T33H - 4 1/8% Treasury Gilt 2033
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £100.603 | Carry: | £0.316 |
|---|---|---|---|---|
| mark-to-model | £100.777 | Rolldown: | £0.063 | |
| End Dirty Price: | mark-to-market | £97.170 | Variation: | £-4.001 |
| mark-to-model | £97.167 | Unexplained: | £0.189 |