T32H
4 5/8% Treasury Gilt 2032 · GB00BWGDRG14
Dirty price move
-£0.632
21 Aug 2026 → 21 Sep 2026
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 |
|---|---|
| Carry | +£0.354 |
| Rolldown | +£0.047 |
| Variation | -£1.026 |
| Unexplained | -£0.008 |
The curve, then and now
Market data as of 21 Aug 2026 and 21 Sep 2026.