T31H - 4 1/8% Treasury Gilt 2031
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £101.443 | Carry: | £0.299 |
|---|---|---|---|---|
| mark-to-model | £101.698 | Rolldown: | £0.047 | |
| End Dirty Price: | mark-to-market | £98.770 | Variation: | £-3.305 |
| mark-to-model | £98.752 | Unexplained: | £0.285 |