UK gilt carry & roll-down — where is an investor best paid to sit?
GBP — total expected return (basis points) against tenor (years), for a 1M holding horizon (1 month), computed under a static-curve assumption. Source: Bank of England (native). Sweet spot marked.
| Horizon | Tenor | Total | Carry | Rolldown | Bucket | Pct (10y)Pro |
|---|---|---|---|---|---|---|
| 1M | 15.0y | 55.2 bps | 46.7 | 8.5 | 10-15y | Locked |
| 3M Pro | Subscribe to Pro to see 3M sweet spot, carry, rolldown, bucket and 10y percentile. | Locked | ||||
| 6M Pro | Subscribe to Pro to see 6M sweet spot, carry, rolldown, bucket and 10y percentile. | Locked | ||||
| 1Y Pro | Subscribe to Pro to see 1Y sweet spot, carry, rolldown, bucket and 10y percentile. | Locked | ||||
| # | Tenor | Total | Carry | Rolldown |
|---|---|---|---|---|
| 1 | 15.0y | 55.2 | 46.7 | 8.5 |
| 2 | 15.5y | 55.1 | 47.0 | 8.2 |
| 3 | 14.5y | 55.1 | 46.4 | 8.7 |
| 4 | 16.0y | 55.1 | 47.2 | 7.9 |
| 5 | 14.0y | 55.0 | 46.1 | 8.9 |