T30I

4 1/8% Index-linked Treasury Stock 2030 · GB0008932666

Dirty price move

+£0.402

21 Jul 2026 → 20 Aug 2026

Start dirty price

£98.653

model £98.653

End dirty price

£99.055

model £99.055

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	+£0.361	The passage of time at an unchanged yield: the bond simply gets one period closer to redemption.
Rolldown	+£0.034	The yield change that comes from the shorter remaining maturity — rolling down the same curve.
Variation	-£0.029	The move in the curve itself between the two dates.
Unexplained	+£0.036	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.

T30I

What moved the price

The curve, then and now

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