T36N - 4 7/8% Treasury Gilt 2036
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £100.636 | Carry: | £0.361 |
|---|---|---|---|---|
| mark-to-model | £100.741 | Rolldown: | £0.054 | |
| End Dirty Price: | mark-to-market | £100.093 | Variation: | £-0.985 |
| mark-to-model | £100.184 | Unexplained: | £0.027 |