T31H - 4 1/8% Treasury Gilt 2031
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £99.289 | Carry: | £0.361 |
|---|---|---|---|---|
| mark-to-model | £99.275 | Rolldown: | £0.034 | |
| End Dirty Price: | mark-to-market | £99.616 | Variation: | £-0.065 |
| mark-to-model | £99.616 | Unexplained: | £-0.002 |