T41F - 5¼% Treasury Gilt 2041
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £104.454 | Carry: | £0.399 |
|---|---|---|---|---|
| mark-to-model | £104.682 | Rolldown: | £0.056 | |
| End Dirty Price: | mark-to-market | £103.750 | Variation: | £-1.171 |
| mark-to-model | £104.008 | Unexplained: | £0.012 |