T31 - 4% Treasury Gilt 2031
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £100.557 | Carry: | £0.334 |
|---|---|---|---|---|
| mark-to-model | £100.790 | Rolldown: | £0.060 | |
| End Dirty Price: | mark-to-market | £99.705 | Variation: | £-1.280 |
| mark-to-model | £99.916 | Unexplained: | £0.035 |