Guides to gilts and to using GiltIQ, written against the site's own data and pages.
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A curve is inverted when short yields sit above long ones, so the term spread between two and thirty years turns negative — and the report for 2 June 2026 records the opposite, an upward-sloping curve with a clearly positive spread.
A stored report gives one snapshot a day, so it can compare the short end with the long end but cannot say which moved first — and on 28 May 2026 the short end moved least while the belly and the long end led the fall.
A published RPI number feeds the index ratio that scales an index-linked gilt's coupons and repayment, and the report for 21 May 2026 shows the day's nominal yields and the day's implied RPI without any claim about when a print was released.
On 30 April 2026 the Bank's fitted curves and GiltIQ's own stored report describe the same market at slightly different terms, and setting the two side by side shows the difference between a fitted spot curve and a quoted yield on one gilt.
A portfolio's return comes from two places in each holding — the coupon it paid and the change in its price — and the portfolio view and its performance page split the return across the holdings so each gilt's part can be read.
A fiscal statement reaches the gilt market through supply, the growth and inflation it implies and the risk premium investors demand, and the report for 26 May 2026 shows what a small broad fall across the curve looks like without any claim that a statement was made.
The public finances reach the gilt market through how much the government borrows, and the report for 19 May 2026 lets a reader see the day's nominal yields and the day's implied RPI side by side rather than one at a time.
The report for 14 May 2026 records a broad fall in yields, and its three biggest movers were all very long-dated gilts — the part of the curve where the same yield change is worth the most in price.
The report for 12 May 2026 records a day on which the nearest gilts to two years' maturity hardly moved while the rest of the list rose together, so the gilts that barely moved are the short ones and the movement was a steepening of the curve.
The report for 7 May 2026 records a day on which almost every conventional gilt moved the same way by a similar, small amount, which is a different kind of session from one with a handful of large moves.
Quantitative tightening and the pace of gilt issuance both change how much stock the market has to absorb, and the report for 5 May 2026 shows what a broad repricing across the whole curve looks like when that supply meets demand.
The portfolio cash-flow schedule lists every coupon and redemption the gilts in a portfolio have left, dated to the day it is paid and projected to final maturity, so the money a portfolio will receive can be read before it arrives.