T33H - 4 1/8% Treasury Gilt 2033
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £100.837 | Carry: | £0.337 |
|---|---|---|---|---|
| mark-to-model | £101.050 | Rolldown: | £0.061 | |
| End Dirty Price: | mark-to-market | £100.922 | Variation: | £-0.364 |
| mark-to-model | £101.107 | Unexplained: | £0.051 |