T26A - 0 3/8% Treasury Gilt 2026
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £97.868 | Carry: | £0.283 |
|---|---|---|---|---|
| mark-to-model | £97.707 | Rolldown: | £-0.003 | |
| End Dirty Price: | mark-to-market | £98.161 | Variation: | £0.034 |
| mark-to-model | £98.039 | Unexplained: | £-0.020 |