giltsyield.com

Return

-£1.321

04 Sep 2026 → 06 Oct 2026

Start dirty price

£99.521

model £99.367

End dirty price

£98.200

model £98.177

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	+£0.411	The passage of time at an unchanged yield: coupons earned plus the bond getting closer to redemption.
Rolldown	+£0.050	The yield change that comes from the shorter remaining maturity — rolling down the same curve.
Variation	-£1.652	The move in the curve itself between the two dates.
Unexplained	-£0.130	The residual between the traded prices and what carry, rolldown and variation account for.

The curve, then and now

Market data as of 04 Sep 2026 and 06 Oct 2026.

T35V

What moved the price

The curve, then and now

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