TG26 - 1½% Treasury Gilt 2026
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £99.382 | Carry: | £0.274 |
|---|---|---|---|---|
| mark-to-model | £99.402 | Rolldown: | £-0.004 | |
| End Dirty Price: | mark-to-market | £99.566 | Variation: | £-0.200 |
| mark-to-model | £99.483 | Unexplained: | £0.114 |