T26A - 0 3/8% Treasury Gilt 2026
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £96.577 | Carry: | £0.083 |
|---|---|---|---|---|
| mark-to-model | £96.539 | Rolldown: | £-0.002 | |
| End Dirty Price: | mark-to-market | £96.738 | Variation: | £0.149 |
| mark-to-model | £96.779 | Unexplained: | £-0.069 |