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TG51

0 1/8% Index-linked Treasury Gilt 2051 · GB00BNNGP882
From To
Return
+£0.034

04 Sep 2026 → 02 Oct 2026 · includes £0.089 coupon

Start dirty price
£80.150
model £37.386
End dirty price
£80.096
model £36.680
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 +£0.392 The passage of time at an unchanged yield: coupons earned plus the bond getting closer to redemption.
Rolldown +£0.008 The yield change that comes from the shorter remaining maturity — rolling down the same curve.
Variation -£1.018 The move in the curve itself between the two dates.
Unexplained +£0.652 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 02 Oct 2026.
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