giltsyield.com

Dirty price move

-£0.249

31 Jul 2026 → 01 Sep 2026

Start dirty price

£98.120

model £98.157

End dirty price

£97.870

model £97.793

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	+£0.408	The passage of time at an unchanged yield: the bond simply gets one period closer to redemption.
Rolldown	+£0.062	The yield change that comes from the shorter remaining maturity — rolling down the same curve.
Variation	-£0.848	The move in the curve itself between the two dates.
Unexplained	+£0.129	The residual between the traded prices and what carry, rolldown and variation account for.

The curve, then and now

Market data as of 31 Jul 2026 and 01 Sep 2026.

T36N

What moved the price

The curve, then and now

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