T26 - 0 1/8% Treasury Gilt 2026
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £98.180 | Carry: | £0.213 |
|---|---|---|---|---|
| mark-to-model | £97.848 | Rolldown: | £-0.006 | |
| End Dirty Price: | mark-to-market | £98.367 | Variation: | £-0.001 |
| mark-to-model | £98.064 | Unexplained: | £-0.019 |