T26A - 0 3/8% Treasury Gilt 2026
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £98.927 | Carry: | £0.308 |
|---|---|---|---|---|
| mark-to-model | £98.833 | Rolldown: | £0.001 | |
| End Dirty Price: | mark-to-market | £99.218 | Variation: | £-0.013 |
| mark-to-model | £99.140 | Unexplained: | £-0.005 |