T46 - 4¼% Treasury Gilt 2046
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £91.962 | Carry: | £0.358 |
|---|---|---|---|---|
| mark-to-model | £91.834 | Rolldown: | £0.027 | |
| End Dirty Price: | mark-to-market | £86.223 | Variation: | £-6.068 |
| mark-to-model | £86.163 | Unexplained: | £-0.057 |