T42A

0 5/8% Index-linked Treasury Gilt 2042 · GB00B3MYD345

Dirty price move

-£0.207

21 Jul 2026 → 20 Aug 2026

Start dirty price

£47.905

model £47.905

End dirty price

£47.698

model £47.698

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	+£0.214	The passage of time at an unchanged yield: the bond simply gets one period closer to redemption.
Rolldown	+£0.029	The yield change that comes from the shorter remaining maturity — rolling down the same curve.
Variation	-£0.472	The move in the curve itself between the two dates.
Unexplained	+£0.022	The residual between the traded prices and what carry, rolldown and variation account for.

The curve, then and now

Market data as of 21 Jul 2026 and 20 Aug 2026.

T42A

What moved the price

The curve, then and now

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