giltsyield.com

Return

+£0.706

14 Oct 2026 → 13 Nov 2026

Start dirty price

£67.549

model £67.419

End dirty price

£68.255

model £68.121

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	+£0.312	The passage of time at an unchanged yield: coupons earned plus the bond getting closer to redemption.
Rolldown	+£0.037	The yield change that comes from the shorter remaining maturity — rolling down the same curve.
Variation	+£0.354	The move in the curve itself between the two dates.
Unexplained	+£0.004	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.

TG35

What moved the price

The curve, then and now

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