TG26 - 1½% Treasury Gilt 2026
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £97.942 | Carry: | £0.288 |
|---|---|---|---|---|
| mark-to-model | £98.027 | Rolldown: | £-0.003 | |
| End Dirty Price: | mark-to-market | £98.254 | Variation: | £0.006 |
| mark-to-model | £98.329 | Unexplained: | £0.020 |