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TR29

0 7/8% Treasury Gilt 2029 · GB00BJMHB534
From To
Return
+£0.404

12 Oct 2026 → 12 Nov 2026

Start dirty price
£88.898
model £88.875
End dirty price
£89.303
model £89.290
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 +£0.363 The passage of time at an unchanged yield: coupons earned plus the bond getting closer to redemption.
Rolldown +£0.020 The yield change that comes from the shorter remaining maturity — rolling down the same curve.
Variation +£0.031 The move in the curve itself between the two dates.
Unexplained -£0.011 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.
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