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TR49

1 7/8% Index-linked Treasury Gilt 2049 · GB00BT7J0134
From To
Return
+£0.059

04 Sep 2026 → 02 Oct 2026 · includes £0.997 coupon

Start dirty price
£96.325
model £54.907
End dirty price
£95.386
model £53.407
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 +£0.569 The passage of time at an unchanged yield: coupons earned plus the bond getting closer to redemption.
Rolldown +£0.012 The yield change that comes from the shorter remaining maturity — rolling down the same curve.
Variation -£1.083 The move in the curve itself between the two dates.
Unexplained +£0.561 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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