T36N - 4 7/8% Treasury Gilt 2036
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £98.979 | Carry: | £0.390 |
|---|---|---|---|---|
| mark-to-model | £99.212 | Rolldown: | £0.057 | |
| End Dirty Price: | mark-to-market | £99.673 | Variation: | £0.120 |
| mark-to-model | £99.793 | Unexplained: | £0.126 |