T31H - 4 1/8% Treasury Gilt 2031
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £101.651 | Carry: | £-1.241 |
|---|---|---|---|---|
| mark-to-model | £101.924 | Rolldown: | £0.048 | |
| End Dirty Price: | mark-to-market | £100.032 | Variation: | £-0.591 |
| mark-to-model | £100.163 | Unexplained: | £0.165 |