T31H - 4 1/8% Treasury Gilt 2031
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £100.333 | Carry: | £0.311 |
|---|---|---|---|---|
| mark-to-model | £100.549 | Rolldown: | £0.045 | |
| End Dirty Price: | mark-to-market | £100.904 | Variation: | £0.186 |
| mark-to-model | £101.102 | Unexplained: | £0.028 |