T26A - 0 3/8% Treasury Gilt 2026
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £96.337 | Carry: | £0.286 |
|---|---|---|---|---|
| mark-to-model | £96.246 | Rolldown: | £-0.005 | |
| End Dirty Price: | mark-to-market | £96.458 | Variation: | £-0.149 |
| mark-to-model | £96.388 | Unexplained: | £-0.010 |