T41F - 5¼% Treasury Gilt 2041
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £101.558 | Carry: | £0.414 |
|---|---|---|---|---|
| mark-to-model | £101.705 | Rolldown: | £0.051 | |
| End Dirty Price: | mark-to-market | £98.262 | Variation: | £-3.622 |
| mark-to-model | £98.592 | Unexplained: | £-0.139 |