T32H

4 5/8% Treasury Gilt 2032 · GB00BWGDRG14
From To
Dirty price move
-£0.790

07 Aug 2026 → 09 Sep 2026

Start dirty price
£100.453
model £100.390
End dirty price
£99.663
model £99.618
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 +£0.372 The passage of time at an unchanged yield: the bond simply gets one period closer to redemption.
Rolldown +£0.044 The yield change that comes from the shorter remaining maturity — rolling down the same curve.
Variation -£1.201 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 07 Aug 2026 and 09 Sep 2026.
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