giltsyield.com

Return

+£0.864

14 Oct 2026 → 13 Nov 2026

Start dirty price

£95.022

model £95.093

End dirty price

£95.886

model £95.951

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	+£0.437	The passage of time at an unchanged yield: coupons earned plus the bond getting closer to redemption.
Rolldown	+£0.044	The yield change that comes from the shorter remaining maturity — rolling down the same curve.
Variation	+£0.377	The move in the curve itself between the two dates.
Unexplained	+£0.006	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.

T35

What moved the price

The curve, then and now

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