Gilts Glossary of Terms

If you are new to the world of gilts and government bonds, you may find some of the terminology and jargon used in this market difficult to understand. That's why we have created this glossary to help you navigate the key concepts and terms that you are likely to come across.

Whether you are a beginner looking to learn about the basics of gilts, or a seasoned investor looking for a refresher on some of the more technical terms, this glossary is a useful resource to help you build your knowledge and confidence in this important investment class.

Gilts

Bonds issued by the UK government to raise funds.

Bond

A fixed-income security that pays a predetermined interest rate and is repaid at maturity.

Yield

The rate of return on a bond, expressed as a percentage of the bond's face value.

Yield curve

A graph that plots the yields of bonds with different maturities.

Maturity

The date on which a bond will be repaid by the issuer. Credit risk: The risk that the issuer of a bond will default on their payments.

Inflation risk

The risk that inflation will erode the purchasing power of a fixed-income investment.

Central bank

The institution responsible for setting monetary policy, including interest rates.

Monetary policy

The actions taken by the central bank to control the supply of money and influence the economy.

Interest rate

The rate charged by a lender to a borrower for the use of money, expressed as a percentage.

Coupon rate

The interest rate paid by a bond, expressed as a percentage of the bond's face value.

Inflation-linked bond

A bond whose principal and interest payments are adjusted based on changes in the consumer price index.

Fixed-income

An investment that provides a predictable income stream, typically through interest payments on a bond or other debt security.

Diversification

The practice of spreading investments across multiple asset classes to reduce risk.

Capital gains

The profit made from selling an investment at a higher price than it was purchased for.

Double-dated Conventional Gilts

Where government had issued gilts with a range of maturity dates that are close together. Government can choose to redeem whole or part of the bond on any day between the first and last maturity date.

Eight Month Lag Indexed Gilts

Refers to indexed gilts bought before 2005 where two RPIs are needed for the calculations. The lag is used so that the size of each interest payment is known at the start of the period that interest is paid on.

Three Month Lag Indexed Gilts

Where gilts are bought after 2005 there is a three month lag before the interest payments are linked to the Retail Price Index

Indexcation Methodology

The methods that are used to calculate payments and any accrued interest – the methodology is different for gilts bought before 2005, where there was an eight month lag, and after 2005 where there is a three month lag.

RPI

Refers to the general retail price index and rate of inflation that is used for indexed gilts.

Trading Convention

Refers to the way index linked gilts with a three month lag are costed and the payments and interest calculated.

Undated Gilts

Undated gilts are the oldest type of gilts, some of which date back more than a hundred years. The gilts have low coupons and not much point in redeeming them. Interest payments are made twice yearly and some, three times a year.

DMO

The Debt Management Office is a UK government agency responsible for managing the country's debt and issuing gilts.

Primary market

The market in which new securities, such as gilts, are issued and sold for the first time.

Secondary market

The market in which previously issued securities, such as gilts, are bought and sold between investors.

Gilt auction

The process by which the DMO sells new gilts to investors through a competitive bidding process.

Bid-to-cover ratio

A measure of demand for gilts in a particular auction, calculated by dividing the total amount bid by the total amount offered.

Index-linked gilts

Gilts whose principal and interest payments are adjusted based on changes in the retail price index (RPI).

Conventional gilts

Gilts with fixed coupon payments that are not linked to inflation.

Redemption

The repayment of the principal amount of a bond at maturity.

Gilt strip

A derivative security that separates the interest and principal payments of a gilt, allowing investors to buy and sell them separately.

More Facts & Information about Gilts & Government Bonds

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