T41F - 5¼% Treasury Gilt 2041
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £101.373 | Carry: | £-2.190 |
|---|---|---|---|---|
| mark-to-model | £101.531 | Rolldown: | £0.050 | |
| End Dirty Price: | mark-to-market | £98.963 | Variation: | £-0.364 |
| mark-to-model | £99.070 | Unexplained: | £0.094 |