giltsyield.com

Return

+£1.976

12 Oct 2026 → 12 Nov 2026

Start dirty price

£55.169

model £55.139

End dirty price

£57.146

model £57.191

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	+£0.266	The passage of time at an unchanged yield: coupons earned plus the bond getting closer to redemption.
Rolldown	+£0.027	The yield change that comes from the shorter remaining maturity — rolling down the same curve.
Variation	+£1.760	The move in the curve itself between the two dates.
Unexplained	-£0.076	The residual between the traded prices and what carry, rolldown and variation account for.

The curve, then and now

Market data as of 12 Oct 2026 and 12 Nov 2026.

TG41

What moved the price

The curve, then and now

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