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T37H

4 5/8% Green Gilt 2037 · GB00BVP99905

Return

+£1.444

30 Sep 2026 → 30 Oct 2026

Start dirty price

£93.747

model £93.832

End dirty price

£95.190

model £95.307

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	+£0.443	The passage of time at an unchanged yield: coupons earned plus the bond getting closer to redemption.
Rolldown	+£0.047	The yield change that comes from the shorter remaining maturity — rolling down the same curve.
Variation	+£0.984	The move in the curve itself between the two dates.
Unexplained	-£0.031	The residual between the traded prices and what carry, rolldown and variation account for.

The curve, then and now

Market data as of 30 Sep 2026 and 30 Oct 2026.

T37H

What moved the price

The curve, then and now

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