T31H - 4 1/8% Treasury Gilt 2031
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £99.927 | Carry: | £0.365 |
|---|---|---|---|---|
| mark-to-model | £99.972 | Rolldown: | £0.037 | |
| End Dirty Price: | mark-to-market | £100.257 | Variation: | £-0.080 |
| mark-to-model | £100.330 | Unexplained: | £0.009 |