T26A - 0 3/8% Treasury Gilt 2026
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £97.103 | Carry: | £0.271 |
|---|---|---|---|---|
| mark-to-model | £97.128 | Rolldown: | £0.003 | |
| End Dirty Price: | mark-to-market | £97.526 | Variation: | £0.010 |
| mark-to-model | £97.439 | Unexplained: | £0.139 |