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It is now June 2030 and you observe the following p.a. zero coupon rates for default free credits for different maturities (they are quoted both

It is now June 2030 and you observe the following p.a. zero coupon rates for default free credits for different maturities (they are quoted both in discrete and continuous terms, you may use either for your calculations, or both to check).

Maturity

Jun 2031

Jun 2032

Jun 2033

Jun 2034

Jun 2035

Jun 2036

Jun 2037

Discrete

1.0050%

2.0201%

3.0454%

4.0811%

5.1271%

6.1837%

7.2508%

Continuous

1.0000%

2.0000%

3.0000%

4.0000%

5.0000%

6.0000%

7.0000%

What is the current value as at June 2030 of the forward loan that was fixed with the BoE (to 2 decimal places, USE -ve if it is a LIABILITY)?

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