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 | 15.5y | 55.5 bps | 48.4 | 7.1 | 15-20y | 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 | 15.5y | 55.5 | 48.4 | 7.1 |
| 2 | 15.0y | 55.5 | 48.1 | 7.4 |
| 3 | 16.0y | 55.5 | 48.6 | 6.9 |
| 4 | 14.5y | 55.4 | 47.9 | 7.5 |
| 5 | 16.5y | 55.4 | 48.8 | 6.6 |