T33H - 4 1/8% Treasury Gilt 2033
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £100.232 | Carry: | £-1.157 |
|---|---|---|---|---|
| mark-to-model | £100.418 | Rolldown: | £0.061 | |
| End Dirty Price: | mark-to-market | £98.632 | Variation: | £-0.543 |
| mark-to-model | £98.802 | Unexplained: | £0.040 |