giltsyield.com

Return

+£0.294

28 Aug 2026 → 28 Sep 2026

Start dirty price

£100.401

model £100.415

End dirty price

£100.695

model £100.694

Mark-to-market is the traded price; mark-to-model discounts the remaining flows along the fitted curve. The decomposition below is computed on the model prices.

What moved the price

Effect	Contribution	What it is
Carry	+£0.305	The passage of time at an unchanged yield: coupons earned plus the bond getting closer to redemption.
Rolldown	+£0.023	The yield change that comes from the shorter remaining maturity — rolling down the same curve.
Variation	-£0.050	The move in the curve itself between the two dates.
Unexplained	+£0.015	The residual between the traded prices and what carry, rolldown and variation account for.

The curve, then and now

Market data as of 28 Aug 2026 and 28 Sep 2026.

T27A

What moved the price

The curve, then and now

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