T33H - 4 1/8% Treasury Gilt 2033
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £97.799 | Carry: | £0.370 |
|---|---|---|---|---|
| mark-to-model | £97.657 | Rolldown: | £0.045 | |
| End Dirty Price: | mark-to-market | £98.066 | Variation: | £-0.137 |
| mark-to-model | £97.948 | Unexplained: | £-0.011 |