T42A

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

Return

-£1.119

04 Sep 2026 → 05 Oct 2026

Start dirty price

£152.121

model £94.129

End dirty price

£151.002

model £92.383

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	+£0.973	The passage of time at an unchanged yield: coupons earned plus the bond getting closer to redemption.
Rolldown	+£0.053	The yield change that comes from the shorter remaining maturity — rolling down the same curve.
Variation	-£2.772	The move in the curve itself between the two dates.
Unexplained	+£0.627	The residual between the traded prices and what carry, rolldown and variation account for.

The curve, then and now

Market data as of 04 Sep 2026 and 05 Oct 2026.

T42A

What moved the price

The curve, then and now

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