T26A - 0 3/8% Treasury Gilt 2026
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £95.864 | Carry: | £0.265 |
|---|---|---|---|---|
| mark-to-model | £95.696 | Rolldown: | £-0.006 | |
| End Dirty Price: | mark-to-market | £96.112 | Variation: | £-0.002 |
| mark-to-model | £95.963 | Unexplained: | £-0.008 |