T33H - 4 1/8% Treasury Gilt 2033
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £98.594 | Carry: | £0.352 |
|---|---|---|---|---|
| mark-to-model | £98.520 | Rolldown: | £0.049 | |
| End Dirty Price: | mark-to-market | £99.490 | Variation: | £0.486 |
| mark-to-model | £99.419 | Unexplained: | £0.009 |