T29

0 1/8% Index-linked Treasury Gilt 2029 · GB00B3Y1JG82

Dirty price move

+£0.265

21 Jul 2026 → 20 Aug 2026

Start dirty price

£89.525

model £89.525

End dirty price

£89.790

model £89.790

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	+£0.317	The passage of time at an unchanged yield: the bond simply gets one period closer to redemption.
Rolldown	+£0.022	The yield change that comes from the shorter remaining maturity — rolling down the same curve.
Variation	-£0.106	The move in the curve itself between the two dates.
Unexplained	+£0.032	The residual between the traded prices and what carry, rolldown and variation account for.

The curve, then and now

Market data as of 21 Jul 2026 and 20 Aug 2026.

T29

What moved the price

The curve, then and now

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