T26A - 0 3/8% Treasury Gilt 2026
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £98.761 | Carry: | £0.306 |
|---|---|---|---|---|
| mark-to-model | £98.669 | Rolldown: | £0.002 | |
| End Dirty Price: | mark-to-market | £99.072 | Variation: | £0.003 |
| mark-to-model | £98.991 | Unexplained: | £-0.000 |