T33H - 4 1/8% Treasury Gilt 2033
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £99.225 | Carry: | £0.322 |
|---|---|---|---|---|
| mark-to-model | £99.410 | Rolldown: | £0.059 | |
| End Dirty Price: | mark-to-market | £99.515 | Variation: | £-0.192 |
| mark-to-model | £99.611 | Unexplained: | £0.101 |