giltsyield.com

Return

-£0.489

17 Sep 2026 → 16 Oct 2026

Start dirty price

£97.999

model £98.025

End dirty price

£97.510

model £97.575

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	+£0.429	The passage of time at an unchanged yield: coupons earned plus the bond getting closer to redemption.
Rolldown	+£0.046	The yield change that comes from the shorter remaining maturity — rolling down the same curve.
Variation	-£0.926	The move in the curve itself between the two dates.
Unexplained	-£0.039	The residual between the traded prices and what carry, rolldown and variation account for.

The curve, then and now

Market data as of 17 Sep 2026 and 16 Oct 2026.

T36N

What moved the price

The curve, then and now

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