T26A - 0 3/8% Treasury Gilt 2026
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £98.113 | Carry: | £0.243 |
|---|---|---|---|---|
| mark-to-model | £97.974 | Rolldown: | £0.001 | |
| End Dirty Price: | mark-to-market | £98.212 | Variation: | £-0.111 |
| mark-to-model | £98.126 | Unexplained: | £-0.034 |