giltsyield.com

Return

-£0.887

28 Aug 2026 → 25 Sep 2026

Start dirty price

£101.996

model £101.838

End dirty price

£101.110

model £100.885

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	+£0.352	The passage of time at an unchanged yield: coupons earned plus the bond getting closer to redemption.
Rolldown	+£0.033	The yield change that comes from the shorter remaining maturity — rolling down the same curve.
Variation	-£1.337	The move in the curve itself between the two dates.
Unexplained	+£0.066	The residual between the traded prices and what carry, rolldown and variation account for.

The curve, then and now

Market data as of 28 Aug 2026 and 25 Sep 2026.

TR30

What moved the price

The curve, then and now

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