giltsyield.com

Return

+£0.357

14 Oct 2026 → 13 Nov 2026

Start dirty price

£94.019

model £94.017

End dirty price

£94.376

model £94.374

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	+£0.387	The passage of time at an unchanged yield: coupons earned plus the bond getting closer to redemption.
Rolldown	+£0.022	The yield change that comes from the shorter remaining maturity — rolling down the same curve.
Variation	-£0.053	The move in the curve itself between the two dates.
Unexplained	+£0.001	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.

TG28

What moved the price

The curve, then and now

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