A guide to every column on the conventional gilts list, what figure each one shows and where that figure comes from.
How the table is put together
The conventional gilts list is one row per gilt in issue, sorted and filtered in the browser. The columns run in a deliberate order: first what the gilt is, then what it costs, then what it returns, then how it has moved. Reading left to right follows the questions a reader usually asks, and any column can be sorted to rank the list by that figure.
Every figure on the table comes from the same daily report, and the report date is printed at the foot of the table. That date is the as-of date for the whole row, including the change columns, which compare the current report with the most recent earlier one. Nothing in the table is a live market feed unless the row says so, and a row priced from a live capture carries a marker and a source note rather than blending in.
The identity columns
The first columns name the gilt and describe its terms, none of which change with the market.
- The gilt's name is the link to its own page, with the ticker and the ISIN beneath it as identifiers.
- Coupon is the annual rate paid on £100 of nominal, fixed when the gilt was issued.
- Matures is the date the nominal value is repaid.
- Tenor is the maturity band the Debt Management Office classifies the gilt into, used by the filters above the table.
- Issued is the date the gilt was first issued, which matters for a gilt still inside its first, irregular coupon period.
The price columns
The price columns answer what the gilt costs, from the gilt itself to the cash a buyer hands over. They are the columns a reader uses to check a contract note, and they are all per £100 of nominal.
| Column | What it shows | Where the figure comes from |
| Clean price | The gilt before interest built up since the last coupon, with its change since the previous close | The report's price for the row, from the source the row names |
| Accrued interest | Interest built up to settlement, with the number of days beneath it | The gilt's coupon schedule at the settlement the report uses |
| Dirty price | The clean price plus the accrued interest, with its own change | The two columns beside it, added |
The clean price cell also carries the row's provenance on hover: which source priced the row, the price date, the settlement the figures were derived on and the basis the accrued interest came from. That is the cell to check when a row looks out of line with the curve or with another source, because its note describes the quote the rest of the row was computed from.
The yield columns
The yield columns express the same price as a return. They are on two compounding conventions, which is why the gross and DMO columns sit a few basis points apart, and one of them is after tax, which is why the net column sits further away still.
| Column | What it shows | Where the figure comes from |
| Mod. dur. | How much the price moves when the yield moves by 1%, in years | The gilt's cash flows and its annual gross yield |
| Gross yield | The redemption yield compounding once a year, with its change since the previous close | The price on the row and the remaining cash flows |
| DMO yield | The same yield on the Debt Management Office's semi-annual convention | The same inputs under the market's compounding |
| Net redemption yield | The gross figure after income tax on the coupons | The same inputs with tax applied to the coupon income |
The change beside the gross yield is in basis points and describes the session, while modified duration describes the gilt. A row with a long duration and a large yield change is where the day's price move will be largest, which is why the two columns are read together rather than separately.
The trend and the movement columns
The trend column is a sparkline rather than a number: the gilt's yield across the stored observations of the recent past. It is the only column that shows a range, and it begins to supply the context the one-day change lacks — whether the yield on this row is high or low for this gilt. The twelve-month series, the window control and the individual observations behind the shape are on a gilt's price history page, reached from its name.
The two Since the previous close views above the table are the movement columns read as a list: the gilts whose yield rose, so their price fell, and the gilts whose yield fell, so their price rose. The list itself is unchanged between the views; only the selection changes. Sorting by any column reorders the same rows rather than changing the figures.
The foot of the table
Below the table the page states the market data's as-of date and that all figures assume a T+1 settlement. Those two statements govern every row: the date fixes what the change columns mean, and the settlement fixes how many days of accrued interest the rows carry. A reader comparing the page with a contract note should check both before deciding the figures disagree.
The help and user guide covers the controls around the table — the filters, the watchlist star, the search box and the sort behaviour — and the glossary behind each column header defines the column's figure in one sentence. When a row is empty or a column is blank, the help guide is the place that explains why rather than the table itself.
Background, not advice
This guide explains what each column on the gilts list shows; it is general background, not investment, tax or legal advice for any reader's circumstances. Prices and yields move, so a row read on one date will differ from the next, and the figures assume the settlement the page states. The gilt's own record and the daily report named at the foot of the table are the primary sources for a real price, yield or accrued figure.