T31H - 4 1/8% Treasury Gilt 2031
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £100.004 | Carry: | £0.342 |
|---|---|---|---|---|
| mark-to-model | £100.026 | Rolldown: | £0.036 | |
| End Dirty Price: | mark-to-market | £100.690 | Variation: | £0.336 |
| mark-to-model | £100.751 | Unexplained: | £-0.028 |