq 6.14%rank 36 45%net 3.45%tax-eq 6.27%rank 37
	38	4 3/8% Treasury Gilt 2040 GB00BQC82D08 · Medium	4.38%	2040-01-31	10-20Y	90.19—	0.32125d	5.41%—	3.54%
🎯 Key metrics Gross yield 5.41%% — DMO yield 5.42%% Net yield 3.54%% Grossed-up yield 5.89%% Curve spread -5.2bps Years to maturity 13.43y Modified duration 9.80y DV01 0.0887 📄 Bond Issue date 2024-09-04 Maturity date 2040-01-31 Ex-dividend date 2027-01-21 Next coupon 2027-01-31 Coupon 4.38%% Tenor 10-20Y 💷 Settlement Clean price 90.19 — Dirty price 90.51 Accrued interest 0.321 Settlement date 2026-08-25 📊 Relative value Div (bps) -5.2bps Δ Div —bps Bench 5.46%% OIS % 4.83%% OIS spr +57.7bps Running 4.85%% Bid / Offer (clean) Bid90.06 spread 0.26 Offer90.32 Bid / Offer (dirty) Bid90.38 — Offer90.64 📈 Holding-period return Consideration £90,190.00 Accrued interest £299.66 Maturity income £35,290.07 Capital gain £9,810.00 Total costs £311.61 Net return £44,788.46 Effective rate 3.33%% Implied rate 6.16%% 🧮 Tax bands 0%net 5.41%tax-eq 5.41%rank 33 20%net 4.47%tax-eq 5.59%rank 36 40%net 3.54%tax-eq 5.89%rank 42 45%net 3.30%tax-eq 6.00%rank 42
	47	4¼% Treasury Gilt 2040 GB00B6460505 · Medium	4.25%	2040-12-07	10-20Y	88.26—	0.94179d	5.44%—	3.57%
🎯 Key metrics Gross yield 5.44%% — DMO yield 5.45%% Net yield 3.57%% Grossed-up yield 5.95%% Curve spread -8.9bps Years to maturity 14.29y Modified duration 10.21y DV01 0.0910 📄 Bond Issue date 2010-06-30 Maturity date 2040-12-07 Ex-dividend date 2026-11-26 Next coupon 2026-12-07 Coupon 4.25%% Tenor 10-20Y 💷 Settlement Clean price 88.26 — Dirty price 89.20 Accrued interest 0.941 Settlement date 2026-08-25 📊 Relative value Div (bps) -8.9bps Δ Div —bps Bench 5.53%% OIS % 4.88%% OIS spr +56.3bps Running 4.82%% Bid / Offer (clean) Bid88.12 spread 0.27 Offer88.39 Bid / Offer (dirty) Bid89.06 — Offer89.33 📈 Holding-period return Consideration £88,255.00 Accrued interest £919.86 Maturity income £36,454.52 Capital gain £11,745.00 Total costs £931.81 Net return £47,267.71 Effective rate 3.31%% Implied rate 6.24%% 🧮 Tax bands 0%net 5.44%tax-eq 5.44%rank 32 20%net 4.50%tax-eq 5.63%rank 35 40%net 3.57%tax-eq 5.95%rank 39 45%net 3.34%tax-eq 6.07%rank 41
	44	5¼% Treasury Gilt 2041 GB00BVP99897 · Medium	5.25%	2041-01-31	10-20Y	97.86—	0.38525d	5.46%—	3.32%
🎯 Key metrics Gross yield 5.46%% — DMO yield 5.47%% Net yield 3.32%% Grossed-up yield 5.54%% Curve spread -7.8bps Years to maturity 14.44y Modified duration 9.94y DV01 0.0976 📄 Bond Issue date 2025-10-15 Maturity date 2041-01-31 Ex-dividend date 2027-01-21 Next coupon 2027-01-31 Coupon 5.25%% Tenor 10-20Y 💷 Settlement Clean price 97.86 — Dirty price 98.25 Accrued interest 0.385 Settlement date 2026-08-25 📊 Relative value Div (bps) -7.8bps Δ Div —bps Bench 5.54%% OIS % 4.89%% OIS spr +57.8bps Running 5.36%% Bid / Offer (clean) Bid97.71 spread 0.30 Offer98.01 Bid / Offer (dirty) Bid98.10 — Offer98.40 📈 Holding-period return Consideration £97,860.00 Accrued interest £359.59 Maturity income £45,506.71 Capital gain £2,140.00 Total costs £371.54 Net return £47,275.17 Effective rate 3.27%% Implied rate 5.57%% 🧮 Tax bands 0%net 5.46%tax-eq 5.46%rank 31 20%net 4.39%tax-eq 5.49%rank 42 40%net 3.32%tax-eq 5.54%rank 50 45%net 3.06%tax-eq 5.56%rank 51
	54	1¼ % Treasury Gilt 2041 GB00BJQWYH73 · Long	1.25%	2041-10-22	10-20Y	56.79—	0.434125d	5.48%—	4.77%
🎯 Key metrics Gross yield 5.48%% — DMO yield 5.49%% Net yield 4.77%% Grossed-up yield 7.95%% Curve spread -10.8bps Years to maturity 15.16y Modified duration 12.83y DV01 0.0734 📄 Bond Issue date 2020-01-22 Maturity date 2041-10-22 Ex-dividend date 2026-10-13 Next coupon 2026-10-22 Coupon 1.25%% Tenor 10-20Y 💷 Settlement Clean price 56.79 — Dirty price 57.22 Accrued interest 0.434 Settlement date 2026-08-25 📊 Relative value Div (bps) -10.8bps Δ Div —bps Bench 5.59%% OIS % 4.92%% OIS spr +56.4bps Running 2.20%% Bid / Offer (clean) Bid56.64 spread 0.29 Offer56.93 Bid / Offer (dirty) Bid57.07 — Offer57.36 📈 Holding-period return Consideration £56,785.00 Accrued interest £428.08 Maturity income £11,377.40 Capital gain £43,215.00 Total costs £440.03 Net return £54,152.37 Effective rate 3.57%% Implied rate 10.48%% 🧮 Tax bands 0%net 5.48%tax-eq 5.48%rank 28 20%net 5.13%tax-eq 6.41%rank 11 40%net 4.77%tax-eq 7.95%rank 7 45%net 4.68%tax-eq 8.51%rank 6
	52	4½% Treasury Gilt 2042 GB00B1VWPJ53 · Long	4.50%	2042-12-07	10-20Y	88.71—	0.99679d	5.56%—	3.59%
🎯 Key metrics Gross yield 5.56%% — DMO yield 5.57%% Net yield 3.59%% Grossed-up yield 5.98%% Curve spread -10.4bps Years to maturity 16.28y Modified duration 10.96y DV01 0.0984 📄 Bond Issue date 2007-06-06 Maturity date 2042-12-07 Ex-dividend date 2026-11-26 Next coupon 2026-12-07 Coupon 4.50%% Tenor 10-20Y 💷 Settlement Clean price 88.71 — Dirty price 89.71 Accrued interest 0.996 Settlement date 2026-08-25 📊 Relative value Div (bps) -10.4bps Δ Div —bps Bench 5.66%% OIS % 4.97%% OIS spr +59.0bps Running 5.07%% Bid / Offer (clean) Bid88.51 spread 0.39 Offer88.90 Bid / Offer (dirty) Bid89.51 — Offer89.90 📈 Holding-period return Consideration £88,705.00 Accrued interest £973.97 Maturity income £43,998.90 Capital gain £11,295.00 Total costs £985.92 Net return £54,307.98 Effective rate 3.33%% Implied rate 6.26%% 🧮 Tax bands 0%net 5.56%tax-eq 5.56%rank 26 20%net 4.57%tax-eq 5.71%rank 34 40%net 3.59%tax-eq 5.98%rank 38 45%net 3.34%tax-eq 6.08%rank 40
	46	4¾% Treasury Gilt 2043 GB00BPJJKP77 · Long	4.75%	2043-10-22	10-20Y	90.41—	1.648125d	5.63%—	3.55%
🎯 Key metrics Gross yield 5.63%% — DMO yield 5.63%% Net yield 3.55%% Grossed-up yield 5.91%% Curve spread -8.7bps Years to maturity 17.16y Modified duration 11.10y DV01 0.1022 📄 Bond Issue date 2023-11-16 Maturity date 2043-10-22 Ex-dividend date 2026-10-13 Next coupon 2026-10-22 Coupon 4.75%% Tenor 10-20Y 💷 Settlement Clean price 90.41 — Dirty price 92.06 Accrued interest 1.648 Settlement date 2026-08-25 📊 Relative value Div (bps) -8.7bps Δ Div —bps Bench 5.71%% OIS % 5.00%% OIS spr +62.1bps Running 5.25%% Bid / Offer (clean) Bid90.20 spread 0.41 Offer90.61 Bid / Offer (dirty) Bid91.85 — Offer92.26 📈 Holding-period return Consideration £90,405.00 Accrued interest £1,626.71 Maturity income £48,934.11 Capital gain £9,595.00 Total costs £1,638.66 Net return £56,890.45 Effective rate 3.31%% Implied rate 6.11%% 🧮 Tax bands 0%net 5.63%tax-eq 5.63%rank 24 20%net 4.58%tax-eq 5.73%rank 33 40%net 3.55%tax-eq 5.91%rank 41 45%net 3.29%tax-eq 5.98%rank 43
	43	3¼% Treasury Gilt 2044 GB00B84Z9V04 · Long	3.25%	2044-01-22	10-20Y	73.57—	0.31834d	5.65%—	4.07%
🎯 Key metrics Gross yield 5.65%% — DMO yield 5.66%% Net yield 4.07%% Grossed-up yield 6.79%% Curve spread -7.2bps Years to maturity 17.41y Modified duration 12.24y DV01 0.0904 📄 Bond Issue date 2012-10-24 Maturity date 2044-01-22 Ex-dividend date 2027-01-13 Next coupon 2027-01-22 Coupon 3.25%% Tenor 10-20Y 💷 Settlement Clean price 73.57 — Dirty price 73.89 Accrued interest 0.318 Settlement date 2026-08-25 📊 Relative value Div (bps) -7.2bps Δ Div —bps Bench 5.73%% OIS % 5.01%% OIS spr +64.0bps Running 4.42%% Bid / Offer (clean) Bid73.39 spread 0.36 Offer73.75 Bid / Offer (dirty) Bid73.71 — Offer74.07 📈 Holding-period return Consideration £73,570.00 Accrued interest £302.74 Maturity income £33,972.74 Capital gain £26,430.00 Total costs £314.69 Net return £60,088.05 Effective rate 3.45%% Implied rate 7.81%% 🧮 Tax bands 0%net 5.65%tax-eq 5.65%rank 23 20%net 4.86%tax-eq 6.08%rank 14 40%net 4.07%tax-eq 6.79%rank 22 45%net 3.88%tax-eq 7.05%rank 24
	49	3½% Treasury Gilt 2045 GB00BN65R313 · Long	3.50%	2045-01-22	10-20Y	75.33—	0.34234d	5.68%—	3.99%
🎯 Key metrics Gross yield 5.68%% — DMO yield 5.68%% Net yield 3.99%% Grossed-up yield 6.66%% Curve spread -9.8bps Years to maturity 18.41y Modified duration 12.47y DV01 0.0944 📄 Bond Issue date 2014-06-25 Maturity date 2045-01-22 Ex-dividend date 2027-01-13 Next coupon 2027-01-22 Coupon 3.50%% Tenor 10-20Y 💷 Settlement Clean price 75.33 — Dirty price 75.67 Accrued interest 0.342 Settlement date 2026-08-25 📊 Relative value Div (bps) -9.8bps Δ Div —bps Bench 5.77%% OIS % 5.05%% OIS spr +62.8bps Running 4.65%% Bid / Offer (clean) Bid75.14 spread 0.38 Offer75.52 Bid / Offer (dirty) Bid75.48 — Offer75.86 📈 Holding-period return Consideration £75,330.00 Accrued interest £326.03 Maturity income £38,691.78 Capital gain £24,670.00 Total costs £337.98 Net return £63,023.80 Effective rate 3.42%% Implied rate 7.57%% 🧮 Tax bands 0%net 5.68%tax-eq 5.68%rank 22 20%net 4.83%tax-eq 6.04%rank 19 40%net 3.99%tax-eq 6.66%rank 25 45%net 3.79%tax-eq 6.88%rank 26
	45	0 7/8% Treasury Gilt 2046 GB00BNNGP775 · Long	0.88%	2046-01-31	10-20Y	43.51—	0.06425d	5.73%—	5.16%
🎯 Key metrics Gross yield 5.73%% — DMO yield 5.74%% Net yield 5.16%% Grossed-up yield 8.60%% Curve spread -8.1bps Years to maturity 19.44y Modified duration 16.32y DV01 0.0711 📄 Bond Issue date 2021-01-20 Maturity date 2046-01-31 Ex-dividend date 2027-01-21 Next coupon 2027-01-31 Coupon 0.88%% Tenor 10-20Y 💷 Settlement Clean price 43.51 — Dirty price 43.57 Accrued interest 0.064 Settlement date 2026-08-25 📊 Relative value Div (bps) -8.1bps Δ Div —bps Bench 5.81%% OIS % 5.08%% OIS spr +65.6bps Running 2.01%% Bid / Offer (clean) Bid43.37 spread 0.28 Offer43.65 Bid / Offer (dirty) Bid43.43 — Offer43.71 📈 Holding-period return Consideration £43,510.00 Accrued interest £59.93 Maturity income £10,210.89 Capital gain £56,490.00 Total costs £71.88 Net return £66,629.01 Effective rate 3.43%% Implied rate 13.12%% 🧮 Tax bands 0%net 5.73%tax-eq 5.73%rank 18 20%net 5.45%tax-eq 6.81%rank 3 40%net 5.16%tax-eq 8.60%rank 2 45%net 5.09%tax-eq 9.26%rank 2
	60	4¼% Treasury Gilt 2046 GB00B128DP45 · Long	4.25%	2046-12-07	20Y+	82.65—	0.94179d	5.70%—	3.75%
🎯 Key metrics Gross yield 5.70%% — DMO yield 5.71%% Net yield 3.75%% Grossed-up yield 6.25%% Curve spread -14.2bps Years to maturity 20.28y Modified duration 12.56y DV01 0.1050 📄 Bond Issue date 2006-05-12 Maturity date 2046-12-07 Ex-dividend date 2026-11-26 Next coupon 2026-12-07 Coupon 4.25%% Tenor 20Y+ 💷 Settlement Clean price 82.65 — Dirty price 83.59 Accrued interest 0.941 Settlement date 2026-08-25 📊 Relative value Div (bps) -14.2bps Δ Div —bps Bench 5.84%% OIS % 5.10%% OIS spr +60.4bps Running 5.14%% Bid / Offer (clean) Bid82.44 spread 0.42 Offer82.86 Bid / Offer (dirty) Bid83.38 — Offer83.80 📈 Holding-period return Consideration £82,650.00 Accrued interest £919.86 Maturity income £51,761.51 Capital gain £17,350.00 Total costs £931.81 Net return £68,179.69 Effective rate 3.36%% Implied rate 6.77%% 🧮 Tax bands 0%net 5.70%tax-eq 5.70%rank 19 20%net 4.72%tax-eq 5.90%rank 26 40%net 3.75%tax-eq 6.25%rank 32 45%net 3.51%tax-eq 6.38%rank 32
	48	1½% Treasury Gilt 2047 GB00BDCHBW80 · Long	1.50%	2047-07-22	20Y+	48.50—	0.14734d	5.77%—	4.84%
🎯 Key metrics Gross yield 5.77%% — DMO yield 5.77%% Net yield 4.84%% Grossed-up yield 8.06%% Curve spread -9.0bps Years to maturity 20.91y Modified duration 15.85y DV01 0.0771 📄 Bond Issue date 2016-09-21 Maturity date 2047-07-22 Ex-dividend date 2027-01-13 Next coupon 2027-01-22 Coupon 1.50%% Tenor 20Y+ 💷 Settlement Clean price 48.50 — Dirty price 48.65 Accrued interest 0.147 Settlement date 2026-08-25 📊 Relative value Div (bps) -9.0bps Δ Div —bps Bench 5.86%% OIS % 5.11%% OIS spr +66.1bps Running 3.09%% Bid / Offer (clean) Bid48.35 spread 0.30 Offer48.65 Bid / Offer (dirty) Bid48.50 — Offer48.80 📈 Holding-period return Consideration £48,500.00 Accrued interest £139.73 Maturity income £18,828.49 Capital gain £51,500.00 Total costs £151.68 Net return £70,176.82 Effective rate 3.35%% Implied rate 11.53%% 🧮 Tax bands 0%net 5.77%tax-eq 5.77%rank 14 20%net 5.30%tax-eq 6.63%rank 6 40%net 4.84%tax-eq 8.06%rank 5 45%net 4.72%tax-eq 8.59%rank 5
	55	1¾% Treasury Gilt 2049 GB00BFWFPP71 · Long	1.75%	2049-01-22	20Y+	49.72—	0.17134d	5.78%—	4.70%
🎯 Key metrics Gross yield 5.78%% — DMO yield 5.78%% Net yield 4.70%% Grossed-up yield 7.83%% Curve spread -11.9bps Years to maturity 22.41y Modified duration 16.06y DV01 0.0801 📄 Bond Issue date 2018-09-12 Maturity date 2049-01-22 Ex-dividend date 2027-01-13 Next coupon 2027-01-22 Coupon 1.75%% Tenor 20Y+ 💷 Settlement Clean price 49.72 — Dirty price 49.89 Accrued interest 0.171 Settlement date 2026-08-25 📊 Relative value Div (bps) -11.9bps Δ Div —bps Bench 5.90%% OIS % 5.13%% OIS spr +64.4bps Running 3.52%% Bid / Offer (clean) Bid49.56 spread 0.32 Offer49.88 Bid / Offer (dirty) Bid49.73 — Offer50.05 📈 Holding-period return Consideration £49,720.00 Accrued interest £163.01 Maturity income £23,548.77 Capital gain £50,280.00 Total costs £174.96 Net return £73,653.80 Effective rate 3.28%% Implied rate 11.01%% 🧮 Tax bands 0%net 5.78%tax-eq 5.78%rank 12 20%net 5.23%tax-eq 6.54%rank 8 40%net 4.70%tax-eq 7.83%rank 11 45%net 4.56%tax-eq 8.30%rank 10
	67	4¼% Treasury Gilt 2049 GB00B39R3707 · Long	4.25%	2049-12-07	20Y+	80.91—	0.94179d	5.74%—	3.76%
🎯 Key metrics Gross yield 5.74%% — DMO yield 5.75%% Net yield 3.76%% Grossed-up yield 6.27%% Curve spread -16.9bps Years to maturity 23.29y Modified duration 13.45y DV01 0.1101 📄 Bond Issue date 2008-09-03 Maturity date 2049-12-07 Ex-dividend date 2026-11-26 Next coupon 2026-12-07 Coupon 4.25%% Tenor 20Y+ 💷 Settlement Clean price 80.91 — Dirty price 81.85 Accrued interest 0.941 Settlement date 2026-08-25 📊 Relative value Div (bps) -16.9bps Δ Div —bps Bench 5.91%% OIS % 5.14%% OIS spr +60.0bps Running 5.25%% Bid / Offer (clean) Bid80.69 spread 0.44 Offer81.13 Bid / Offer (dirty) Bid81.63 — Offer82.07 📈 Holding-period return Consideration £80,910.00 Accrued interest £919.86 Maturity income £59,418.49 Capital gain £19,090.00 Total costs £931.81 Net return £77,576.68 Effective rate 3.33%% Implied rate 6.86%% 🧮 Tax bands 0%net 5.74%tax-eq 5.74%rank 17 20%net 4.75%tax-eq 5.94%rank 25 40%net 3.76%tax-eq 6.27%rank 31 45%net 3.52%tax-eq 6.40%rank 30
	64	0 5/8% Treasury Gilt 2050 GB00BMBL1F74 · Long	0.63%	2050-10-22	20Y+	33.36—	0.217125d	5.77%—	5.28%
🎯 Key metrics Gross yield 5.77%% — DMO yield 5.78%% Net yield 5.28%% Grossed-up yield 8.81%% Curve spread -15.2bps Years to maturity 24.16y Modified duration 19.93y DV01 0.0669 📄 Bond Issue date 2020-06-10 Maturity date 2050-10-22 Ex-dividend date 2026-10-13 Next coupon 2026-10-22 Coupon 0.63%% Tenor 20Y+ 💷 Settlement Clean price 33.36 — Dirty price 33.58 Accrued interest 0.217 Settlement date 2026-08-25 📊 Relative value Div (bps) -15.2bps Δ Div —bps Bench 5.93%% OIS % 5.15%% OIS spr +62.3bps Running 1.87%% Bid / Offer (clean) Bid33.23 spread 0.26 Offer33.49 Bid / Offer (dirty) Bid33.45 — Offer33.71 📈 Holding-period return Consideration £33,360.00 Accrued interest £214.04 Maturity income £9,065.75 Capital gain £66,640.00 Total costs £225.99 Net return £75,479.76 Effective rate 3.12%% Implied rate 15.60%% 🧮 Tax bands 0%net 5.77%tax-eq 5.77%rank 13 20%net 5.53%tax-eq 6.91%rank 2 40%net 5.28%tax-eq 8.81%rank 1 45%net 5.22%tax-eq 9.50%rank 1
	51	1¼% Treasury Gilt 2051 GB00BLH38158 · Long	1.25%	2051-07-31	20Y+	40.16—	0.09225d	5.83%—	4.95%
🎯 Key metrics Gross yield 5.83%% — DMO yield 5.84%% Net yield 4.95%% Grossed-up yield 8.26%% Curve spread -10.1bps Years to maturity 24.93y Modified duration 18.23y DV01 0.0734 📄 Bond Issue date 2021-04-28 Maturity date 2051-07-31 Ex-dividend date 2027-01-21 Next coupon 2027-01-31 Coupon 1.25%% Tenor 20Y+ 💷 Settlement Clean price 40.16 — Dirty price 40.25 Accrued interest 0.092 Settlement date 2026-08-25 📊 Relative value Div (bps) -10.1bps Δ Div —bps Bench 5.93%% OIS % 5.16%% OIS spr +67.8bps Running 3.11%% Bid / Offer (clean) Bid40.01 spread 0.29 Offer40.30 Bid / Offer (dirty) Bid40.10 — Offer40.39 📈 Holding-period return Consideration £40,155.00 Accrued interest £85.62 Maturity income £18,710.96 Capital gain £59,845.00 Total costs £97.57 Net return £78,458.39 Effective rate 3.14%% Implied rate 13.05%% 🧮 Tax bands 0%net 5.83%tax-eq 5.83%rank 4 20%net 5.39%tax-eq 6.74%rank 4 40%net 4.95%tax-eq 8.26%rank 4 45%net 4.85%tax-eq 8.81%rank 4
	66	3¾% Treasury Gilt 2052 GB00B6RNH572 · Long	3.75%	2052-07-22	20Y+	72.88—	0.36734d	5.78%—	3.92%
🎯 Key metrics Gross yield 5.78%% — DMO yield 5.78%% Net yield 3.92%% Grossed-up yield 6.53%% Curve spread -16.1bps Years to maturity 25.91y Modified duration 14.58y DV01 0.1068 📄 Bond Issue date 2011-09-28 Maturity date 2052-07-22 Ex-dividend date 2027-01-13 Next coupon 2027-01-22 Coupon 3.75%% Tenor 20Y+ 💷 Settlement Clean price 72.88 — Dirty price 73.25 Accrued interest 0.367 Settlement date 2026-08-25 📊 Relative value Div (bps) -16.1bps Δ Div —bps Bench 5.94%% OIS % 5.16%% OIS spr +62.4bps Running 5.15%% Bid / Offer (clean) Bid72.67 spread 0.42 Offer73.09 Bid / Offer (dirty) Bid73.04 — Offer73.46 📈 Holding-period return Consideration £72,880.00 Accrued interest £349.32 Maturity income £58,333.56 Capital gain £27,120.00 Total costs £361.27 Net return £85,092.30 Effective rate 3.28%% Implied rate 7.51%% 🧮 Tax bands 0%net 5.78%tax-eq 5.78%rank 11 20%net 4.84%tax-eq 6.05%rank 18 40%net 3.92%tax-eq 6.53%rank 27 45%net 3.69%tax-eq 6.70%rank 27
	53	1½% Green Gilt 2053 GB00BM8Z2V59 · Long	1.50%	2053-07-31	20Y+	41.47—	0.11025d	5.84%—	4.79%
🎯 Key metrics Gross yield 5.84%% — DMO yield 5.84%% Net yield 4.79%% Grossed-up yield 7.98%% Curve spread -10.7bps Years to maturity 26.93y Modified duration 18.27y DV01 0.0760 📄 Bond Issue date 2021-10-22 Maturity date 2053-07-31 Ex-dividend date 2027-01-21 Next coupon 2027-01-31 Coupon 1.50%% Tenor 20Y+ 💷 Settlement Clean price 41.47 — Dirty price 41.58 Accrued interest 0.110 Settlement date 2026-08-25 📊 Relative value Div (bps) -10.7bps Δ Div —bps Bench 5.94%% OIS % 5.16%% OIS spr +68.1bps Running 3.62%% Bid / Offer (clean) Bid41.32 spread 0.30 Offer41.62 Bid / Offer (dirty) Bid41.43 — Offer41.73 📈 Holding-period return Consideration £41,470.00 Accrued interest £102.74 Maturity income £24,255.62 Capital gain £58,530.00 Total costs £114.69 Net return £82,670.93 Effective rate 3.07%% Implied rate 12.33%% 🧮 Tax bands 0%net 5.84%tax-eq 5.84%rank 2 20%net 5.31%tax-eq 6.63%rank 5 40%net 4.79%tax-eq 7.98%rank 6 45%net 4.66%tax-eq 8.47%rank 8
	59	3¾% Treasury Gilt 2053 GB00BPCJD997 · Long	3.75%	2053-10-22	20Y+	72.04—	1.301125d	5.81%—	3.90%
🎯 Key metrics Gross yield 5.81%% — DMO yield 5.81%% Net yield 3.90%% Grossed-up yield 6.49%% Curve spread -13.6bps Years to maturity 27.16y Modified duration 14.65y DV01 0.1075 📄 Bond Issue date 2023-01-25 Maturity date 2053-10-22 Ex-dividend date 2026-10-13 Next coupon 2026-10-22 Coupon 3.75%% Tenor 20Y+ 💷 Settlement Clean price 72.04 — Dirty price 73.34 Accrued interest 1.301 Settlement date 2026-08-25 📊 Relative value Div (bps) -13.6bps Δ Div —bps Bench 5.94%% OIS % 5.16%% OIS spr +65.1bps Running 5.21%% Bid / Offer (clean) Bid71.82 spread 0.43 Offer72.25 Bid / Offer (dirty) Bid73.12 — Offer73.55 📈 Holding-period return Consideration £72,035.00 Accrued interest £1,284.25 Maturity income £61,150.68 Capital gain £27,965.00 Total costs £1,296.20 Net return £87,819.49 Effective rate 3.23%% Implied rate 7.48%% 🧮 Tax bands 0%net 5.81%tax-eq 5.81%rank 7 20%net 4.84%tax-eq 6.05%rank 17 40%net 3.90%tax-eq 6.49%rank 28 45%net 3.66%tax-eq 6.66%rank 28
	58	4 3/8% Treasury Gilt 2054 GB00BPSNBB36 · Long	4.38%	2054-07-31	20Y+	80.29—	0.32125d	5.81%—	3.76%
🎯 Key metrics Gross yield 5.81%% — DMO yield 5.81%% Net yield 3.76%% Grossed-up yield 6.27%% Curve spread -13.4bps Years to maturity 27.93y Modified duration 14.52y DV01 0.1170 📄 Bond Issue date 2024-01-24 Maturity date 2054-07-31 Ex-dividend date 2027-01-21 Next coupon 2027-01-31 Coupon 4.38%% Tenor 20Y+ 💷 Settlement Clean price 80.29 — Dirty price 80.61 Accrued interest 0.321 Settlement date 2026-08-25 📊 Relative value Div (bps) -13.4bps Δ Div —bps Bench 5.94%% OIS % 5.16%% OIS spr +65.2bps Running 5.45%% Bid / Offer (clean) Bid80.05 spread 0.47 Offer80.52 Bid / Offer (dirty) Bid80.37 — Offer80.84 📈 Holding-period return Consideration £80,285.00 Accrued interest £299.66 Maturity income £73,370.55 Capital gain £19,715.00 Total costs £311.61 Net return £92,773.94 Effective rate 3.32%% Implied rate 6.89%% 🧮 Tax bands 0%net 5.81%tax-eq 5.81%rank 6 20%net 4.78%tax-eq 5.98%rank 20 40%net 3.76%tax-eq 6.27%rank 30 45%net 3.51%tax-eq 6.38%rank 31
	57	1 5/8% Treasury Gilt 2054 GB00BJLR0J16 · Long	1.63%	2054-10-22	20Y+	42.32—	0.564125d	5.81%—	4.66%
🎯 Key metrics Gross yield 5.81%% — DMO yield 5.81%% Net yield 4.66%% Grossed-up yield 7.76%% Curve spread -13.1bps Years to maturity 28.16y Modified duration 18.15y DV01 0.0778 📄 Bond Issue date 2019-05-15 Maturity date 2054-10-22 Ex-dividend date 2026-10-13 Next coupon 2026-10-22 Coupon 1.63%% Tenor 20Y+ 💷 Settlement Clean price 42.32 — Dirty price 42.88 Accrued interest 0.564 Settlement date 2026-08-25 📊 Relative value Div (bps) -13.1bps Δ Div —bps Bench 5.94%% OIS % 5.16%% OIS spr +65.5bps Running 3.84%% Bid / Offer (clean) Bid42.16 spread 0.31 Offer42.47 Bid / Offer (dirty) Bid42.72 — Offer43.03 📈 Holding-period return Consideration £42,315.00 Accrued interest £556.51 Maturity income £27,473.63 Capital gain £57,685.00 Total costs £568.46 Net return £84,590.17 Effective rate 3.00%% Implied rate 11.82%% 🧮 Tax bands 0%net 5.81%tax-eq 5.81%rank 5 20%net 5.23%tax-eq 6.53%rank 9 40%net 4.66%tax-eq 7.76%rank 12 45%net 4.52%tax-eq 8.22%rank 11
	63	4¼% Treasury Gilt 2055 GB00B06YGN05 · Long	4.25%	2055-12-07	20Y+	78.44—	0.94179d	5.78%—	3.75%
🎯 Key metrics Gross yield 5.78%% — DMO yield 5.79%% Net yield 3.75%% Grossed-up yield 6.24%% Curve spread -14.8bps Years to maturity 29.28y Modified duration 14.78y DV01 0.1173 📄 Bond Issue date 2005-05-27 Maturity date 2055-12-07 Ex-dividend date 2026-11-26 Next coupon 2026-12-07 Coupon 4.25%% Tenor 20Y+ 💷 Settlement Clean price 78.44 — Dirty price 79.38 Accrued interest 0.941 Settlement date 2026-08-25 📊 Relative value Div (bps) -14.8bps Δ Div —bps Bench 5.93%% OIS % 5.16%% OIS spr +62.9bps Running 5.42%% Bid / Offer (clean) Bid78.20 spread 0.47 Offer78.67 Bid / Offer (dirty) Bid79.14 — Offer79.61 📈 Holding-period return Consideration £78,435.00 Accrued interest £919.86 Maturity income £74,725.48 Capital gain £21,565.00 Total costs £931.81 Net return £95,358.67 Effective rate 3.25%% Implied rate 6.91%% 🧮 Tax bands 0%net 5.78%tax-eq 5.78%rank 10 20%net 4.76%tax-eq 5.95%rank 23 40%net 3.75%tax-eq 6.24%rank 33 45%net 3.50%tax-eq 6.36%rank 35
	61	5 3/8% Treasury Gilt 2056 ⚠ GB00BT7J0241 · Long	5.38%	2056-01-31	20Y+	94.18—	0.39425d	5.79%—	3.54%
🎯 Key metrics Gross yield 5.79%% — DMO yield 5.79%% Net yield 3.54%% Grossed-up yield 5.89%% Curve spread -14.5bps Years to maturity 29.43y Modified duration 14.21y DV01 0.1344 📄 Bond Issue date 2025-05-21 Maturity date 2056-01-31 Ex-dividend date 2027-01-21 Next coupon 2027-01-31 Coupon 5.38%% Tenor 20Y+ 💷 Settlement Clean price 94.18 — Dirty price 94.57 Accrued interest 0.394 Settlement date 2026-08-25 📊 Relative value Div (bps) -14.5bps Δ Div —bps Bench 5.93%% OIS % 5.16%% OIS spr +63.1bps Running 5.71%% Bid / Offer (clean) Bid93.91 spread 0.54 Offer94.45 Bid / Offer (dirty) Bid94.30 — Offer94.84 📈 Holding-period return Consideration £94,180.00 Accrued interest £368.15 Maturity income £94,991.71 Capital gain £5,820.00 Total costs £380.10 Net return £100,431.61 Effective rate 3.41%% Implied rate 6.03%% 🧮 Tax bands 0%net 5.79%tax-eq 5.79%rank 9 20%net 4.66%tax-eq 5.82%rank 30 40%net 3.54%tax-eq 5.89%rank 43 45%net 3.25%tax-eq 5.92%rank 44
	56	1¾% Treasury Gilt 2057 GB00BD0XH204 · Long	1.75%	2057-07-22	20Y+	42.18—	0.17134d	5.79%—	4.55%
🎯 Key metrics Gross yield 5.79%% — DMO yield 5.79%% Net yield 4.55%% Grossed-up yield 7.58%% Curve spread -12.3bps Years to maturity 30.91y Modified duration 18.70y DV01 0.0792 📄 Bond Issue date 2017-01-25 Maturity date 2057-07-22 Ex-dividend date 2027-01-13 Next coupon 2027-01-22 Coupon 1.75%% Tenor 20Y+ 💷 Settlement Clean price 42.18 — Dirty price 42.35 Accrued interest 0.171 Settlement date 2026-08-25 📊 Relative value Div (bps) -12.3bps Δ Div —bps Bench 5.91%% OIS % 5.16%% OIS spr +63.4bps Running 4.15%% Bid / Offer (clean) Bid42.02 spread 0.31 Offer42.33 Bid / Offer (dirty) Bid42.19 — Offer42.50 📈 Holding-period return Consideration £42,175.00 Accrued interest £163.01 Maturity income £32,475.21 Capital gain £57,825.00 Total costs £174.96 Net return £90,125.24 Effective rate 2.91%% Implied rate 11.52%% 🧮 Tax bands 0%net 5.79%tax-eq 5.79%rank 8 20%net 5.16%tax-eq 6.45%rank 10 40%net 4.55%tax-eq 7.58%rank 13 45%net 4.40%tax-eq 7.99%rank 13
	50	4% Treasury Gilt 2060 GB00B54QLM75 · Long	4.00%	2060-01-22	20Y+	73.99—	0.39134d	5.76%—	3.77%
🎯 Key metrics Gross yield 5.76%% — DMO yield 5.76%% Net yield 3.77%% Grossed-up yield 6.28%% Curve spread -10.0bps Years to maturity 33.41y Modified duration 15.78y DV01 0.1173 📄 Bond Issue date 2009-10-22 Maturity date 2060-01-22 Ex-dividend date 2027-01-13 Next coupon 2027-01-22 Coupon 4.00%% Tenor 20Y+ 💷 Settlement Clean price 73.99 — Dirty price 74.38 Accrued interest 0.391 Settlement date 2026-08-25 📊 Relative value Div (bps) -10.0bps Δ Div —bps Bench 5.86%% OIS % 5.16%% OIS spr +60.5bps Running 5.41%% Bid / Offer (clean) Bid73.76 spread 0.46 Offer74.22 Bid / Offer (dirty) Bid74.15 — Offer74.61 📈 Holding-period return Consideration £73,990.00 Accrued interest £372.60 Maturity income £80,238.90 Capital gain £26,010.00 Total costs £384.55 Net return £105,864.35 Effective rate 3.17%% Implied rate 7.13%% 🧮 Tax bands 0%net 5.76%tax-eq 5.76%rank 15 20%net 4.76%tax-eq 5.94%rank 24 40%net 3.77%tax-eq 6.28%rank 29 45%net 3.52%tax-eq 6.40%rank 29
	69	0½% Treasury Gilt 2061 GB00BMBL1D50 · Long	0.50%	2061-10-22	20Y+	22.50—	0.173125d	5.51%—	5.00%
🎯 Key metrics Gross yield 5.51%% — DMO yield 5.51%% Net yield 5.00%% Grossed-up yield 8.33%% Curve spread -29.7bps Years to maturity 35.16y Modified duration 26.46y DV01 0.0600 📄 Bond Issue date 2020-05-20 Maturity date 2061-10-22 Ex-dividend date 2026-10-13 Next coupon 2026-10-22 Coupon 0.50%% Tenor 20Y+ 💷 Settlement Clean price 22.50 — Dirty price 22.67 Accrued interest 0.173 Settlement date 2026-08-25 📊 Relative value Div (bps) -29.7bps Δ Div —bps Bench 5.81%% OIS % 5.16%% OIS spr +35.8bps Running 2.22%% Bid / Offer (clean) Bid22.38 spread 0.24 Offer22.62 Bid / Offer (dirty) Bid22.55 — Offer22.79 📈 Holding-period return Consideration £22,500.00 Accrued interest £171.23 Maturity income £10,555.07 Capital gain £77,500.00 Total costs £183.18 Net return £87,871.89 Effective rate 2.50%% Implied rate 18.50%% 🧮 Tax bands 0%net 5.51%tax-eq 5.51%rank 27 20%net 5.25%tax-eq 6.57%rank 7 40%net 5.00%tax-eq 8.33%rank 3 45%net 4.94%tax-eq 8.97%rank 3
	25	4% Treasury Gilt 2063 GB00BMF9LF76 · Long	4.00%	2063-10-22	20Y+	73.24—	1.388125d	5.75%—	3.70%
🎯 Key metrics Gross yield 5.75%% — DMO yield 5.75%% Net yield 3.70%% Grossed-up yield 6.17%% Curve spread +0.9bps Years to maturity 37.16y Modified duration 16.03y DV01 0.1196 📄 Bond Issue date 2023-05-17 Maturity date 2063-10-22 Ex-dividend date 2026-10-13 Next coupon 2026-10-22 Coupon 4.00%% Tenor 20Y+ 💷 Settlement Clean price 73.24 — Dirty price 74.63 Accrued interest 1.388 Settlement date 2026-08-25 📊 Relative value Div (bps) +0.9bps Δ Div —bps Bench 5.74%% OIS % 5.16%% OIS spr +59.4bps Running 5.46%% Bid / Offer (clean) Bid73.00 spread 0.48 Offer73.48 Bid / Offer (dirty) Bid74.39 — Offer74.87 📈 Holding-period return Consideration £73,240.00 Accrued interest £1,369.86 Maturity income £89,240.55 Capital gain £26,760.00 Total costs £1,381.81 Net return £114,618.73 Effective rate 3.08%% Implied rate 7.01%% 🧮 Tax bands 0%net 5.75%tax-eq 5.75%rank 16 20%net 4.72%tax-eq 5.90%rank 27 40%net 3.70%tax-eq 6.17%rank 35 45%net 3.45%tax-eq 6.28%rank 36
	18	2½% Treasury Gilt 2065 GB00BYYMZX75 · Long	2.50%	2065-07-22	20Y+	50.20—	0.24534d	5.69%—	4.05%
🎯 Key metrics Gross yield 5.69%% — DMO yield 5.70%% Net yield 4.05%% Grossed-up yield 6.74%% Curve spread +2.5bps Years to maturity 38.91y Modified duration 18.30y DV01 0.0923 📄 Bond Issue date 2015-10-21 Maturity date 2065-07-22 Ex-dividend date 2027-01-13 Next coupon 2027-01-22 Coupon 2.50%% Tenor 20Y+ 💷 Settlement Clean price 50.20 — Dirty price 50.44 Accrued interest 0.245 Settlement date 2026-08-25 📊 Relative value Div (bps) +2.5bps Δ Div —bps Bench 5.67%% OIS % 5.16%% OIS spr +53.9bps Running 4.98%% Bid / Offer (clean) Bid50.02 spread 0.36 Offer50.38 Bid / Offer (dirty) Bid50.26 — Offer50.62 📈 Holding-period return Consideration £50,200.00 Accrued interest £232.88 Maturity income £58,401.37 Capital gain £49,800.00 Total costs £244.83 Net return £107,956.54 Effective rate 2.77%% Implied rate 9.21%% 🧮 Tax bands 0%net 5.69%tax-eq 5.69%rank 20 20%net 4.86%tax-eq 6.07%rank 15 40%net 4.05%tax-eq 6.74%rank 23 45%net 3.85%tax-eq 7.00%rank 25
	16	3½% Treasury Gilt 2068 GB00BBJNQY21 · Long	3.50%	2068-07-22	20Y+	65.27—	0.34234d	5.68%—	3.74%
🎯 Key metrics Gross yield 5.68%% — DMO yield 5.68%% Net yield 3.74%% Grossed-up yield 6.23%% Curve spread +6.0bps Years to maturity 41.91y Modified duration 17.23y DV01 0.1131 📄 Bond Issue date 2013-06-26 Maturity date 2068-07-22 Ex-dividend date 2027-01-13 Next coupon 2027-01-22 Coupon 3.50%% Tenor 20Y+ 💷 Settlement Clean price 65.27 — Dirty price 65.61 Accrued interest 0.342 Settlement date 2026-08-25 📊 Relative value Div (bps) +6.0bps Δ Div —bps Bench 5.62%% OIS % 5.16%% OIS spr +52.5bps Running 5.36%% Bid / Offer (clean) Bid65.04 spread 0.45 Offer65.49 Bid / Offer (dirty) Bid65.38 — Offer65.83 📈 Holding-period return Consideration £65,265.00 Accrued interest £326.03 Maturity income £88,067.67 Capital gain £34,735.00 Total costs £337.98 Net return £122,464.69 Effective rate 2.92%% Implied rate 7.46%% 🧮 Tax bands 0%net 5.68%tax-eq 5.68%rank 21 20%net 4.70%tax-eq 5.87%rank 28 40%net 3.74%tax-eq 6.23%rank 34 45%net 3.51%tax-eq 6.37%rank 33
	62	1 5/8% Treasury Gilt 2071 GB00BFMCN652 · Long	1.63%	2071-10-22	20Y+	35.83—	0.564125d	5.47%—	4.09%
🎯 Key metrics Gross yield 5.47%% — DMO yield 5.48%% Net yield 4.09%% Grossed-up yield 6.82%% Curve spread -14.8bps Years to maturity 45.16y Modified duration 21.03y DV01 0.0765 📄 Bond Issue date 2018-05-16 Maturity date 2071-10-22 Ex-dividend date 2026-10-13 Next coupon 2026-10-22 Coupon 1.63%% Tenor 20Y+ 💷 Settlement Clean price 35.83 — Dirty price 36.39 Accrued interest 0.564 Settlement date 2026-08-25 📊 Relative value Div (bps) -14.8bps Δ Div —bps Bench 5.62%% OIS % 5.16%% OIS spr +31.7bps Running 4.54%% Bid / Offer (clean) Bid35.67 spread 0.31 Offer35.98 Bid / Offer (dirty) Bid36.23 — Offer36.54 📈 Holding-period return Consideration £35,825.00 Accrued interest £556.51 Maturity income £44,059.32 Capital gain £64,175.00 Total costs £568.46 Net return £107,665.86 Effective rate 2.38%% Implied rate 11.08%% 🧮 Tax bands 0%net 5.47%tax-eq 5.47%rank 30 20%net 4.77%tax-eq 5.96%rank 21 40%net 4.09%tax-eq 6.82%rank 21 45%net 3.93%tax-eq 7.14%rank 23
	68	1 1/8% Treasury Gilt 2073 GB00BLBDX619 · Long	1.13%	2073-10-22	20Y+	27.62—	0.390125d	5.34%—	4.21%
🎯 Key metrics Gross yield 5.34%% — DMO yield 5.34%% Net yield 4.21%% Grossed-up yield 7.02%% Curve spread -27.7bps Years to maturity 47.16y Modified duration 23.67y DV01 0.0663 📄 Bond Issue date 2022-02-09 Maturity date 2073-10-22 Ex-dividend date 2026-10-13 Next coupon 2026-10-22 Coupon 1.13%% Tenor 20Y+ 💷 Settlement Clean price 27.62 — Dirty price 28.01 Accrued interest 0.390 Settlement date 2026-08-25 📊 Relative value Div (bps) -27.7bps Δ Div —bps Bench 5.62%% OIS % 5.16%% OIS spr +18.8bps Running 4.07%% Bid / Offer (clean) Bid27.48 spread 0.27 Offer27.75 Bid / Offer (dirty) Bid27.87 — Offer28.14 📈 Holding-period return Consideration £27,615.00 Accrued interest £385.27 Maturity income £31,854.45 Capital gain £72,385.00 Total costs £397.22 Net return £103,842.23 Effective rate 2.20%% Implied rate 13.28%% 🧮 Tax bands 0%net 5.34%tax-eq 5.34%rank 35 20%net 4.76%tax-eq 5.95%rank 22 40%net 4.21%tax-eq 7.02%rank 18 45%net 4.08%tax-eq 7.42%rank 19
	32	1¼% Index-linked Treasury Gilt 2027 GB00B128DH60 · — · index-linked	1.25%	2027-11-22	0-2Y	101.41—	0.32395d	0.11%—	-0.48%
🎯 Key metrics Gross yield 0.11%% — DMO yield 0.10%% Net yield -0.48%% Grossed-up yield -0.81%% Curve spread -7.5bps Years to maturity 1.24y Modified duration 1.23y DV01 0.0125 📄 Bond Issue date 2006-04-26 Maturity date 2027-11-22 Ex-dividend date 2026-11-12 Next coupon 2026-11-22 Coupon 1.25%% Tenor 0-2Y 💷 Settlement Clean price 101.41 — Dirty price 101.73 Accrued interest 0.323 Settlement date 2026-08-25 📊 Relative value Div (bps) -7.5bps Δ Div —bps Bench 0.19%% OIS % —% OIS spr —bps Running 1.23%% Bid / Offer (clean) Bid101.39 spread 0.04 Offer101.43 Bid / Offer (dirty) Bid218.21 — Offer218.29 📈 Holding-period return Consideration £101,410.00 Accrued interest £325.34 Maturity income £932.88 Capital gain £-1,410.00 Total costs £337.29 Net return £-814.42 Effective rate -0.65%% Implied rate -1.08%% 🧮 Tax bands 0%net 0.11%tax-eq 0.11%rank 34 20%net -0.19%tax-eq -0.23%rank 34 40%net -0.48%tax-eq -0.81%rank 33 45%net -0.56%tax-eq -1.02%rank 33
	2	0 1/8% Index-linked Treasury Gilt 2028 GB00BZ1NTB69 · — · index-linked	0.13%	2028-08-10	0-2Y	99.69—	0.00515d	0.28%—	0.23%
🎯 Key metrics Gross yield 0.28%% — DMO yield 0.29%% Net yield 0.23%% Grossed-up yield 0.39%% Curve spread +9.5bps Years to maturity 1.96y Modified duration 1.95y DV01 0.0195 📄 Bond Issue date 2018-06-21 Maturity date 2028-08-10 Ex-dividend date 2027-02-01 Next coupon 2027-02-10 Coupon 0.13%% Tenor 0-2Y 💷 Settlement Clean price 99.69 — Dirty price 99.70 Accrued interest 0.005 Settlement date 2026-08-25 📊 Relative value Div (bps) +9.5bps Δ Div —bps Bench 0.19%% OIS % —% OIS spr —bps Running 0.13%% Bid / Offer (clean) Bid99.66 spread 0.06 Offer99.72 Bid / Offer (dirty) Bid148.59 — Offer148.68 📈 Holding-period return Consideration £99,690.00 Accrued interest £5.14 Maturity income £147.12 Capital gain £310.00 Total costs £17.09 Net return £440.04 Effective rate 0.22%% Implied rate 0.38%% 🧮 Tax bands 0%net 0.28%tax-eq 0.28%rank 33 20%net 0.26%tax-eq 0.32%rank 32 40%net 0.23%tax-eq 0.39%rank 32 45%net 0.23%tax-eq 0.41%rank 32
	1	0 1/8% Index-linked Treasury Gilt 2029 GB00B3Y1JG82 · — · index-linked	0.13%	2029-03-22	2-5Y	98.60—	0.053156d	0.67%—	0.62%
🎯 Key metrics Gross yield 0.67%% — DMO yield 0.67%% Net yield 0.62%% Grossed-up yield 1.03%% Curve spread +30.0bps Years to maturity 2.57y Modified duration 2.56y DV01 0.0253 📄 Bond Issue date 2011-11-23 Maturity date 2029-03-22 Ex-dividend date 2026-09-11 Next coupon 2026-09-22 Coupon 0.13%% Tenor 2-5Y 💷 Settlement Clean price 98.60 — Dirty price 98.65 Accrued interest 0.053 Settlement date 2026-08-25 📊 Relative value Div (bps) +30.0bps Δ Div —bps Bench 0.37%% OIS % —% OIS spr —bps Running 0.13%% Bid / Offer (clean) Bid98.56 spread 0.08 Offer98.64 Bid / Offer (dirty) Bid172.92 — Offer173.06 📈 Holding-period return Consideration £98,600.00 Accrued interest £53.42 Maturity income £193.15 Capital gain £1,400.00 Total costs £65.37 Net return £1,527.78 Effective rate 0.59%% Implied rate 1.00%% 🧮 Tax bands 0%net 0.67%tax-eq 0.67%rank 32 20%net 0.64%tax-eq 0.81%rank 31 40%net 0.62%tax-eq 1.03%rank 31 45%net 0.61%tax-eq 1.11%rank 31
	31	0 1/8% Index-linked Treasury Gilt 2031 GB00BNNGP551 · — · index-linked	0.13%	2031-08-10	2-5Y	95.95—	0.00515d	0.96%—	0.91%
🎯 Key metrics Gross yield 0.96%% — DMO yield 0.96%% Net yield 0.91%% Grossed-up yield 1.52%% Curve spread -5.8bps Years to maturity 4.96y Modified duration 4.92y DV01 0.0472 📄 Bond Issue date 2021-01-28 Maturity date 2031-08-10 Ex-dividend date 2027-02-01 Next coupon 2027-02-10 Coupon 0.13%% Tenor 2-5Y 💷 Settlement Clean price 95.95 — Dirty price 95.96 Accrued interest 0.005 Settlement date 2026-08-25 📊 Relative value Div (bps) -5.8bps Δ Div —bps Bench 1.02%% OIS % —% OIS spr —bps Running 0.13%% Bid / Offer (clean) Bid95.88 spread 0.14 Offer96.02 Bid / Offer (dirty) Bid135.96 — Offer136.16 📈 Holding-period return Consideration £95,950.00 Accrued interest £5.14 Maturity income £372.12 Capital gain £4,050.00 Total costs £17.09 Net return £4,405.04 Effective rate 0.89%% Implied rate 1.54%% 🧮 Tax bands 0%net 0.96%tax-eq 0.96%rank 30 20%net 0.94%tax-eq 1.17%rank 30 40%net 0.91%tax-eq 1.52%rank 28 45%net 0.91%tax-eq 1.65%rank 28
	27	1¼% Index-linked Treasury Gilt 2032 GB00B3D4VD98 · — · index-linked	1.25%	2032-11-22	5-10Y	99.93—	0.32395d	1.26%—	0.74%
🎯 Key metrics Gross yield 1.26%% — DMO yield 1.25%% Net yield 0.74%% Grossed-up yield 1.23%% Curve spread -2.3bps Years to maturity 6.25y Modified duration 5.97y DV01 0.0598 📄 Bond Issue date 2008-10-29 Maturity date 2032-11-22 Ex-dividend date 2026-11-12 Next coupon 2026-11-22 Coupon 1.25%% Tenor 5-10Y 💷 Settlement Clean price 99.93 — Dirty price 100.25 Accrued interest 0.323 Settlement date 2026-08-25 📊 Relative value Div (bps) -2.3bps Δ Div —bps Bench 1.28%% OIS % —% OIS spr —bps Running 1.25%% Bid / Offer (clean) Bid99.84 spread 0.18 Offer100.02 Bid / Offer (dirty) Bid192.05 — Offer192.40 📈 Holding-period return Consideration £99,930.00 Accrued interest £325.34 Maturity income £4,686.99 Capital gain £70.00 Total costs £337.29 Net return £4,419.69 Effective rate 0.71%% Implied rate 1.18%% 🧮 Tax bands 0%net 1.26%tax-eq 1.26%rank 29 20%net 1.00%tax-eq 1.25%rank 29 40%net 0.74%tax-eq 1.23%rank 30 45%net 0.68%tax-eq 1.23%rank 30
	18	0¾% Index-linked Treasury Gilt 2033 GB00BMF9LJ15 · — · index-linked	0.75%	2033-11-22	5-10Y	95.08—	0.19495d	1.47%—	1.15%
🎯 Key metrics Gross yield 1.47%% — DMO yield 1.46%% Net yield 1.15%% Grossed-up yield 1.92%% Curve spread +0.7bps Years to maturity 7.24y Modified duration 6.99y DV01 0.0666 📄 Bond Issue date 2023-06-28 Maturity date 2033-11-22 Ex-dividend date 2026-11-12 Next coupon 2026-11-22 Coupon 0.75%% Tenor 5-10Y 💷 Settlement Clean price 95.08 — Dirty price 95.27 Accrued interest 0.194 Settlement date 2026-08-25 📊 Relative value Div (bps) +0.7bps Δ Div —bps Bench 1.46%% OIS % —% OIS spr —bps Running 0.79%% Bid / Offer (clean) Bid94.94 spread 0.27 Offer95.21 Bid / Offer (dirty) Bid106.40 — Offer106.70 📈 Holding-period return Consideration £95,075.00 Accrued interest £195.21 Maturity income £3,262.19 Capital gain £4,925.00 Total costs £207.16 Net return £7,980.04 Effective rate 1.10%% Implied rate 1.93%% 🧮 Tax bands 0%net 1.47%tax-eq 1.47%rank 28 20%net 1.31%tax-eq 1.64%rank 27 40%net 1.15%tax-eq 1.92%rank 27 45%net 1.11%tax-eq 2.02%rank 27
	4	0¾% Index-linked Treasury Gilt 2034 GB00B46CGH68 · — · index-linked	0.75%	2034-03-22	5-10Y	93.98—	0.318156d	1.60%—	1.27%
🎯 Key metrics Gross yield 1.60%% — DMO yield 1.59%% Net yield 1.27%% Grossed-up yield 2.11%% Curve spread +8.2bps Years to maturity 7.57y Modified duration 7.29y DV01 0.0687 📄 Bond Issue date 2011-05-25 Maturity date 2034-03-22 Ex-dividend date 2026-09-11 Next coupon 2026-09-22 Coupon 0.75%% Tenor 5-10Y 💷 Settlement Clean price 93.98 — Dirty price 94.30 Accrued interest 0.318 Settlement date 2026-08-25 📊 Relative value Div (bps) +8.2bps Δ Div —bps Bench 1.52%% OIS % —% OIS spr —bps Running 0.80%% Bid / Offer (clean) Bid93.84 spread 0.27 Offer94.11 Bid / Offer (dirty) Bid168.80 — Offer169.28 📈 Holding-period return Consideration £93,975.00 Accrued interest £320.55 Maturity income £3,410.14 Capital gain £6,025.00 Total costs £332.50 Net return £9,102.64 Effective rate 1.20%% Implied rate 2.13%% 🧮 Tax bands 0%net 1.60%tax-eq 1.60%rank 27 20%net 1.43%tax-eq 1.79%rank 26 40%net 1.27%tax-eq 2.11%rank 26 45%net 1.23%tax-eq 2.23%rank 25
	8	1 1/8% Index-linked Treasury Gilt 2035 GB00BT7HZZ68 · — · index-linked	1.13%	2035-09-22	5-10Y	94.62—	0.477156d	1.77%—	1.28%
🎯 Key metrics Gross yield 1.77%% — DMO yield 1.76%% Net yield 1.28%% Grossed-up yield 2.14%% Curve spread +3.5bps Years to maturity 9.08y Modified duration 8.52y DV01 0.0810 📄 Bond Issue date 2025-01-29 Maturity date 2035-09-22 Ex-dividend date 2026-09-11 Next coupon 2026-09-22 Coupon 1.13%% Tenor 5-10Y 💷 Settlement Clean price 94.62 — Dirty price 95.10 Accrued interest 0.477 Settlement date 2026-08-25 📊 Relative value Div (bps) +3.5bps Δ Div —bps Bench 1.73%% OIS % —% OIS spr —bps Running 1.19%% Bid / Offer (clean) Bid94.45 spread 0.33 Offer94.78 Bid / Offer (dirty) Bid101.11 — Offer101.46 📈 Holding-period return Consideration £94,615.00 Accrued interest £480.82 Maturity income £6,130.48 Capital gain £5,385.00 Total costs £492.77 Net return £11,022.71 Effective rate 1.21%% Implied rate 2.14%% 🧮 Tax bands 0%net 1.77%tax-eq 1.77%rank 25 20%net 1.53%tax-eq 1.91%rank 25 40%net 1.28%tax-eq 2.14%rank 25 45%net 1.22%tax-eq 2.22%rank 26
	11	0 1/8% Index-linked Treasury Gilt 2036 GB00BYZW3J87 · — · index-linked	0.13%	2036-11-22	10-20Y	83.48—	0.03295d	1.91%—	1.85%
🎯 Key metrics Gross yield 1.91%% — DMO yield 1.90%% Net yield 1.85%% Grossed-up yield 3.09%% Curve spread +3.0bps Years to maturity 10.25y Modified duration 10.07y DV01 0.0841 📄 Bond Issue date 2016-03-11 Maturity date 2036-11-22 Ex-dividend date 2026-11-12 Next coupon 2026-11-22 Coupon 0.13%% Tenor 10-20Y 💷 Settlement Clean price 83.48 — Dirty price 83.51 Accrued interest 0.032 Settlement date 2026-08-25 📊 Relative value Div (bps) +3.0bps Δ Div —bps Bench 1.88%% OIS % —% OIS spr —bps Running 0.15%% Bid / Offer (clean) Bid83.31 spread 0.33 Offer83.64 Bid / Offer (dirty) Bid133.44 — Offer133.97 📈 Holding-period return Consideration £83,475.00 Accrued interest £32.53 Maturity income £768.90 Capital gain £16,525.00 Total costs £44.48 Net return £17,249.42 Effective rate 1.68%% Implied rate 3.36%% 🧮 Tax bands 0%net 1.91%tax-eq 1.91%rank 24 20%net 1.88%tax-eq 2.35%rank 22 40%net 1.85%tax-eq 3.09%rank 21 45%net 1.85%tax-eq 3.36%rank 21
	14	1 1/8% Index-linked Treasury Gilt 2037 GB00B1L6W962 · — · index-linked	1.13%	2037-11-22	10-20Y	91.15—	0.29095d	2.01%—	1.52%
🎯 Key metrics Gross yield 2.01%% — DMO yield 2.00%% Net yield 1.52%% Grossed-up yield 2.54%% Curve spread +2.2bps Years to maturity 11.24y Modified duration 10.41y DV01 0.0952 📄 Bond Issue date 2007-02-21 Maturity date 2037-11-22 Ex-dividend date 2026-11-12 Next coupon 2026-11-22 Coupon 1.13%% Tenor 10-20Y 💷 Settlement Clean price 91.15 — Dirty price 91.44 Accrued interest 0.290 Settlement date 2026-08-25 📊 Relative value Div (bps) +2.2bps Δ Div —bps Bench 1.99%% OIS % —% OIS spr —bps Running 1.23%% Bid / Offer (clean) Bid90.96 spread 0.38 Offer91.34 Bid / Offer (dirty) Bid187.85 — Offer188.63 📈 Holding-period return Consideration £91,150.00 Accrued interest £292.81 Maturity income £7,595.14 Capital gain £8,850.00 Total costs £304.76 Net return £16,140.38 Effective rate 1.43%% Implied rate 2.62%% 🧮 Tax bands 0%net 2.01%tax-eq 2.01%rank 22 20%net 1.77%tax-eq 2.21%rank 23 40%net 1.52%tax-eq 2.54%rank 23 45%net 1.46%tax-eq 2.66%rank 23
	12	1¾% Index-linked Treasury Gilt 2038 GB00BMY62Z61 · — · index-linked	1.75%	2038-09-22	10-20Y	96.35—	0.742156d	2.09%—	1.35%
🎯 Key metrics Gross yield 2.09%% — DMO yield 2.09%% Net yield 1.35%% Grossed-up yield 2.25%% Curve spread +2.7bps Years to maturity 12.08y Modified duration 10.72y DV01 0.1040 📄 Bond Issue date 2025-06-11 Maturity date 2038-09-22 Ex-dividend date 2026-09-11 Next coupon 2026-09-22 Coupon 1.75%% Tenor 10-20Y 💷 Settlement Clean price 96.35 — Dirty price 97.09 Accrued interest 0.742 Settlement date 2026-08-25 📊 Relative value Div (bps) +2.7bps Δ Div —bps Bench 2.07%% OIS % —% OIS spr —bps Running 1.82%% Bid / Offer (clean) Bid96.14 spread 0.42 Offer96.56 Bid / Offer (dirty) Bid101.45 — Offer101.89 📈 Holding-period return Consideration £96,350.00 Accrued interest £747.95 Maturity income £12,689.18 Capital gain £3,650.00 Total costs £759.90 Net return £15,579.28 Effective rate 1.29%% Implied rate 2.23%% 🧮 Tax bands 0%net 2.09%tax-eq 2.09%rank 21 20%net 1.72%tax-eq 2.15%rank 24 40%net 1.35%tax-eq 2.25%rank 24 45%net 1.26%tax-eq 2.29%rank 24
	3	0 1/8% Index-linked Treasury Gilt 2039 GB00BLH38265 · — · index-linked	0.13%	2039-03-22	10-20Y	77.32—	0.053156d	2.20%—	2.14%
🎯 Key metrics Gross yield 2.20%% — DMO yield 2.19%% Net yield 2.14%% Grossed-up yield 3.57%% Curve spread +8.8bps Years to maturity 12.57y Modified duration 12.32y DV01 0.0953 📄 Bond Issue date 2021-05-26 Maturity date 2039-03-22 Ex-dividend date 2026-09-11 Next coupon 2026-09-22 Coupon 0.13%% Tenor 10-20Y 💷 Settlement Clean price 77.32 — Dirty price 77.37 Accrued interest 0.053 Settlement date 2026-08-25 📊 Relative value Div (bps) +8.8bps Δ Div —bps Bench 2.11%% OIS % —% OIS spr —bps Running 0.16%% Bid / Offer (clean) Bid77.13 spread 0.38 Offer77.51 Bid / Offer (dirty) Bid108.29 — Offer108.82 📈 Holding-period return Consideration £77,320.00 Accrued interest £53.42 Maturity income £943.56 Capital gain £22,680.00 Total costs £65.37 Net return £23,558.19 Effective rate 1.87%% Implied rate 4.04%% 🧮 Tax bands 0%net 2.20%tax-eq 2.20%rank 20 20%net 2.17%tax-eq 2.71%rank 18 40%net 2.14%tax-eq 3.57%rank 15 45%net 2.13%tax-eq 3.88%rank 14
	5	0 5/8% Index-linked Treasury Gilt 2040 GB00B3LZBF68 · — · index-linked	0.63%	2040-03-22	10-20Y	81.03—	0.265156d	2.26%—	1.97%
🎯 Key metrics Gross yield 2.26%% — DMO yield 2.25%% Net yield 1.97%% Grossed-up yield 3.28%% Curve spread +6.4bps Years to maturity 13.57y Modified duration 12.77y DV01 0.1038 📄 Bond Issue date 2010-01-28 Maturity date 2040-03-22 Ex-dividend date 2026-09-11 Next coupon 2026-09-22 Coupon 0.63%% Tenor 10-20Y 💷 Settlement Clean price 81.03 — Dirty price 81.29 Accrued interest 0.265 Settlement date 2026-08-25 📊 Relative value Div (bps) +6.4bps Δ Div —bps Bench 2.19%% OIS % —% OIS spr —bps Running 0.77%% Bid / Offer (clean) Bid80.82 spread 0.41 Offer81.23 Bid / Offer (dirty) Bid155.91 — Offer156.70 📈 Holding-period return Consideration £81,025.00 Accrued interest £267.12 Maturity income £5,093.84 Capital gain £18,975.00 Total costs £279.07 Net return £23,789.76 Effective rate 1.75%% Implied rate 3.60%% 🧮 Tax bands 0%net 2.26%tax-eq 2.26%rank 19 20%net 2.11%tax-eq 2.64%rank 19 40%net 1.97%tax-eq 3.28%rank 17 45%net 1.93%tax-eq 3.51%rank 17
	16	0 1/8% Index-linked Treasury Gilt 2041 GB00BGDYHF49 · — · index-linked	0.13%	2041-08-10	10-20Y	72.65—	0.00515d	2.30%—	2.24%
🎯 Key metrics Gross yield 2.30%% — DMO yield 2.29%% Net yield 2.24%% Grossed-up yield 3.73%% Curve spread +1.0bps Years to maturity 14.96y Modified duration 14.62y DV01 0.1063 📄 Bond Issue date 2018-07-12 Maturity date 2041-08-10 Ex-dividend date 2027-02-01 Next coupon 2027-02-10 Coupon 0.13%% Tenor 10-20Y 💷 Settlement Clean price 72.65 — Dirty price 72.66 Accrued interest 0.005 Settlement date 2026-08-25 📊 Relative value Div (bps) +1.0bps Δ Div —bps Bench 2.29%% OIS % —% OIS spr —bps Running 0.17%% Bid / Offer (clean) Bid72.43 spread 0.43 Offer72.86 Bid / Offer (dirty) Bid107.68 — Offer108.32 📈 Holding-period return Consideration £72,645.00 Accrued interest £5.14 Maturity income £1,122.74 Capital gain £27,355.00 Total costs £17.09 Net return £28,460.65 Effective rate 1.90%% Implied rate 4.36%% 🧮 Tax bands 0%net 2.30%tax-eq 2.30%rank 17 20%net 2.27%tax-eq 2.83%rank 13 40%net 2.24%tax-eq 3.73%rank 10 45%net 2.23%tax-eq 4.05%rank 10
	17	0 5/8% Index-linked Treasury Gilt 2042 GB00B3MYD345 · — · index-linked	0.63%	2042-11-22	10-20Y	76.63—	0.16195d	2.37%—	2.07%
🎯 Key metrics Gross yield 2.37%% — DMO yield 2.36%% Net yield 2.07%% Grossed-up yield 3.45%% Curve spread +0.9bps Years to maturity 16.24y Modified duration 15.11y DV01 0.1161 📄 Bond Issue date 2009-07-24 Maturity date 2042-11-22 Ex-dividend date 2026-11-12 Next coupon 2026-11-22 Coupon 0.63%% Tenor 10-20Y 💷 Settlement Clean price 76.63 — Dirty price 76.79 Accrued interest 0.161 Settlement date 2026-08-25 📊 Relative value Div (bps) +0.9bps Δ Div —bps Bench 2.36%% OIS % —% OIS spr —bps Running 0.82%% Bid / Offer (clean) Bid76.40 spread 0.46 Offer76.86 Bid / Offer (dirty) Bid150.02 — Offer150.92 📈 Holding-period return Consideration £76,630.00 Accrued interest £162.67 Maturity income £6,095.55 Capital gain £23,370.00 Total costs £174.62 Net return £29,290.93 Effective rate 1.80%% Implied rate 3.92%% 🧮 Tax bands 0%net 2.37%tax-eq 2.37%rank 15 20%net 2.22%tax-eq 2.77%rank 17 40%net 2.07%tax-eq 3.45%rank 16 45%net 2.04%tax-eq 3.70%rank 16
	6	0 1/8% Index-linked Treasury Gilt 2044 GB00B7RN0G65 · — · index-linked	0.13%	2044-03-22	10-20Y	66.77—	0.053156d	2.47%—	2.40%
🎯 Key metrics Gross yield 2.47%% — DMO yield 2.46%% Net yield 2.40%% Grossed-up yield 4.00%% Curve spread +4.7bps Years to maturity 17.57y Modified duration 17.11y DV01 0.1143 📄 Bond Issue date 2012-07-25 Maturity date 2044-03-22 Ex-dividend date 2026-09-11 Next coupon 2026-09-22 Coupon 0.13%% Tenor 10-20Y 💷 Settlement Clean price 66.77 — Dirty price 66.82 Accrued interest 0.053 Settlement date 2026-08-25 📊 Relative value Div (bps) +4.7bps Δ Div —bps Bench 2.42%% OIS % —% OIS spr —bps Running 0.19%% Bid / Offer (clean) Bid66.54 spread 0.46 Offer67.00 Bid / Offer (dirty) Bid114.36 — Offer115.15 📈 Holding-period return Consideration £66,770.00 Accrued interest £53.42 Maturity income £1,318.97 Capital gain £33,230.00 Total costs £65.37 Net return £34,483.60 Effective rate 1.96%% Implied rate 4.89%% 🧮 Tax bands 0%net 2.47%tax-eq 2.47%rank 12 20%net 2.43%tax-eq 3.04%rank 6 40%net 2.40%tax-eq 4.00%rank 6 45%net 2.39%tax-eq 4.35%rank 6
	9	0 5/8% Index-linked Treasury Gilt 2045 GB00BMF9LH90 · — · index-linked	0.63%	2045-03-22	10-20Y	72.38—	0.265156d	2.49%—	2.18%
🎯 Key metrics Gross yield 2.49%% — DMO yield 2.49%% Net yield 2.18%% Grossed-up yield 3.64%% Curve spread +3.5bps Years to maturity 18.57y Modified duration 17.06y DV01 0.1239 📄 Bond Issue date 2023-04-27 Maturity date 2045-03-22 Ex-dividend date 2026-09-11 Next coupon 2026-09-22 Coupon 0.63%% Tenor 10-20Y 💷 Settlement Clean price 72.38 — Dirty price 72.64 Accrued interest 0.265 Settlement date 2026-08-25 📊 Relative value Div (bps) +3.5bps Δ Div —bps Bench 2.46%% OIS % —% OIS spr —bps Running 0.86%% Bid / Offer (clean) Bid72.13 spread 0.50 Offer72.63 Bid / Offer (dirty) Bid82.82 — Offer83.39 📈 Holding-period return Consideration £72,380.00 Accrued interest £267.12 Maturity income £6,969.86 Capital gain £27,620.00 Total costs £279.07 Net return £34,310.79 Effective rate 1.85%% Implied rate 4.25%% 🧮 Tax bands 0%net 2.49%tax-eq 2.49%rank 10 20%net 2.34%tax-eq 2.92%rank 9 40%net 2.18%tax-eq 3.64%rank 13 45%net 2.15%tax-eq 3.90%rank 13
	7	0 1/8% Index-linked Treasury Gilt 2046 GB00BYMWG366 · — · index-linked	0.13%	2046-03-22	10-20Y	63.12—	0.053156d	2.52%—	2.46%
🎯 Key metrics Gross yield 2.52%% — DMO yield 2.52%% Net yield 2.46%% Grossed-up yield 4.10%% Curve spread +3.6bps Years to maturity 19.57y Modified duration 19.01y DV01 0.1201 📄 Bond Issue date 2015-06-24 Maturity date 2046-03-22 Ex-dividend date 2026-09-11 Next coupon 2026-09-22 Coupon 0.13%% Tenor 10-20Y 💷 Settlement Clean price 63.12 — Dirty price 63.17 Accrued interest 0.053 Settlement date 2026-08-25 📊 Relative value Div (bps) +3.6bps Δ Div —bps Bench 2.49%% OIS % —% OIS spr —bps Running 0.20%% Bid / Offer (clean) Bid62.88 spread 0.48 Offer63.36 Bid / Offer (dirty) Bid101.63 — Offer102.41 📈 Holding-period return Consideration £63,120.00 Accrued interest £53.42 Maturity income £1,468.97 Capital gain £36,880.00 Total costs £65.37 Net return £38,283.60 Effective rate 1.95%% Implied rate 5.16%% 🧮 Tax bands 0%net 2.52%tax-eq 2.52%rank 7 20%net 2.49%tax-eq 3.11%rank 4 40%net 2.46%tax-eq 4.10%rank 3 45%net 2.45%tax-eq 4.45%rank 3
	26	0¾% Index-linked Treasury Gilt 2047 GB00B24FFM16 · — · index-linked	0.75%	2047-11-22	20Y+	71.13—	0.19495d	2.51%—	2.15%
🎯 Key metrics Gross yield 2.51%% — DMO yield 2.51%% Net yield 2.15%% Grossed-up yield 3.58%% Curve spread -1.4bps Years to maturity 21.24y Modified duration 19.00y DV01 0.1355 📄 Bond Issue date 2007-11-21 Maturity date 2047-11-22 Ex-dividend date 2026-11-12 Next coupon 2026-11-22 Coupon 0.75%% Tenor 20Y+ 💷 Settlement Clean price 71.13 — Dirty price 71.32 Accrued interest 0.194 Settlement date 2026-08-25 📊 Relative value Div (bps) -1.4bps Δ Div —bps Bench 2.53%% OIS % —% OIS spr —bps Running 1.05%% Bid / Offer (clean) Bid70.85 spread 0.55 Offer71.40 Bid / Offer (dirty) Bid142.36 — Offer143.46 📈 Holding-period return Consideration £71,125.00 Accrued interest £195.21 Maturity income £9,565.89 Capital gain £28,875.00 Total costs £207.16 Net return £38,233.73 Effective rate 1.80%% Implied rate 4.21%% 🧮 Tax bands 0%net 2.51%tax-eq 2.51%rank 9 20%net 2.33%tax-eq 2.91%rank 10 40%net 2.15%tax-eq 3.58%rank 14 45%net 2.10%tax-eq 3.82%rank 15
	15	0 1/8% Index-linked Treasury Gilt 2048 GB00BZ13DV40 · — · index-linked	0.13%	2048-08-10	20Y+	59.43—	0.00515d	2.55%—	2.48%
🎯 Key metrics Gross yield 2.55%% — DMO yield 2.55%% Net yield 2.48%% Grossed-up yield 4.14%% Curve spread +1.1bps Years to maturity 21.96y Modified duration 21.27y DV01 0.1264 📄 Bond Issue date 2017-11-08 Maturity date 2048-08-10 Ex-dividend date 2027-02-01 Next coupon 2027-02-10 Coupon 0.13%% Tenor 20Y+ 💷 Settlement Clean price 59.43 — Dirty price 59.44 Accrued interest 0.005 Settlement date 2026-08-25 📊 Relative value Div (bps) +1.1bps Δ Div —bps Bench 2.54%% OIS % —% OIS spr —bps Running 0.21%% Bid / Offer (clean) Bid59.17 spread 0.51 Offer59.68 Bid / Offer (dirty) Bid89.65 — Offer90.42 📈 Holding-period return Consideration £59,425.00 Accrued interest £5.14 Maturity income £1,648.15 Capital gain £40,575.00 Total costs £17.09 Net return £42,206.06 Effective rate 1.92%% Implied rate 5.39%% 🧮 Tax bands 0%net 2.55%tax-eq 2.55%rank 4 20%net 2.52%tax-eq 3.15%rank 2 40%net 2.48%tax-eq 4.14%rank 2 45%net 2.47%tax-eq 4.50%rank 2
	28	1 7/8% Index-linked Treasury Gilt 2049 ⚠ GB00BT7J0134 · — · index-linked	1.88%	2049-09-22	20Y+	88.76—	0.795156d	2.52%—	1.70%
🎯 Key metrics Gross yield 2.52%% — DMO yield 2.52%% Net yield 1.70%% Grossed-up yield 2.83%% Curve spread -3.1bps Years to maturity 23.08y Modified duration 18.12y DV01 0.1623 📄 Bond Issue date 2025-03-12 Maturity date 2049-09-22 Ex-dividend date 2026-09-11 Next coupon 2026-09-22 Coupon 1.88%% Tenor 20Y+ 💷 Settlement Clean price 88.76 — Dirty price 89.55 Accrued interest 0.795 Settlement date 2026-08-25 📊 Relative value Div (bps) -3.1bps Δ Div —bps Bench 2.55%% OIS % —% OIS spr —bps Running 2.11%% Bid / Offer (clean) Bid88.43 spread 0.65 Offer89.08 Bid / Offer (dirty) Bid94.78 — Offer95.47 📈 Holding-period return Consideration £88,755.00 Accrued interest £801.37 Maturity income £25,979.79 Capital gain £11,245.00 Total costs £813.32 Net return £36,411.47 Effective rate 1.58%% Implied rate 2.96%% 🧮 Tax bands 0%net 2.52%tax-eq 2.52%rank 8 20%net 2.11%tax-eq 2.64%rank 20 40%net 1.70%tax-eq 2.83%rank 22 45%net 1.60%tax-eq 2.90%rank 22
	20	0½% Index-linked Treasury Gilt 2050 GB00B421JZ66 · — · index-linked	0.50%	2050-03-22	20Y+	63.69—	0.212156d	2.56%—	2.30%
🎯 Key metrics Gross yield 2.56%% — DMO yield 2.56%% Net yield 2.30%% Grossed-up yield 3.83%% Curve spread +0.6bps Years to maturity 23.57y Modified duration 21.47y DV01 0.1372 📄 Bond Issue date 2009-09-25 Maturity date 2050-03-22 Ex-dividend date 2026-09-11 Next coupon 2026-09-22 Coupon 0.50%% Tenor 20Y+ 💷 Settlement Clean price 63.69 — Dirty price 63.90 Accrued interest 0.212 Settlement date 2026-08-25 📊 Relative value Div (bps) +0.6bps Δ Div —bps Bench 2.56%% OIS % —% OIS spr —bps Running 0.79%% Bid / Offer (clean) Bid63.41 spread 0.55 Offer63.96 Bid / Offer (dirty) Bid124.12 — Offer125.19 📈 Holding-period return Consideration £63,685.00 Accrued interest £213.70 Maturity income £7,076.71 Capital gain £36,315.00 Total costs £225.65 Net return £43,166.06 Effective rate 1.83%% Implied rate 4.79%% 🧮 Tax bands 0%net 2.56%tax-eq 2.56%rank 3 20%net 2.43%tax-eq 3.04%rank 7 40%net 2.30%tax-eq 3.83%rank 8 45%net 2.27%tax-eq 4.12%rank 8
	22	0 1/8% Index-linked Treasury Gilt 2051 GB00BNNGP882 · — · index-linked	0.13%	2051-03-22	20Y+	55.75—	0.053156d	2.56%—	2.49%
🎯 Key metrics Gross yield 2.56%% — DMO yield 2.56%% Net yield 2.49%% Grossed-up yield 4.16%% Curve spread +0.3bps Years to maturity 24.57y Modified duration 23.71y DV01 0.1323 📄 Bond Issue date 2021-02-10 Maturity date 2051-03-22 Ex-dividend date 2026-09-11 Next coupon 2026-09-22 Coupon 0.13%% Tenor 20Y+ 💷 Settlement Clean price 55.75 — Dirty price 55.80 Accrued interest 0.053 Settlement date 2026-08-25 📊 Relative value Div (bps) +0.3bps Δ Div —bps Bench 2.56%% OIS % —% OIS spr —bps Running 0.22%% Bid / Offer (clean) Bid55.48 spread 0.53 Offer56.01 Bid / Offer (dirty) Bid78.61 — Offer79.36 📈 Holding-period return Consideration £55,745.00 Accrued interest £53.42 Maturity income £1,844.18 Capital gain £44,255.00 Total costs £65.37 Net return £46,033.80 Effective rate 1.87%% Implied rate 5.60%% 🧮 Tax bands 0%net 2.56%tax-eq 2.56%rank 1 20%net 2.53%tax-eq 3.16%rank 1 40%net 2.49%tax-eq 4.16%rank 1 45%net 2.48%tax-eq 4.52%rank 1
	23	0¼% Index-linked Treasury Gilt 2052 GB00B73ZYW09 · — · index-linked	0.25%	2052-03-22	20Y+	56.81—	0.106156d	2.56%—	2.42%
🎯 Key metrics Gross yield 2.56%% — DMO yield 2.56%% Net yield 2.42%% Grossed-up yield 4.04%% Curve spread +0.1bps Years to maturity 25.57y Modified duration 24.08y DV01 0.1370 📄 Bond Issue date 2012-09-26 Maturity date 2052-03-22 Ex-dividend date 2026-09-11 Next coupon 2026-09-22 Coupon 0.25%% Tenor 20Y+ 💷 Settlement Clean price 56.81 — Dirty price 56.92 Accrued interest 0.106 Settlement date 2026-08-25 📊 Relative value Div (bps) +0.1bps Δ Div —bps Bench 2.56%% OIS % —% OIS spr —bps Running 0.44%% Bid / Offer (clean) Bid56.54 spread 0.54 Offer57.08 Bid / Offer (dirty) Bid97.43 — Offer98.36 📈 Holding-period return Consideration £56,810.00 Accrued interest £106.85 Maturity income £3,838.77 Capital gain £43,190.00 Total costs £118.80 Net return £46,909.97 Effective rate 1.83%% Implied rate 5.38%% 🧮 Tax bands 0%net 2.56%tax-eq 2.56%rank 2 20%net 2.49%tax-eq 3.12%rank 3 40%net 2.42%tax-eq 4.04%rank 4 45%net 2.41%tax-eq 4.37%rank 4
	25	1¼% Index-linked Treasury Gilt 2054 GB00BPSNBG80 · — · index-linked	1.25%	2054-11-22	20Y+	74.14—	0.32395d	2.54%—	1.94%
🎯 Key metrics Gross yield 2.54%% — DMO yield 2.54%% Net yield 1.94%% Grossed-up yield 3.23%% Curve spread -0.7bps Years to maturity 28.24y Modified duration 22.60y DV01 0.1683 📄 Bond Issue date 2024-03-14 Maturity date 2054-11-22 Ex-dividend date 2026-11-12 Next coupon 2026-11-22 Coupon 1.25%% Tenor 20Y+ 💷 Settlement Clean price 74.14 — Dirty price 74.46 Accrued interest 0.323 Settlement date 2026-08-25 📊 Relative value Div (bps) -0.7bps Δ Div —bps Bench 2.55%% OIS % —% OIS spr —bps Running 1.69%% Bid / Offer (clean) Bid73.80 spread 0.67 Offer74.47 Bid / Offer (dirty) Bid81.52 — Offer82.25 📈 Holding-period return Consideration £74,135.00 Accrued interest £325.34 Maturity income £21,197.26 Capital gain £25,865.00 Total costs £337.29 Net return £46,724.97 Effective rate 1.65%% Implied rate 3.72%% 🧮 Tax bands 0%net 2.54%tax-eq 2.54%rank 5 20%net 2.24%tax-eq 2.80%rank 14 40%net 1.94%tax-eq 3.23%rank 18 45%net 1.86%tax-eq 3.39%rank 19
	24	1¼% Index-linked Treasury Gilt 2055 GB00B0CNHZ09 · — · index-linked	1.25%	2055-11-22	20Y+	73.69—	0.32395d	2.53%—	1.93%
🎯 Key metrics Gross yield 2.53%% — DMO yield 2.53%% Net yield 1.93%% Grossed-up yield 3.21%% Curve spread -0.6bps Years to maturity 29.24y Modified duration 23.21y DV01 0.1718 📄 Bond Issue date 2005-09-23 Maturity date 2055-11-22 Ex-dividend date 2026-11-12 Next coupon 2026-11-22 Coupon 1.25%% Tenor 20Y+ 💷 Settlement Clean price 73.69 — Dirty price 74.01 Accrued interest 0.323 Settlement date 2026-08-25 📊 Relative value Div (bps) -0.6bps Δ Div —bps Bench 2.53%% OIS % —% OIS spr —bps Running 1.70%% Bid / Offer (clean) Bid73.34 spread 0.69 Offer74.03 Bid / Offer (dirty) Bid159.57 — Offer161.06 📈 Holding-period return Consideration £73,685.00 Accrued interest £325.34 Maturity income £21,947.26 Capital gain £26,315.00 Total costs £337.29 Net return £47,924.97 Effective rate 1.64%% Implied rate 3.70%% 🧮 Tax bands 0%net 2.53%tax-eq 2.53%rank 6 20%net 2.23%tax-eq 2.78%rank 16 40%net 1.93%tax-eq 3.21%rank 19 45%net 1.85%tax-eq 3.36%rank 20
	29	0 1/8% Index-Linked Treasury Gilt 2056 ⚠ GB00BYVP4K94 · — · index-linked	0.13%	2056-11-22	20Y+	49.99—	0.03295d	2.49%—	2.41%
🎯 Key metrics Gross yield 2.49%% — DMO yield 2.49%% Net yield 2.41%% Grossed-up yield 4.02%% Curve spread -3.2bps Years to maturity 30.25y Modified duration 28.98y DV01 0.1449 📄 Bond Issue date 2016-11-30 Maturity date 2056-11-22 Ex-dividend date 2026-11-12 Next coupon 2026-11-22 Coupon 0.13%% Tenor 20Y+ 💷 Settlement Clean price 49.99 — Dirty price 50.02 Accrued interest 0.032 Settlement date 2026-08-25 📊 Relative value Div (bps) -3.2bps Δ Div —bps Bench 2.52%% OIS % —% OIS spr —bps Running 0.25%% Bid / Offer (clean) Bid49.70 spread 0.58 Offer50.28 Bid / Offer (dirty) Bid78.16 — Offer79.07 📈 Holding-period return Consideration £49,990.00 Accrued interest £32.53 Maturity income £2,269.93 Capital gain £50,010.00 Total costs £44.48 Net return £52,235.45 Effective rate 1.73%% Implied rate 5.75%% 🧮 Tax bands 0%net 2.49%tax-eq 2.49%rank 11 20%net 2.45%tax-eq 3.06%rank 5 40%net 2.41%tax-eq 4.02%rank 5 45%net 2.40%tax-eq 4.37%rank 5
	30	0 1/8% Index-linked Treasury Gilt 2058 GB00BP9DLZ64 · — · index-linked	0.13%	2058-03-22	20Y+	48.94—	0.053156d	2.46%—	2.39%
🎯 Key metrics Gross yield 2.46%% — DMO yield 2.46%% Net yield 2.39%% Grossed-up yield 3.98%% Curve spread -3.6bps Years to maturity 31.57y Modified duration 30.19y DV01 0.1479 📄 Bond Issue date 2014-07-30 Maturity date 2058-03-22 Ex-dividend date 2026-09-11 Next coupon 2026-09-22 Coupon 0.13%% Tenor 20Y+ 💷 Settlement Clean price 48.94 — Dirty price 48.99 Accrued interest 0.053 Settlement date 2026-08-25 📊 Relative value Div (bps) -3.6bps Δ Div —bps Bench 2.50%% OIS % —% OIS spr —bps Running 0.26%% Bid / Offer (clean) Bid48.64 spread 0.59 Offer49.23 Bid / Offer (dirty) Bid79.22 — Offer80.18 📈 Holding-period return Consideration £48,935.00 Accrued interest £53.42 Maturity income £2,369.59 Capital gain £51,065.00 Total costs £65.37 Net return £53,369.21 Effective rate 1.69%% Implied rate 5.75%% 🧮 Tax bands 0%net 2.46%tax-eq 2.46%rank 13 20%net 2.42%tax-eq 3.03%rank 8 40%net 2.39%tax-eq 3.98%rank 7 45%net 2.38%tax-eq 4.32%rank 7
	19	0 3/8% Index-linked Treasury Gilt 2062 GB00B4PTCY75 · — · index-linked	0.38%	2062-03-22	20Y+	51.61—	0.159156d	2.41%—	2.19%
🎯 Key metrics Gross yield 2.41%% — DMO yield 2.41%% Net yield 2.19%% Grossed-up yield 3.64%% Curve spread +0.6bps Years to maturity 35.57y Modified duration 31.63y DV01 0.1638 📄 Bond Issue date 2011-10-26 Maturity date 2062-03-22 Ex-dividend date 2026-09-11 Next coupon 2026-09-22 Coupon 0.38%% Tenor 20Y+ 💷 Settlement Clean price 51.61 — Dirty price 51.77 Accrued interest 0.159 Settlement date 2026-08-25 📊 Relative value Div (bps) +0.6bps Δ Div —bps Bench 2.40%% OIS % —% OIS spr —bps Running 0.73%% Bid / Offer (clean) Bid51.28 spread 0.66 Offer51.94 Bid / Offer (dirty) Bid90.81 — Offer91.97 📈 Holding-period return Consideration £51,610.00 Accrued interest £160.27 Maturity income £8,009.38 Capital gain £48,390.00 Total costs £172.22 Net return £56,227.16 Effective rate 1.58%% Implied rate 5.10%% 🧮 Tax bands 0%net 2.41%tax-eq 2.41%rank 14 20%net 2.30%tax-eq 2.87%rank 11 40%net 2.19%tax-eq 3.64%rank 11 45%net 2.16%tax-eq 3.93%rank 12
	10	0 1/8% Index-linked Treasury Gilt 2065 ⚠ GB00BD9MZZ71 · — · index-linked	0.13%	2065-11-22	20Y+	43.62—	0.03295d	2.32%—	2.24%
🎯 Key metrics Gross yield 2.32%% — DMO yield 2.32%% Net yield 2.24%% Grossed-up yield 3.74%% Curve spread +3.3bps Years to maturity 39.24y Modified duration 37.14y DV01 0.1621 📄 Bond Issue date 2016-02-24 Maturity date 2065-11-22 Ex-dividend date 2026-11-12 Next coupon 2026-11-22 Coupon 0.13%% Tenor 20Y+ 💷 Settlement Clean price 43.62 — Dirty price 43.65 Accrued interest 0.032 Settlement date 2026-08-25 📊 Relative value Div (bps) +3.3bps Δ Div —bps Bench 2.29%% OIS % —% OIS spr —bps Running 0.29%% Bid / Offer (clean) Bid43.29 spread 0.65 Offer43.94 Bid / Offer (dirty) Bid69.25 — Offer70.29 📈 Holding-period return Consideration £43,615.00 Accrued interest £32.53 Maturity income £2,945.34 Capital gain £56,385.00 Total costs £44.48 Net return £59,285.86 Effective rate 1.51%% Implied rate 5.77%% 🧮 Tax bands 0%net 2.32%tax-eq 2.32%rank 16 20%net 2.28%tax-eq 2.85%rank 12 40%net 2.24%tax-eq 3.74%rank 9 45%net 2.23%tax-eq 4.06%rank 9
	21	0 1/8% Index-linked Treasury Gilt 2068 GB00BDX8CX86 · — · index-linked	0.13%	2068-03-22	20Y+	42.52—	0.053156d	2.27%—	2.19%
🎯 Key metrics Gross yield 2.27%% — DMO yield 2.27%% Net yield 2.19%% Grossed-up yield 3.64%% Curve spread +0.4bps Years to maturity 41.57y Modified duration 39.21y DV01 0.1669 📄 Bond Issue date 2013-09-25 Maturity date 2068-03-22 Ex-dividend date 2026-09-11 Next coupon 2026-09-22 Coupon 0.13%% Tenor 20Y+ 💷 Settlement Clean price 42.52 — Dirty price 42.57 Accrued interest 0.053 Settlement date 2026-08-25 📊 Relative value Div (bps) +0.4bps Δ Div —bps Bench 2.26%% OIS % —% OIS spr —bps Running 0.29%% Bid / Offer (clean) Bid42.18 spread 0.67 Offer42.85 Bid / Offer (dirty) Bid70.41 — Offer71.53 📈 Holding-period return Consideration £42,515.00 Accrued interest £53.42 Maturity income £3,120.21 Capital gain £57,485.00 Total costs £65.37 Net return £60,539.83 Effective rate 1.46%% Implied rate 5.70%% 🧮 Tax bands 0%net 2.27%tax-eq 2.27%rank 18 20%net 2.23%tax-eq 2.78%rank 15 40%net 2.19%tax-eq 3.64%rank 12 45%net 2.18%tax-eq 3.96%rank 11
	34	0 1/8% Index-linked Treasury Gilt 2073 ⚠ GB00BM8Z2W66 · — · index-linked	0.13%	2073-03-22	20Y+	43.76—	0.053156d	1.98%—	1.90%
🎯 Key metrics Gross yield 1.98%% — DMO yield 1.98%% Net yield 1.90%% Grossed-up yield 3.16%% Curve spread -28.5bps Years to maturity 46.57y Modified duration 43.79y DV01 0.1919 📄 Bond Issue date 2021-11-24 Maturity date 2073-03-22 Ex-dividend date 2026-09-11 Next coupon 2026-09-22 Coupon 0.13%% Tenor 20Y+ 💷 Settlement Clean price 43.76 — Dirty price 43.81 Accrued interest 0.053 Settlement date 2026-08-25 📊 Relative value Div (bps) -28.5bps Δ Div —bps Bench 2.26%% OIS % —% OIS spr —bps Running 0.29%% Bid / Offer (clean) Bid43.38 spread 0.76 Offer44.14 Bid / Offer (dirty) Bid58.65 — Offer59.67 📈 Holding-period return Consideration £43,760.00 Accrued interest £53.42 Maturity income £3,495.41 Capital gain £56,240.00 Total costs £65.37 Net return £59,670.04 Effective rate 1.28%% Implied rate 4.88%% 🧮 Tax bands 0%net 1.98%tax-eq 1.98%rank 23 20%net 1.94%tax-eq 2.42%rank 21 40%net 1.90%tax-eq 3.16%rank 20 45%net 1.89%tax-eq 3.43%rank 18
	33	4 1/8% Index-linked Treasury Stock 2030 ⚠ GB0008932666 · — · index-linked	4.13%	2030-07-22	2-5Y	342.35—	0.38134d	0.69%—	-0.88%
🎯 Key metrics Gross yield 0.69%% — DMO yield 0.92%% Net yield -0.88%% Grossed-up yield -1.47%% Curve spread -7.9bps Years to maturity 3.91y Modified duration 3.64y DV01 0.1249 📄 Bond Issue date 1992-06-12 Maturity date 2030-07-22 Ex-dividend date 2027-01-13 Next coupon 2027-01-22 Coupon 4.13%% Tenor 2-5Y 💷 Settlement Clean price 342.35 — Dirty price 342.73 Accrued interest 0.381 Settlement date 2026-08-25 📊 Relative value Div (bps) -7.9bps Δ Div —bps Bench 0.77%% OIS % —% OIS spr —bps Running 3.64%% Bid / Offer (clean) Bid342.16 spread 0.37 Offer342.53 Bid / Offer (dirty) Bid343.40 — Offer343.77 📈 Holding-period return Consideration £113,221.08 Accrued interest £384.25 Maturity income £9,676.23 Capital gain £-13,221.08 Total costs £396.20 Net return £-3,941.04 Effective rate -1.01%% Implied rate -1.48%% 🧮 Tax bands 0%net 0.69%tax-eq 0.69%rank 31 20%net -0.10%tax-eq -0.12%rank 33 40%net -0.88%tax-eq -1.47%rank 34 45%net -1.08%tax-eq -1.96%rank 34
	13	2% Index-linked Treasury Stock 2035 ⚠ GB0031790826 · — · index-linked	2.00%	2035-01-26	5-10Y	241.46—	0.16330d	1.67%—	0.87%
🎯 Key metrics Gross yield 1.67%% — DMO yield 1.77%% Net yield 0.87%% Grossed-up yield 1.45%% Curve spread +2.2bps Years to maturity 8.42y Modified duration 7.72y DV01 0.1866 📄 Bond Issue date 2002-07-11 Maturity date 2035-01-26 Ex-dividend date 2027-01-15 Next coupon 2027-01-26 Coupon 2.00%% Tenor 5-10Y 💷 Settlement Clean price 241.46 — Dirty price 241.62 Accrued interest 0.163 Settlement date 2026-08-25 📊 Relative value Div (bps) +2.2bps Δ Div —bps Bench 1.64%% OIS % —% OIS spr —bps Running 1.95%% Bid / Offer (clean) Bid241.08 spread 0.75 Offer241.83 Bid / Offer (dirty) Bid241.50 — Offer242.25 📈 Holding-period return Consideration £102,610.99 Accrued interest £164.38 Maturity income £10,112.88 Capital gain £-2,610.99 Total costs £176.33 Net return £7,325.56 Effective rate 0.87%% Implied rate 1.41%% 🧮 Tax bands 0%net 1.67%tax-eq 1.67%rank 26 20%net 1.27%tax-eq 1.58%rank 28 40%net 0.87%tax-eq 1.45%rank 29 45%net 0.77%tax-eq 1.40%rank 29

Market data as of 2026-08-24 · all figures assume a settlement on .

Glossary