T31 - 4% Treasury Gilt 2031
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £100.122 | Carry: | £-1.687 |
|---|---|---|---|---|
| mark-to-model | £100.339 | Rolldown: | £0.055 | |
| End Dirty Price: | mark-to-market | £99.288 | Variation: | £0.706 |
| mark-to-model | £99.425 | Unexplained: | £0.091 |