T26 - 0 1/8% Treasury Gilt 2026
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £98.616 | Carry: | £0.280 |
|---|---|---|---|---|
| mark-to-model | £98.400 | Rolldown: | £-0.001 | |
| End Dirty Price: | mark-to-market | £98.846 | Variation: | £-0.018 |
| mark-to-model | £98.672 | Unexplained: | £-0.031 |