T31 - 4% Treasury Gilt 2031
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £102.210 | Carry: | £0.308 |
|---|---|---|---|---|
| mark-to-model | £102.360 | Rolldown: | £0.053 | |
| End Dirty Price: | mark-to-market | £99.309 | Variation: | £-3.544 |
| mark-to-model | £99.189 | Unexplained: | £0.283 |