giltsyield.com

Return

+£0.472

09 Oct 2026 → 10 Nov 2026

Start dirty price

£98.969

model £99.147

End dirty price

£99.442

model £99.688

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	+£0.388	The passage of time at an unchanged yield: coupons earned plus the bond getting closer to redemption.
Rolldown	+£0.023	The yield change that comes from the shorter remaining maturity — rolling down the same curve.
Variation	+£0.130	The move in the curve itself between the two dates.
Unexplained	-£0.069	The residual between the traded prices and what carry, rolldown and variation account for.

The curve, then and now

Market data as of 09 Oct 2026 and 10 Nov 2026.

TS29

What moved the price

The curve, then and now

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