T46 - 4¼% Treasury Gilt 2046
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £88.046 | Carry: | £0.334 |
|---|---|---|---|---|
| mark-to-model | £88.283 | Rolldown: | £0.020 | |
| End Dirty Price: | mark-to-market | £85.711 | Variation: | £-2.700 |
| mark-to-model | £85.949 | Unexplained: | £0.012 |