T33H - 4 1/8% Treasury Gilt 2033
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £0.000 | Carry: | £130.334 |
|---|---|---|---|---|
| mark-to-model | £0.000 | Rolldown: | £0.061 | |
| End Dirty Price: | mark-to-market | £99.558 | Variation: | £1.264 |
| mark-to-model | £99.558 | Unexplained: | £-32.100 |