TG26 - 1½% Treasury Gilt 2026
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £98.356 | Carry: | £-0.462 |
|---|---|---|---|---|
| mark-to-model | £98.347 | Rolldown: | £-0.009 | |
| End Dirty Price: | mark-to-market | £97.844 | Variation: | £-0.030 |
| mark-to-model | £97.865 | Unexplained: | £-0.011 |