T33H - 4 1/8% Treasury Gilt 2033
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £98.038 | Carry: | £0.349 |
|---|---|---|---|---|
| mark-to-model | £98.084 | Rolldown: | £0.047 | |
| End Dirty Price: | mark-to-market | £96.457 | Variation: | £-2.242 |
| mark-to-model | £96.276 | Unexplained: | £0.265 |