T31H - 4 1/8% Treasury Gilt 2031
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £101.876 | Carry: | £0.321 |
|---|---|---|---|---|
| mark-to-model | £102.197 | Rolldown: | £0.047 | |
| End Dirty Price: | mark-to-market | £102.150 | Variation: | £-0.170 |
| mark-to-model | £102.416 | Unexplained: | £0.077 |