T46 - 4¼% Treasury Gilt 2046
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £88.803 | Carry: | £-1.771 |
|---|---|---|---|---|
| mark-to-model | £88.739 | Rolldown: | £0.026 | |
| End Dirty Price: | mark-to-market | £88.555 | Variation: | £1.463 |
| mark-to-model | £88.470 | Unexplained: | £0.034 |