giltsyield.com

Dirty price move

+£99.440

20 Aug 2026 → 18 Sep 2026

Start dirty price

£0.000

model £0.000

End dirty price

£99.440

model £99.440

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	+£117.092	The passage of time at an unchanged yield: the bond simply gets one period closer to redemption.
Rolldown	+£0.027	The yield change that comes from the shorter remaining maturity — rolling down the same curve.
Variation	-£1.219	The move in the curve itself between the two dates.
Unexplained	-£16.461	The residual between the traded prices and what carry, rolldown and variation account for.

The curve, then and now

Market data as of 20 Aug 2026 and 18 Sep 2026.

T30K

What moved the price

The curve, then and now

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