T26 - 0 1/8% Treasury Gilt 2026
Performance Attribution
All figures displayed assume a T+1 settlement date.
Start Dirty Price: | mark-to-market | £98.292 | Carry: | £0.240 |
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mark-to-model | £97.959 | Rolldown: | £-0.008 | |
End Dirty Price: | mark-to-market | £98.501 | Variation: | £0.010 |
mark-to-model | £98.211 | Unexplained: | £-0.034 |