giltsyield.com

Return

+£0.474

02 Oct 2026 → 04 Nov 2026

Start dirty price

£99.472

model £99.724

End dirty price

£99.946

model £100.346

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	+£0.403	The passage of time at an unchanged yield: coupons earned plus the bond getting closer to redemption.
Rolldown	+£0.031	The yield change that comes from the shorter remaining maturity — rolling down the same curve.
Variation	+£0.188	The move in the curve itself between the two dates.
Unexplained	-£0.148	The residual between the traded prices and what carry, rolldown and variation account for.

The curve, then and now

Market data as of 02 Oct 2026 and 04 Nov 2026.

T30K

What moved the price

The curve, then and now

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