giltsyield.com

Return

-£0.354

04 Sep 2026 → 06 Oct 2026

Start dirty price

£99.427

model £99.732

End dirty price

£99.073

model £99.331

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	+£0.359	The passage of time at an unchanged yield: coupons earned plus the bond getting closer to redemption.
Rolldown	+£0.027	The yield change that comes from the shorter remaining maturity — rolling down the same curve.
Variation	-£0.787	The move in the curve itself between the two dates.
Unexplained	+£0.047	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 06 Oct 2026.

TS29

What moved the price

The curve, then and now

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