T26A - 0 3/8% Treasury Gilt 2026
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £98.295 | Carry: | £0.268 |
|---|---|---|---|---|
| mark-to-model | £98.192 | Rolldown: | £-0.005 | |
| End Dirty Price: | mark-to-market | £98.216 | Variation: | £-0.380 |
| mark-to-model | £98.087 | Unexplained: | £0.037 |