T26 - 0 1/8% Treasury Gilt 2026
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £99.407 | Carry: | £0.272 |
|---|---|---|---|---|
| mark-to-model | £99.343 | Rolldown: | £0.000 | |
| End Dirty Price: | mark-to-market | £99.697 | Variation: | £0.022 |
| mark-to-model | £99.646 | Unexplained: | £-0.004 |