T31 - 4% Treasury Gilt 2031
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £99.728 | Carry: | £0.302 |
|---|---|---|---|---|
| mark-to-model | £99.991 | Rolldown: | £0.052 | |
| End Dirty Price: | mark-to-market | £99.564 | Variation: | £-0.538 |
| mark-to-model | £99.818 | Unexplained: | £0.020 |