giltsyield.com

Return

-£0.804

04 Sep 2026 → 05 Oct 2026 · includes £0.489 coupon

Start dirty price

£126.297

model £64.151

End dirty price

£125.005

model £62.311

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	+£0.670	The passage of time at an unchanged yield: coupons earned plus the bond getting closer to redemption.
Rolldown	+£0.016	The yield change that comes from the shorter remaining maturity — rolling down the same curve.
Variation	-£2.037	The move in the curve itself between the two dates.
Unexplained	+£0.547	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 05 Oct 2026.

TR50

What moved the price

The curve, then and now

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