T41F - 5¼% Treasury Gilt 2041
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £106.115 | Carry: | £0.393 |
|---|---|---|---|---|
| mark-to-model | £106.125 | Rolldown: | £0.057 | |
| End Dirty Price: | mark-to-market | £100.500 | Variation: | £-5.829 |
| mark-to-model | £100.761 | Unexplained: | £-0.236 |