T26A - 0 3/8% Treasury Gilt 2026
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £98.234 | Carry: | £0.311 |
|---|---|---|---|---|
| mark-to-model | £98.142 | Rolldown: | £0.001 | |
| End Dirty Price: | mark-to-market | £98.567 | Variation: | £-0.047 |
| mark-to-model | £98.440 | Unexplained: | £0.068 |