giltsyield.com

Return

-£0.666

28 Aug 2026 → 28 Sep 2026

Start dirty price

£99.799

model £100.053

End dirty price

£99.133

model £99.359

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	+£0.336	The passage of time at an unchanged yield: coupons earned plus the bond getting closer to redemption.
Rolldown	+£0.015	The yield change that comes from the shorter remaining maturity — rolling down the same curve.
Variation	-£1.044	The move in the curve itself between the two dates.
Unexplained	+£0.028	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.

T29K

What moved the price

The curve, then and now

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