giltsyield.com

Return

+£1.442

14 Oct 2026 → 13 Nov 2026

Start dirty price

£96.714

model £96.839

End dirty price

£98.156

model £98.418

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	+£0.477	The passage of time at an unchanged yield: coupons earned plus the bond getting closer to redemption.
Rolldown	+£0.039	The yield change that comes from the shorter remaining maturity — rolling down the same curve.
Variation	+£1.063	The move in the curve itself between the two dates.
Unexplained	-£0.138	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.

T41F

What moved the price

The curve, then and now

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