T46 - 4¼% Treasury Gilt 2046
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £90.425 | Carry: | £0.370 |
|---|---|---|---|---|
| mark-to-model | £90.414 | Rolldown: | £0.024 | |
| End Dirty Price: | mark-to-market | £89.639 | Variation: | £-1.280 |
| mark-to-model | £89.553 | Unexplained: | £0.099 |