giltsyield.com

Return

+£0.321

12 Oct 2026 → 12 Nov 2026

Start dirty price

£100.183

model £100.200

End dirty price

£100.504

model £100.525

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	+£0.353	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	-£0.047	The move in the curve itself between the two dates.
Unexplained	-£0.005	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.

TS27

What moved the price

The curve, then and now

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