Portfolios
Every portfolio valued at the latest gilt report, with unrealised and total P&L against the FIFO cost basis of its trades. Market data as of 30 Oct 2026.
How these figures are worked out
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Every holding is valued at the latest gilt report's mid dirty price — clean plus accrued, per £100 nominal — for the settlement date each portfolio's own delay implies, falling back to your profile default.
Cost basis is FIFO: the first units bought are the first sold, so a realisation is matched against the earliest lot still held. Unrealised P&L is market value less the cost basis of what is still held; realised is what closed positions returned. Total P&L is the two together.
Allocation is each position's market value as a share of the portfolio's own, and the bar beside it is that share drawn to scale on the Yield against duration chart, whose bubble area is the same figure.
Market yield and modified duration are the report's own figures for the gilt you hold, not recomputed from your purchase price.
Across 1 portfolio: market value £19.4k, cost basis £19.4k, unrealised P&L £0.00 (0.00%).
Profit and loss
| Portfolio | Settlement | Market value | Cost basis | Unreal. P&L | Real. P&LGain or loss on positions already sold. | Income | Total gain/loss | |
|---|---|---|---|---|---|---|---|---|
| Total | — | £19.4k | £19.4k | £0.00 | £0.00 | £0.00 | £0.00 |
Positions
| Gilt | Qty | Alloc. | Market value | Mod. dur.How much the price moves when the yield moves by 1%, in years. | DV01 | Market yield |
|---|---|---|---|---|---|---|
| 0 7/8% Treasury Gilt 2029 GB00BJMHB534 | 10000 | 45.95% | £8931.64 | 2.87 | £2.56 | 0.05% |
| 0 1/8% Index-linked Treasury Gilt 2036 GB00BYZW3J87 | 7500 | 32.24% | £6266.68 | 9.88 | £6.19 | 0.02% |
| 4¼% Treasury Gilt 2046 GB00B128DP45 | 5000 | 21.80% | £4237.93 | 12.39 | £5.25 | 0.06% |
| Total | 22500 | 100.00% | £19.4k | 7.21 | £14.00 | 0.04% |