giltsyield.com

Return

+£0.472

14 Oct 2026 → 13 Nov 2026

Start dirty price

£95.443

model £95.439

End dirty price

£95.915

model £95.916

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	+£0.416	The passage of time at an unchanged yield: coupons earned plus the bond getting closer to redemption.
Rolldown	+£0.030	The yield change that comes from the shorter remaining maturity — rolling down the same curve.
Variation	+£0.031	The move in the curve itself between the two dates.
Unexplained	-£0.005	The residual between the traded prices and what carry, rolldown and variation account for.

The curve, then and now

Market data as of 14 Oct 2026 and 13 Nov 2026.

T31

What moved the price

The curve, then and now

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